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Bidding in a Day-Ahead Electricity Market: A Comparison of Decomposition Techniques
dc.contributor.author | Baillo Moreno, Alvaro | es-ES |
dc.contributor.author | Ventosa Rodríguez, Mariano | es-ES |
dc.contributor.author | Rivier Abbad, Michel Luis | es-ES |
dc.contributor.author | Ramos Galán, Andrés | es-ES |
dc.contributor.author | Relaño Cobián, Gregorio | es-ES |
dc.date.accessioned | 2016-01-15T11:28:26Z | |
dc.date.available | 2016-01-15T11:28:26Z | |
dc.date.issued | 2002-06-24 | es_ES |
dc.identifier.uri | http://hdl.handle.net/11531/5723 | |
dc.description | Capítulos en libros | es_ES |
dc.description.abstract | es-ES | |
dc.description.abstract | Daily bidding is an activity of paramount importance for generation companies operating in dayahead electricity markets. The authors have developed a strategic bidding procedure based on stochastic programming to obtain optimal bids. In this paper, this large-scale mathematical programming problem is solved under the Benders and Lagrangian relaxation frameworks to determine the adequacy of these techniques to solve the optimal bidding problem. Numerical examples illustrate the conclusions of this research. | en-GB |
dc.format.mimetype | application/pdf | es_ES |
dc.language.iso | en-GB | es_ES |
dc.publisher | Sin editorial (Sevilla, España) | es_ES |
dc.rights | es_ES | |
dc.rights.uri | es_ES | |
dc.source | Libro: 14th Power systems computation conference Session 43-4, pp. 1-8 - PSCC'02 , Página inicial: 7, Página final: | es_ES |
dc.subject.other | Instituto de Investigación Tecnológica (IIT) | es_ES |
dc.title | Bidding in a Day-Ahead Electricity Market: A Comparison of Decomposition Techniques | es_ES |
dc.type | info:eu-repo/semantics/bookPart | es_ES |
dc.description.version | info:eu-repo/semantics/publishedVersion | es_ES |
dc.rights.accessRights | info:eu-repo/semantics/restrictedAccess | es_ES |
dc.keywords | es-ES | |
dc.keywords | Competitive electricity market, bidding, Benders decomposition, Lagrangian relaxation. | en-GB |
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