Comparison of two mathematical programming models for the solution of a convex portfolio-based European day-ahead electricity market

by Vlachos, A.G., Dourbois, G.A. and Biskas, P.N.
Reference:
A. Vlachos, G. Dourbois and P. Biskas, "Comparison of two mathematical programming models for the solution of a convex portfolio-based European day-ahead electricity market", Electric Power Systems Research, vol. 141, 2016, pp. 313-324.
Bibtex Entry:
@ARTICLE{Vlachos2016313,
author={Vlachos, A.G. and Dourbois, G.A. and Biskas, P.N.},
title={Comparison of two mathematical programming models for the solution of a convex portfolio-based European day-ahead electricity market},
journal={Electric Power Systems Research},
year={2016},
volume={141},
pages={313-324},
doi={10.1016/j.epsr.2016.08.007},
note={cited By 3},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84983391078&doi=10.1016%2fj.epsr.2016.08.007&partnerID=40&md5=aaafbec8398de4444ec3fe1f19523ba8},
document_type={Article},
source={Scopus},
}