Stochastic Multistage Bidding Optimisation in an Intraday Market with Limited Liquidity
Chapter
Accepted version
Permanent lenke
http://hdl.handle.net/11250/2582750Utgivelsesdato
2018Metadata
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Originalversjon
10.1109/EEM.2018.8469997Sammendrag
This paper describes a multistage stochastic mixed integer programming problem for a hydro power producer that maximizes profit in the low liquid intraday market and balancing market. A comprehensive modelling framework with an internal rolling horizon is presented and the continuous intraday market is modelled using stochastic residual demand curves.