On stochastic auctions in risk-averse electricity markets with uncertain supply
Year of publication: |
2020
|
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Authors: | Cory-Wright, Ryan ; Zakeri, Golbon |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 3, p. 376-384
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Subject: | OR in energy | Risk-aversion | Risky equilibria | Stochastic programming | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion | Risiko | Risk | Auktionstheorie | Auction theory | Elektrizitätswirtschaft | Electric power industry | Entscheidung unter Unsicherheit | Decision under uncertainty |
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