Online Learning-Based Optimal Bidding Approach for FTR Market Participants

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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Bibliographic Details
Main Authors: Guibin Chen, Ye Guo, Wenjun Tang, Qinglai Guo, Hongbin Sun, Wenqi Huang
Format: Article
Language:English
Published: China electric power research institute 2025-01-01
Series:CSEE Journal of Power and Energy Systems
Subjects:
Conditional value at risk
congestion
financial transmission rights
online learning
Online Access:https://ieeexplore.ieee.org/document/10165643/
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