Participation of Demand Response Aggregators in Electricity Markets: Optimal Portfolio Management.
Rodrigo HenriquezGeorge WenzelDaniel E. OlivaresMatias Negrete-PinceticPublished in: IEEE Trans. Smart Grid (2018)
Keyphrases
- electricity markets
- profit maximizing
- portfolio management
- market clearing
- nash equilibrium
- software agents
- decision making
- portfolio selection
- bidding strategies
- portfolio optimization
- optimal solution
- market participants
- dynamic programming
- financial data
- np hard
- transaction costs
- cooperative
- artificial intelligence