Shomalzadeh, Koorosh; Scherpen, Jacquelien M. A.; … - In: Operations research perspectives 10 (2023), pp. 1-10
in a Real-Time Balancing Market (RTBM). The aggregator, as the agent responsible for portfolio balancing, needs to … minimize the cost for imbalance satisfaction in real-time by proposing a set of optimal personalized prices to the prosumers … solve bilevel problems, this convex equivalent has very low computation time and is appropriate for real-time applications …