An analysis of staged purchases in deregulated time-sequential electricity markets
文献类型：期刊论文
| 作者 | Sethi, Suresh P.; Yan, Houmin; Yan, J. Houzhong; Zhang, Hanqin
|
| 刊名 | JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
 |
| 出版日期 | 2005-11-01 |
| 卷号 | 1期号:4页码:443-463 |
| 关键词 | dynamic programming equation optimal policy monotonicity martingale algorithm |
| ISSN号 | 1547-5816 |
| 英文摘要 | We study the problem of optimal staged purchases of electricity in time-sequential deregulated electricity markets. In recent years, the electricity industry has been deregulated and multiple time-sequential auction markets, such as the block forward, the day-ahead and the hour-of, and the real-time electricity markets, are formed. Thus, a load serving entity need to purchase electricity in these markets economically to meet its demand in each settlement time interval. We use the stochastic dynamic programming approach to establish a condition for staged purchases of electricity to be optimal and study its properties. Two algorithms for computing the optimal staged purchases are also developed. |
| WOS研究方向 | Engineering ; Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000240849100003 |
| 出版者 | AMER INST MATHEMATICAL SCIENCES |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/1569]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Sethi, Suresh P. |
| 作者单位 | 1.Univ Texas Dallas, Sch Management, Richardson, TX 75083 USA 2.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China 3.So Calif Edison Co, Div Market Monitoring & Anal, Rosemead, CA 91770 USA 4.Acad Sinica, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Sethi, Suresh P.,Yan, Houmin,Yan, J. Houzhong,et al. An analysis of staged purchases in deregulated time-sequential electricity markets[J]. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION,2005,1(4):443-463. |
| APA | Sethi, Suresh P.,Yan, Houmin,Yan, J. Houzhong,&Zhang, Hanqin.(2005).An analysis of staged purchases in deregulated time-sequential electricity markets.JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION,1(4),443-463. |
| MLA | Sethi, Suresh P.,et al."An analysis of staged purchases in deregulated time-sequential electricity markets".JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION 1.4(2005):443-463. |
入库方式： OAI收割
来源：数学与系统科学研究院
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