Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s00186-006-0062-8.pdf
Reference21 articles.
1. Anderson EJ, Philpott AB (2002) Optimal offer construction in electricity markets. Math Oper Res 27:82–100
2. Anderson EJ, Philpott AB (2003) Estimation of market distribution functions. Ann Oper Res 121:21–32
3. Anderson EJ, Xu H (2002) Necessary and sufficient conditions for optimal offers in electricity markets. SIAM J Control Optim 41:1212–1228
4. Anderson EJ, Xu H (2004) Nash equilibria in electricity markets with discrete prices. Math Methods Oper Res 60:215–238
5. Anderson EJ, Xu H (2005) Contracts and supply functions in electricity markets. J Optim Theory Appl 124:257–283
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