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EnglishThe advent of competitive markets confronts each producer with the problem of optimally allocating his energy/capacity so as to maximize his pro$ts. The multiplicity of auctions in electricity markets andthe nontrivial constraints imposedby technical andbid ding rules make the problem of crucial importance andd i/cult to model and solve. Further di/culties are represented by the dynamic and stochastic natures that characterize the decision process. We formulate the problem as a multi-stage mixed-integer stochastic optimization model under the assumption that the seller is a price taker. We validate the e2ectiveness of the proposed model on a representative test problem.
| Titolo: | Optimal Capacity Allocation in Multi-Auction Electricity Markets under Uncertainty | |
| Autori: | ||
| Data di pubblicazione: | 2005 | |
| Rivista: | ||
| Abstract: | The advent of competitive markets confronts each producer with the problem of optimally allocating his energy/capacity so as to maximize his pro$ts. The multiplicity of auctions in electricity markets andthe nontrivial constraints imposedby technical andbid ding rules make the problem of crucial importance andd i/cult to model and solve. Further di/culties are represented by the dynamic and stochastic natures that characterize the decision process. We formulate the problem as a multi-stage mixed-integer stochastic optimization model under the assumption that the seller is a price taker. We validate the e2ectiveness of the proposed model on a representative test problem. | |
| Handle: | http://hdl.handle.net/11587/108889 | |
| Appare nelle tipologie: | Articolo pubblicato su Rivista |
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