A multi-stage stochastic optimization approach to optimal bidding on energy markets.

Laura Puglia Daniele Bernardini Alberto Bemporad

Published in: CDC/ECC (2011)

Keyphrases

stochastic optimization
multistage
dynamic programming
single stage
production system
lot sizing
stochastic programming
optimal policy
optimal control
optimal solution
average cost
finite horizon
attack detection
electronic commerce
bidding strategies