Bidding Strategy for Microgrid in Day-Ahead Market Based on Hybrid Stochastic/Robust Optimization.
Guodong LiuYan XuKevin TomsovicPublished in: IEEE Trans. Smart Grid (2016)
Keyphrases
- bidding strategies
- robust optimization
- stochastic programming
- chance constrained
- chance constraints
- electricity markets
- market conditions
- mathematical programming
- double auction
- resource allocation
- expected utility
- trading agents
- continuous double auctions
- test bed
- market clearing
- online auctions
- market participants
- semidefinite programming
- lot sizing
- multistage
- combinatorial auctions
- auction mechanisms
- decision theory
- special case