Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis.
Aswin KannanUday V. ShanbhagHarrison M. KimPublished in: Optim. Methods Softw. (2013)
Keyphrases
- error analysis
- scale poorly
- decision making
- worst case
- highly scalable
- power consumption
- electricity markets
- learning models
- market participants
- page segmentation
- stochastic models
- game theory
- utility function
- machine learning algorithms
- probabilistic model
- image sequences
- mathematical models
- learning algorithm
- risk factors
- least squares
- linear gaussian