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

From MaRDI portal
Revision as of 18:41, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:954636

DOI10.1007/S10492-007-0028-ZzbMath1164.90379OpenAlexW1967737508MaRDI QIDQ954636

René Henrion, Werner Römisch

Publication date: 24 November 2008

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/33304




Related Items (30)

Normally admissible stratifications and calculation of normal cones to a finite union of polyhedral setsExtensions of Nash Games in Finite and Infinite Dimensions with ApplicationsAnalysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot marketCalmness as a Constraint Qualification for M-Stationarity Conditions in MPECsStochastic Nash equilibrium problems: sample average approximation and applicationsUnnamed ItemLipschitzian stability of parametric variational inequalities over generalized polyhedra in Banach spacesOn regular coderivatives in parametric equilibria with non-unique multipliersOn M-stationarity conditions in MPECs and the associated qualification conditionsDistributionally robust equilibrium for continuous games: Nash and Stackelberg modelsGlobally convergent coderivative-based generalized Newton methods in nonsmooth optimizationStudy of M-stationarity and strong stationarity for a class of SMPCC problems via SAA methodGeneralized differentiation of piecewise linear functions in second-order variational analysisVariational Convexity of Functions and Variational Sufficiency in OptimizationSensitivity analysis of stochastic constraint and variational systems via generalized differentiationConditioning of linear-quadratic two-stage stochastic optimization problemsLipschitzian stability of parametric variational inequalities over perturbed polyhedral convex setsApproximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averagingTwo-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemesCoderivatives of normal cone mappings and Lipschitzian stability of parametric variational inequalitiesLinearly perturbed generalized polyhedral normal cone mappings and applicationsAn MPEC reformulation of an EPEC model for electricity marketsOn computation of limiting coderivatives of the normal-cone mapping to inequality systems and their applicationsOn the co-derivative of normal cone mappings to inequality systemsStochastic generalized Nash equilibrium seeking under partial-decision informationOn convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraintsConstraint Qualifications and Optimality Conditions in Bilevel OptimizationGeneralized Leibniz Rules and Lipschitzian Stability for Expected-Integral MappingsPartial Second-Order Subdifferentials in Variational Analysis and OptimizationSpecial issue: topics in stochastic programming




Cites Work




This page was built for publication: On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.