Saumya Sakitha Ariyarathne: Stochastic Market Clearing Formulations and Price Interpretations

In this presentation we will present alternative formulations of stochastic market clearing problem which are based on different algebraic representations of non-anticipativity constraints of multistage stochastic programming. These formulations result in prices which have alternative interpretations under different power system settings. We will present these interpretations along with computational results for well known testbeds.