Conferences https://gnom.upc.edu/en/PDFs/conferences https://gnom.upc.edu/++resource++plone-logo.svg Share: Conferences A package for $L_1$ controlled tabular adjustment. A stochastic approach to the decision support procedure for a Generation Company operating on Day-Ahead and Physical Derivatives Electricity Market Optimal Bidding Strategies for Thermal and Combined Cycle Units in the Day-ahead Electricity Market with Bilateral Contracts Poster Paper Stochastic programming models for optimal bid strategies in the Iberian Electricity Market Improving electricity market price scenarios by means of forecasting factor models A Short-term Scheduling Model for a Generation Company operating on Day-Ahead and Physical Derivatives Electricity Markets A decision support procedure for a Price-Taker producer operating on Day-Ahead and Physical Derivatives Electricity Markets Stochastic optimal day-ahead bid with physical future contracts Stochastic programming model for the day-ahead bid and bilateral contracts settlement problem Optimal thermal and virtual power plants operation in the day-ahead electricity market. A decision support procedure for the short-term scheduling problem of a Generation Company operating on Day-Ahead and Physical Derivatives Electricity Markets A mixed-integer stochastic programming model for the day-ahead and futures energy markets coordination Optimal Short-Term Strategies for a Generation Company in the MIBEL Generalized Unit Commitment The radar multiplier method: a two-phase approach for large scale nonlinear combinatorial optimization problems Tutorial on Nonlinear Optimization PLANNC: a projected Lagrangian based implementation for constrained nonlinear network flow problems Constrained nonlinear network flow problems through projected Lagrangian methods 1 2 3 Next 20 items >
A stochastic approach to the decision support procedure for a Generation Company operating on Day-Ahead and Physical Derivatives Electricity Market
Optimal Bidding Strategies for Thermal and Combined Cycle Units in the Day-ahead Electricity Market with Bilateral Contracts
A Short-term Scheduling Model for a Generation Company operating on Day-Ahead and Physical Derivatives Electricity Markets
A decision support procedure for a Price-Taker producer operating on Day-Ahead and Physical Derivatives Electricity Markets
A decision support procedure for the short-term scheduling problem of a Generation Company operating on Day-Ahead and Physical Derivatives Electricity Markets
A mixed-integer stochastic programming model for the day-ahead and futures energy markets coordination
The radar multiplier method: a two-phase approach for large scale nonlinear combinatorial optimization problems
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