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Prof Eddie Anderson
Dr Vincent Leclere
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Dr. Par Holmberg
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EPOC Publications
2017
Market power and forward prices (pdf)

A deterministic algorithm for solving multistage stochastic programming problems (html)

Distributionally robust SDDP (pdf)

Forward commodity trading with private information (updated) (pdf)

On supply function equilibria in radial transmission networks (updated) (pdf)

On risk averse competitive equilibrium (pdf)

Single and Multisettlement Approaches to Market Clearing Under Demand Uncertainty (html)

Co-optimization of Demand Response and Reserve Offers for a Major Consumer (html)

On payment mechanisms for electricity markets with uncertain supply (pdf)

Forward commodity trading with private information

On the marginal value of water for hydroelectricity (pdf)

2016
Non-invasive test scheduling of the grid over live electricity markets (pdf)

Interfaces (DOI 10.1287/inte.2016.0865)
Investment and generation optimization in electricity systems with intermittent supply (updated) (pdf)

Congestion management in a stochastic dispatch model for electricity markets (link)

Integrating consumption and reserve strategies for large consumers in electricity markets

Lecture Notes in Economics and Mathematical Systems, 2016, 682, pp 23–30
A column generation approach for solving generation expansion planning problems with high renewable energy penetration

Electric Power Systems Research, 136, Pages 232–241
MIDAS: A Mixed Integer Dynamic Approximation Scheme (updated) (pdf)

Electricity retail contracting under risk aversion

European Journal of Operations Research, 251(3):846–859 (2016)
Pricing wind: a revenue adequate, cost recovering uniform auction for electricity markets with intermittent generation (html)

Investment and generation optimization in electricity systems with intermittent supply (updated) (pdf)

2015
Supply function equilibrium with taxed benefits (updated) (pdf)

Boomer-Consumer: a model for load consumption and reserve offers in reserve constrained electricity markets (link)

Computational Management Science 09/2015; DOI:10.1007/s10287–015–0241–2
Equilibrium, uncertainty and risk in hydro-thermal electricity systems (updated) (pdf)

Supply function equilibria in networks with transport constraints (updated)

Supply function equilibrium with taxed benefits (updated) (pdf)

Stochastic inflow modelling for hydropower scheduling problems (pdf)

Intra-day uncertainty and efficiency in electricity markets (Masters Thesis) (pdf)

Investment and generation optimization in electricity systems with intermittent supply (replaced) (pdf)

Improving the performance of Stochastic Dual Dynamic Programming (updated) (pdf)

2014
Equilibrium, uncertainty and risk in hydro-thermal electricity systems (replaced) (pdf)

Supply function equilibrium with taxed benefits (updated) (replaced)

On the convergence of decomposition methods for multistage stochastic convex programs (updated) (pdf)

Integrating Consumption and Reserve Strategies for Large Consumers in Electricity Markets (pdf)

Supply Function Equilibria in Markets with Reserve Constrained Transmission Lines (pdf)

2013
Equilibrium, uncertainty and risk in hydro-thermal electricity systems (replaced)

Market Clearing Mechanisms under Demand Uncertainty (pdf)

Optimization of demand response through peak shaving (pdf)

The effects of stochastic market clearing on the cost of wind integration: a case of New Zealand electricity market (pdf)

Supply function equilibria in networks with transport constraints (updated) (replaced)

Deterministic vs stochastic settlement approaches to market clearing mechanisms under demand uncertainty (pdf) (companion)

On the convergence of decomposition methods for multistage stochastic convex programs (replaced)

Models for estimating the performance of electricity markets with hydro-electric reservoir storage (updated) (pdf)

Models for estimating the performance of electricity markets with hydro-electric reservoir storage (replaced)

2012
Modelling counter-intuitive effects on cost and air pollution from intermittent generation (pdf)

Reserve Constraints in Co-optimized Electricity Markets (pdf) (companion, pdf)

Taxation and supply-function equilibrium (pdf)

Supply function equilibria in networks with transport constraints (replaced)

On solving multistage stochastic programs with coherent risk measures (pdf)

An electricity procurement model with energy and peak charges (pdf)

Modelling Network Constrained Economic Dispatch Problems (revision) (pdf)

Improving the performance of Stochastic Dual Dynamic Programming (replaced)

Line capacity expansion and transmission switching in power systems with large-scale wind power (revision) (pdf)

Investment in electricity networks with transmission switching (revision) (pdf)

On the convergence of decomposition methods for multi-stage stochastic convex programs (replaced)

