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Electricity market equilibrium model with risk constraints via benders decomposition

J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa

In this paper we propose a model to address the medium term hydrothermal coordination problem faced by a generation company when operating in an electricity market. The model measures the market risk faced by the company by means of CVaR. Our formulation leads to stochastic complementarity problems that we solve using Benders decomposition technique.


Keywords: No disponible/Not available

INFORMS Annual Meeting 2005, San Francisco, California (United States of America). 13-16 November 2005

Publication date: November 2005.



Citation:
J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa, Electricity market equilibrium model with risk constraints via benders decomposition, INFORMS Annual Meeting 2005. San Francisco, United States of America, 13-16 November 2005


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