{"title":"Stochastic Multistage Bidding Optimisation in an Intraday Market with Limited Liquidity","authors":"Edda Engmark, Hanne Sandven, Stein-Erik Fleten, Gro Klæboe","doi":"10.1109/EEM.2018.8469997","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":334674,"journal":{"name":"2018 15th International Conference on the European Energy Market (EEM)","volume":"31 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2018 15th International Conference on the European Energy Market (EEM)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/EEM.2018.8469997","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 4
Abstract
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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