A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets (Q342287): Difference between revisions

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scientific article

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English	A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets	scientific article

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scholarly article

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title

A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets (English)

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Computers \& Operations Research

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publication date

17 November 2016

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full work available at URL

http://hdl.handle.net/10197/10971

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zbMATH Keywords

rolling horizon

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stochastic mixed complementarity problem

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natural gas market

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game theory

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MaRDI profile type

MaRDI publication profile

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cites work

Game Theory

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Introduction to Stochastic Programming

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Multiperiod Planning and Routing on a Rolling Horizon for Field Force Optimization Logistics

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A rolling optimisation model of the UK natural gas market

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A Stochastic Version of a Stackelberg-Nash-Cournot Equilibrium Model

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Finite-Dimensional Variational Inequalities and Complementarity Problems

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Open-loop and closed-loop equilibria in dynamic games with many players

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A hybrid smoothing method for mixed nonlinear complementarity problems

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Complementarity modeling in energy markets

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A Benders decomposition method for solving stochastic complementarity problems with an application in energy

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An inexact NE/SQP method for solving the nonlinear complementarity problem

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Solving stochastic complementarity problems in energy market modeling using scenario reduction

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Robust management and pricing of liquefied natural gas contracts with cancelation options

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Scenario reduction algorithms in stochastic programming

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Heuristics for multi-stage interdiction of stochastic networks

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NE/SQP: A robust algorithm for the nonlinear complementarity problem

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On-Line Optimization of Simulated Markovian Processes

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A theory of rolling horizon decision making

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Online Learning and Online Convex Optimization

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A Complementarity Framework for Forward Contracting Under Uncertainty

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Moving horizon control in dynamic games

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Identifiers

zbMATH Open document ID

1349.90653

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DOI

10.1016/j.cor.2015.10.013

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:342287

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@@ Property / cites work @@
+Game Theory
@@ Property / cites work: Game Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Multiperiod Planning and Routing on a Rolling Horizon for Field Force Optimization Logistics
+Normal rank
@@ Property / cites work @@
+A rolling optimisation model of the UK natural gas market
+Normal rank
@@ Property / cites work @@
+A Stochastic Version of a Stackelberg-Nash-Cournot Equilibrium Model
+Normal rank
@@ Property / cites work @@
+Finite-Dimensional Variational Inequalities and Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Open-loop and closed-loop equilibria in dynamic games with many players
+Normal rank
@@ Property / cites work @@
+A hybrid smoothing method for mixed nonlinear complementarity problems
+Normal rank
@@ Property / cites work @@
+Complementarity modeling in energy markets
@@ Property / cites work: Complementarity modeling in energy markets / rank @@
+Normal rank
@@ Property / cites work @@
+A Benders decomposition method for solving stochastic complementarity problems with an application in energy
+Normal rank
@@ Property / cites work @@
+An inexact NE/SQP method for solving the nonlinear complementarity problem
+Normal rank
@@ Property / cites work @@
+Solving stochastic complementarity problems in energy market modeling using scenario reduction
+Normal rank
@@ Property / cites work @@
+Robust management and pricing of liquefied natural gas contracts with cancelation options
+Normal rank
@@ Property / cites work @@
+Scenario reduction algorithms in stochastic programming
+Normal rank
@@ Property / cites work @@
+Heuristics for multi-stage interdiction of stochastic networks
+Normal rank
@@ Property / cites work @@
+NE/SQP: A robust algorithm for the nonlinear complementarity problem
+Normal rank
@@ Property / cites work @@
+On-Line Optimization of Simulated Markovian Processes
+Normal rank
@@ Property / cites work @@
+A theory of rolling horizon decision making
@@ Property / cites work: A theory of rolling horizon decision making / rank @@
+Normal rank
@@ Property / cites work @@
+Online Learning and Online Convex Optimization
@@ Property / cites work: Online Learning and Online Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A Complementarity Framework for Forward Contracting Under Uncertainty
+Normal rank
@@ Property / cites work @@
+Moving horizon control in dynamic games
@@ Property / cites work: Moving horizon control in dynamic games / rank @@
+Normal rank