December 2004
5
R. Rajaraman. “Optimal Bidding Strategies in Electricity Markets”
Talk Outline
•
Examples
•
•
Optimal bidding strategy theory
Ø
Rajaraman & Alvarado, “Optimal Bidding Strategy in Electricity
Markets Under Uncertain Energy and Reserve Prices”, PSERC
Report 03-05, April 2003
Ø
Note: A new version is due early 2005
v
Ø
•
Conclusions