Price Estimation by Random Walk Mean Reversion in Day-ahead Electricity Market.
Gokturk PoyrazogluPublished in: ISGT Europe (2019)
Keyphrases
- random walk
- electricity markets
- electric power
- market clearing
- unit commitment
- wind power
- software agents
- directed graph
- bidding strategies
- market prices
- power generation
- market participants
- markov chain
- markov random walk
- portfolio selection
- transition probabilities
- case study
- power plant
- flow graph
- multi agent systems
- dynamic programming
- long term
- learning algorithm
- multi db
- machine learning