A decision-support system based on particle swarm optimization for multiperiod hedging in electricity markets
This paper proposes a particle swarm optimization (PSO) approach to support electricity producers for multiperiod optimal contract allocation. The producer risk preference is stated by a utility function (U) expressing the tradeoff between the expectation and variance of the return. Variance estimat...
| Autor principal: | |
|---|---|
| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2013
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.22/1340 |
| País: | Portugal |
| Oai: | oai:recipp.ipp.pt:10400.22/1340 |