A chance constrained programming based approach for building optimal bidding strategies for generation companies with risk management

Power System Technology

Volumn 29, Issue 10, 2005, Pages 35-39

  Ma, Xin Shun ^a   Wen, Fu Shuan ^b   Liu, Jian Xin ^a  

^a NORTH CHINA ELECTRIC POWER UNIVERSITY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Bidding strategies; Chance constrained programming; Electricity market; Genetic algorithm; Monte Carlo simulation; Risk analysis

Indexed keywords

COMPUTER SIMULATION; CONSTRAINT THEORY; GENETIC ALGORITHMS; MONTE CARLO METHODS; RISK ASSESSMENT; RISK MANAGEMENT;

BIDDING STRATEGIES; CHANCE CONSTRAINED PROGRAMMING; ELECTRICITY MARKET; RISK ANALYSIS;

ELECTRIC POWER GENERATION;

EID: 20044367323     PISSN: 10003673     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review

References (14)

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