A distributionally robust optimization strategy for virtual bidding in two-settlement electricity markets

Xavier Audet, Kliti Qako, Antoine Lesage-Landry

Year of publication:	[2025]
Authors:	Audet, Xavier ; Qako, Kliti ; Lesage-Landry, Antoine
Publisher:	Montréal (Québec), Canada : GERAD, HÉC Montréal
Subject:	Virtual Bidding \| distributionally robust optimization \| stochastic optimization \| wholesale electricity market \| two-settlement electricity market \| Elektrizitätswirtschaft \| Electric power industry \| Mathematische Optimierung \| Mathematical programming \| Auktionstheorie \| Auction theory \| Elektrizität \| Electricity \| Strompreis \| Electricity price \| Robustes Verfahren \| Robust statistics \| Energiehandel \| Energy trade

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