Single and multi-settlement approaches to market clearing mechanisms under demand uncertainty (pdf)

Electricity contracting and policy choices under risk-aversion (pdf)

2011
Line capacity expansion and transmission switching in power systems with large-scale wind power (pdf)

Investment in electricity networks with transmission switching (pdf)

Mixed strategies in discriminatory divisible-good auctions (updated version) (pdf)

On cutting plane algorithms and dynamic programming for hydroelectricity generation (pdf)

Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (revision) (pdf)

Short-term variations in wind power: Some quantile-type models for probabilistic forecasting (link)

Wind Energy, Volume 14, 2, 255–269 (2011)
Market clearing mechanisms for efficiently incorporating renewable energy and mitigating CO2 (pdf)

2010
Modelling Network Constrained Economic Dispatch Problems (revision) (pdf)

Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (pdf)

Productive inefficiency in electricity markets with hydro generation (pdf)

Allocating physical capacity rights on an electricity transmission line (pdf)

Modeling uncertainty in optimization problems (pdf)

Mixed strategies in discriminatory divisible-good auctions (updated version) (pdf)

A Survey of Utilization of Optimization for Generation in Wholesale Electricity Markets (pdf)

Swapping Generators' Assets: Market Salvation or Wishful Thinking? (pdf)

2009
Mixed strategies in discriminatory divisible-good auctions (pdf)

Modelling Network Constrained Economic Dispatch Problems (pdf)

Infrastructure Improvements and Total Welfare in an Electricity Market with Fuel Network (link)

IEEE Transactions on Power Systems, 25(3):1337–1349 (2010)
A single-settlement energy-only electric power market for unpredictable and intermittent participants (pdf)

2008
Carbon Charges in Electricity Markets with Strategic Behavior and Transmission (link)

The Energy Journal, 31(4):159–166 (2010)
On carbon charges and electricity prices (pdf)

2007
On the convergence of sampling-based methods for multi-stage stochastic linear programs (pdf)

A tutorial on stochastic programming (pdf)

On coincident-peak and anytime-peak transmission charges (pdf)

2006
On Cournot equilibria in electricity transmission networks (link)

Operations Research, 58(4, part 2 of 2):1194–1209 (2010)
A Stochastic Programming Approach to Electric Energy Procurement for Large Consumers (pdf)

Non-parametric estimation of market distribution functions in electricity pool markets (pdf)

Column Generation for Design of Survivable Electricity Distribution Networks (pdf)

On setting penalty parameters in electricity optimal dispatch software (pdf)

Unit Commitment in Electricity Pool Markets (pdf)

2005
Modelling the Effects of Interconnection Between Electricity Markets (pdf)

Dantzig-Wolfe decomposition for solving multi-stage stochastic capacity planning problems (pdf)

Operations Research, 57(5):1271–1286 (2009)
Optimizing Demand-Side Bids in Day-Ahead Electricity Markets (pdf)

Hydroelectric Reservoir Optimization in a Pool Market (pdf)

2004
On the convergence of sampling-based decomposition algorithms for multistage stochastic programs (pdf)

Electricity distribution network expansion planning (pdf)

Pulp mill electricity demand management (pdf)

On models for estimating the effect on prices of CO2 charges (pdf)

On load shedding and transmission grid security (pdf)

An electricity market game between consumers, retailers and network operators (pdf)

Market distribution functions in the electric power industry (link)

Mathematics of Operations Research, 31(3):621–636 (2006)
On Financial Transmission Rights in Electricity Pool Markets (pdf)

2003
Estimation of electricity market distribution functions (pdf)

Offer Stack Optimisation in Electricity Pool Markets (link)

Operations Research, 51(3):397–408 (2003)
The must-run dispatch auction in an electricity market (link)

Energy Economics, 24(3):199–216 (2002)
2002
On Supply Function Bidding in Electricity Markets

In "Decision Making Under Uncertainty: Energy and Environmental Models", F. Auzerais, R. Burrage, C. Greengard, A. Ruszczynski, ed. Springer–Verlag, 2002
Optimal Offer Construction in Electricity Markets (link)

Mathematics of Operations Research, 27(1):82–100 (2002)
Using Supply Functions for Offering Generation into an Electricity Market (link)

Operations Research, 50(3):477–489 (2002)
2001
Market Offering Strategies for Hydro-electric Generators (link)

Operations Research 51(4):602–612 (2003)
2000
Hydro-electric unit commitment subject to uncertain demand (link)

European Journal of Operational Research, 125(2):410–424 (2000)
1999
Experiments with Load Flow Pricing Models (pdf)