Dynamic programming approach for bidding problems on day-ahead markets

Jérôme de Boeck; Martine Labbé; Etienne Marcotte; Patrice Marcotte; Gilles Savard

Dynamic programming approach for bidding problems on day-ahead markets

Jérôme de Boeck ¹ Martine Labbé ^{2, 1} Etienne Marcotte ³ Patrice Marcotte ⁴ Gilles Savard ⁴

1 ULB - Université Libre de Bruxelles [Bruxelles]

2 INOCS - Integrated Optimization with Complex Structure

ULB - Université Libre de Bruxelles [Bruxelles], Inria Lille - Nord Europe, CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189

3 ENGIE

4 CIRRELT - Centre Interuniversitaire de Recherche sur les Réseaux d'Entreprise, la Logistique et le Transport

Document type :

Conference papers

Domain :

Computer Science [cs] / Operations Research [cs.RO]

Complete list of metadatas

https://hal.inria.fr/hal-01958995
Contributor : Martine Labbé <>
Submitted on : Tuesday, December 18, 2018 - 1:34:56 PM
Last modification on : Wednesday, April 17, 2019 - 12:15:36 PM

Dynamic programming approach for bidding problems on day-ahead markets

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Dynamic programming approach for bidding problems on day-ahead markets

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