A bilevel multistage stochastic self-scheduling model with indivisibilities for trading in the continuous intraday electricity market

In this paper, we study the profit maximization problem of a virtual power plant trading in the continuous intraday electricity market. Our virtual power plant model is compatible with renewable, and thermal assets, covering a range of virtual power plants currently participating in energy markets....

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Vydáno v:	European journal of operational research Ročník 328; číslo 3; s. 966 - 988
Hlavní autoři:	Shinde, Priyanka, Aravena, Ignacio
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier B.V 01.02.2026
Témata:	Bilevel multistage stochastic programming problem Continuous intraday electricity market Convex hull Stochastic dual dynamic integer programming Stochastic programming Bilevel multistage stochastic programming problem Convex hull Stochastic dual dynamic integer programming Continuous intraday electricity market Stochastic programming
ISSN:	0377-2217
On-line přístup:	Získat plný text
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