Online Learning-Based Optimal Bidding Approach for FTR Market Participants

We consider the problem of optimal bidding and portfolio optimization for bidders in the financial transmission rights (FTR) auction market. Based on the price-taker assumption, each FTR market participant aims to maximize the profit, which is the difference between the clearing price and FTR revenu...

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書誌詳細

出版年:	CSEE Journal of Power and Energy Systems
主要な著者:	Guibin Chen, Ye Guo, Wenjun Tang, Qinglai Guo, Hongbin Sun, Wenqi Huang
フォーマット:	論文
言語:	英語
出版事項:	China electric power research institute 2025-01-01
主題:	Conditional value at risk congestion financial transmission rights online learning
オンライン･アクセス:	https://ieeexplore.ieee.org/document/10165643/