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Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer

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  • Fleten, Stein-Erik
  • Kristoffersen, Trine Krogh

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  • Fleten, Stein-Erik & Kristoffersen, Trine Krogh, 2007. "Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer," European Journal of Operational Research, Elsevier, vol. 181(2), pages 916-928, September.
    • Handle: RePEc:eee:ejores:v:181:y:2007:i:2:p:916-928
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    References listed on IDEAS

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    1. Dantzig, George B. & Infanger, Gerd, 1997. "Intelligent control and optimization under uncertainty with application to hydro power," European Journal of Operational Research, Elsevier, vol. 97(2), pages 396-407, March.
    2. Haldrup, Niels & Nielsen, Morten Orregaard, 2006. "A regime switching long memory model for electricity prices," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 349-376.
    3. R. T. Rockafellar & Roger J.-B. Wets, 1991. "Scenarios and Policy Aggregation in Optimization Under Uncertainty," Mathematics of Operations Research, INFORMS, vol. 16(1), pages 119-147, February.
    4. Oliveira, P. & McKee, S. & Coles, C., 1993. "Optimal scheduling of a hydro thermal power generation system," European Journal of Operational Research, Elsevier, vol. 71(3), pages 334-340, December.
    5. Philpott, A. B. & Craddock, M. & Waterer, H., 2000. "Hydro-electric unit commitment subject to uncertain demand," European Journal of Operational Research, Elsevier, vol. 125(2), pages 410-424, September.
    6. Stein W. Wallace & Stein-Erik Fleten, 2002. "Stochastic programming in energy," GE, Growth, Math methods 0201001, University Library of Munich, Germany, revised 13 Nov 2003.
    7. Haldrup Niels & Nielsen Morten Ø., 2006. "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-24, September.
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