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Pricing Discrete and Nonlinear Markets With Semidefinite Relaxations
Cheng Guo, Lauren Henderson, Ryan Cory-Wright +1
Nonconvexities in markets with discrete decisions and nonlinear constraints make efficient pricing challenging, often necessitating subsidies. A prime example is the unit commitmen…
Incentivizing Investment and Reliability: A Study on Electricity Capacity Markets
Cheng Guo, Christian Kroer, Yury Dvorkin +1
The capacity market, a marketplace to exchange available generation capacity for electricity production, provides a major revenue stream for generators and is adopted in several U.…
Risk-Aware Security-Constrained Unit Commitment: Taming the Curse of Real-Time Volatility and Consumer Exposure
Daniel Bienstock, Yury Dvorkin, Cheng Guo +2
We propose an enhancement to wholesale electricity markets whereby the exposure of consumers to increasingly large and volatile consumer payments arising as a byproduct of volatile…