Risk Trading in a Chance-Constrained Stochastic Electricity Market.
Robert MiethMatthew RovetoYury DvorkinPublished in: CoRR (2020)
Keyphrases
- electricity markets
- chance constrained
- chance constraints
- stochastic programming
- chance constrained programming
- robust optimization
- software agents
- knapsack problem
- multistage
- computationally tractable
- business models
- bidding strategies
- linear program
- reverse logistics
- competitive market
- market participants
- cooperative
- neural network
- decision theoretic
- artificial intelligence