Edward J. Anderson, Huifu Xu. epsilon-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function. SIAM J. Control and Optimization, 44(4):1391-1418, 2005. [doi]
@article{AndersonX05,
title = {epsilon-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function},
author = {Edward J. Anderson and Huifu Xu},
year = {2005},
doi = {10.1137/S0363012903425556},
url = {http://dx.doi.org/10.1137/S0363012903425556},
tags = {Epsilon},
researchr = {https://researchr.org/publication/AndersonX05},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {44},
number = {4},
pages = {1391-1418},
}