有限流动性即日市场的随机多阶段竞价优化

2018 15th International Conference on the European Energy Market (EEM) Pub Date : 2018-06-01 DOI:10.1109/EEM.2018.8469997

Edda Engmark, Hanne Sandven, Stein-Erik Fleten, Gro Klæboe

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引用次数: 4

摘要

本文研究了在低流动性日内市场和均衡市场条件下，水力发电企业利润最大化的多阶段随机混合整数规划问题。提出了一个具有内部滚动水平的综合建模框架，并利用随机剩余需求曲线对连续日内市场进行建模。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Stochastic Multistage Bidding Optimisation in an Intraday Market with Limited Liquidity

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.

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2018 15th International Conference on the European Energy Market (EEM)

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