In this article we propose a model of the supply chain in electricity markets with multiple generators and retailers and considering several market structures. We analyze how market design interacts with the different types of contract and market structure to affect the coordination between the...

The work reported in this paper addresses the problem of transmission expansion planning under uncertainty in an electric energy system. We consider different sources of uncertainty, including future demand growth and the availability of generation facilities, which are characterized for...

This paper addresses the optimization under uncertainty of the self-scheduling, forward contracting, and pool involvement of an electricity producer operating a mixed power generation station, which combines thermal, hydro and wind sources, and uses a two stage adaptive robust optimization...

In this paper, we analyze market equilibrium models with random aspects that lead to stochastic complementarity problems. While the models presented depict energy markets, the results are believed to be applicable to more general stochastic complementarity problems. The contribution is the...