INFORMS Anual Meeting - INFORMS 2005, San Francisco (United States of America). 13-16 November 2005
Summary:
In this paper we propose a model to address the medium term hydrothermal coordination problem faced by a generation company when operating in an electricity market. The model measures the market risk faced by the company by means of CVaR. Our formulation leads to stochastic complementarity problems that we solve using Benders decomposition technique.
Keywords: No disponible/Not available
Publication date: 2005-11-13.
Citation:
J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa, Electricity market equilibrium model with risk constraints via benders decomposition, INFORMS Anual Meeting - INFORMS 2005, San Francisco (United States of America). 13-16 November 2005.
