epsilon-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function.
Edward J. AndersonHuifu XuPublished in: SIAM J. Control. Optim. (2005)
Keyphrases
- electricity markets
- distribution function
- profit maximizing
- market clearing
- bidding strategies
- electric power
- market participants
- software agents
- power generation
- market prices
- competitive market
- dynamic programming
- unit commitment
- random variables
- density function
- budget constraints
- test bed
- cumulative distribution functions