/mso-strategic-bidding

Project about Multistage Stochastic Optimization applied to hydrothermal strategic bidding.

Primary LanguageJupyter Notebook

Multistage Stochastic Optimization applied to strategic bidding

Project about MSO applied to hydrothermal strategic bidding.

References

  • [1] Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: An application to the strategic bidding problem
  • [2] Modelling power markets with multi-stage stochastic Nash equilibria