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Risk-averse formulations and methods for a virtual power plant

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Risk-averse stochastic programming vs. adaptive robust optimization : a virtual power plant application

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Electricity Markets -- Stochastic Programming Fundamentals -- Uncertainty Characterization via Scenarios -- Risk management -- Producer Pool Trading -- Pool Trading for Wind Power Producers -- Futures Market Trading for Producers -- Medium-Term Retailer Trading -- Energy Procurement by Consumers...

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Solving stochastic complementarity problems in energy market modeling using scenario reduction

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