Problem definition: Bargaining situations are ubiquitous in economics and management. We consider the problem of bargaining for a fair ex ante distribution of random profits arising from a cooperat…
We consider the problem of a storage owner who trades in a multisettlement electricity market comprising an auction-based day-ahead market and a continuous intraday market. We show in a stylized mo…
We propose a method to compute derivatives of multistage linear stochastic optimization problems with respect to parameters that influence the problem’s data. Our results are based on classical e…