Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes (Q5746734): Difference between revisions

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scientific article; zbMATH DE number 6256426

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English	Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes	scientific article; zbMATH DE number 6256426

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instance of

scholarly article

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title

Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes (English)

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7 February 2014

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zbMATH Keywords

stochastic equilibrium programs with equilibrium constraints

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convergence analysis

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sample average approximation

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Nash stationary point

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/02331934.2011.632418

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cites work

Integrals of set-valued functions

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Q5560061

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Optimization and nonsmooth analysis

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A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application

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Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints

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Capital taxation and production efficiency in an open economy

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A Comparison of Electricity Market Designs in Networks

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Approximations of Nash equilibria

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On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.

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Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices

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Solving multi-leader–common-follower games

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Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints

0 references

Equilibrium problems with equilibrium constraints via multiobjective optimization

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Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games

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On the theory of Banach space valued multifunctions. I: Integration and conditional expectation

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Electricity swing options: behavioral models and pricing

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Sample-path optimization of convex stochastic performance functions

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Mathematical programs with complementarity constraints in traffic and telecommunications networks

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Analysis of Sample-Path Optimization

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Stochastic programming with equilibrium constraints

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Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation

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A note on uniform exponential convergence of sample average approximation of random functions

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Analysis on the forward market equilibrium model

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A game-theoretic analysis of the implications of overlay network traffic on ISP peering

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Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming

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Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints

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Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications

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Two-settlement electricity markets with price caps and Cournot generation firms

0 references

A two stage stochastic equilibrium model for electricity markets with two way contracts

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Identifiers

zbMATH Open document ID

1282.90116

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DOI

10.1080/02331934.2011.632418

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5746734

@@ Property / cites work @@
+Integrals of set-valued functions
@@ Property / cites work: Integrals of set-valued functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization and nonsmooth analysis
@@ Property / cites work: Optimization and nonsmooth analysis / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application
+Normal rank
@@ Property / cites work @@
+Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
+Normal rank
@@ Property / cites work @@
+Capital taxation and production efficiency in an open economy
+Normal rank
@@ Property / cites work @@
+A Comparison of Electricity Market Designs in Networks
+Normal rank
@@ Property / cites work @@
+Approximations of Nash equilibria
@@ Property / cites work: Approximations of Nash equilibria / rank @@
+Normal rank
@@ Property / cites work @@
+On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
+Normal rank
@@ Property / cites work @@
+Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
+Normal rank
@@ Property / cites work @@
+Solving multi-leader–common-follower games
@@ Property / cites work: Solving multi-leader–common-follower games / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints
+Normal rank
@@ Property / cites work @@
+Equilibrium problems with equilibrium constraints via multiobjective optimization
+Normal rank
@@ Property / cites work @@
+Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
+Normal rank
@@ Property / cites work @@
+On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
+Normal rank
@@ Property / cites work @@
+Electricity swing options: behavioral models and pricing
+Normal rank
@@ Property / cites work @@
+Sample-path optimization of convex stochastic performance functions
+Normal rank
@@ Property / cites work @@
+Mathematical programs with complementarity constraints in traffic and telecommunications networks
+Normal rank
@@ Property / cites work @@
+Analysis of Sample-Path Optimization
@@ Property / cites work: Analysis of Sample-Path Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic programming with equilibrium constraints
+Normal rank
@@ Property / cites work @@
+Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
+Normal rank
@@ Property / cites work @@
+A note on uniform exponential convergence of sample average approximation of random functions
+Normal rank
@@ Property / cites work @@
+Analysis on the forward market equilibrium model
@@ Property / cites work: Analysis on the forward market equilibrium model / rank @@
+Normal rank
@@ Property / cites work @@
+A game-theoretic analysis of the implications of overlay network traffic on ISP peering
+Normal rank
@@ Property / cites work @@
+Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
+Normal rank
@@ Property / cites work @@
+Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints
+Normal rank
@@ Property / cites work @@
+Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
+Normal rank
@@ Property / cites work @@
+Two-settlement electricity markets with price caps and Cournot generation firms
+Normal rank
@@ Property / cites work @@
+A two stage stochastic equilibrium model for electricity markets with two way contracts
+Normal rank