Algorithmic Bidding for Virtual Trading in Electricity Markets
نویسندگان
چکیده
منابع مشابه
Algorithmic Bidding for Virtual Trading in Electricity Markets
We consider the problem of optimal bidding for virtual trading in two-settlement electricity markets. A virtual trader aims to arbitrage on the differences between day-ahead and real-time market prices; both prices, however, are random and unknown to market participants. An online learning algorithm is proposed to maximize the cumulative payoff over a finite number of trading sessions by alloca...
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ژورنال
عنوان ژورنال: IEEE Transactions on Power Systems
سال: 2019
ISSN: 0885-8950,1558-0679
DOI: 10.1109/tpwrs.2018.2862246