Online Learning-Based Optimal Bidding Approach for FTR Market Participants
We consider the problem of optimal bidding and portfolio optimization for bidders in the financial transmission rights (FTR) auction market. Based on the price-taker assumption, each FTR market participant aims to maximize the profit, which is the difference between the clearing price and FTR revenu...
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| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
China electric power research institute
2025-01-01
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| Series: | CSEE Journal of Power and Energy Systems |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10165643/ |
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