Séminaire commun FDD-FiME // P. Andrianesis
Panagiotis Andrianesis (Boston University) Computation of Convex Hull Prices in Electricity Markets with Non-Convexities using Dantzig-Wolfe Decomposition
Résumé: The presence of non-convexities in electricity markets has been an active research area for about two decades. The — inevitable under current marginal cost pricing — problem of guaran- teeing that no market participant incurs losses in the day-ahead market is addressed in current practice through make-whole payments Read more [...]
