Day-Ahead Energy Market as Adjustable Robust Optimization: Spatio-Temporal Pricing of Dispatchable Generators, Storage Batteries, and Uncertain Renewable Resources

Takayuki Ishizaki, Masakazu Koike, Nobuyuki Yamaguchi +2

We present modeling and analysis of day-ahead spatio-temporal energy markets in which each competitive aggregator aims at making the highest profit by managing a complex mixture of…