Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets

DOI10.1137/20M1353538zbMath1522.90233OpenAlexW4385494388MaRDI QIDQ6116252

Claudia A. Sagastizábal, Steven A. Gabriel, Juan Pablo Luna, Unnamed Author, Mikhail V. Solodov

Publication date: 11 August 2023

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/20m1353538

zbMATH Keywords

energy marketsequilibrium problems with equilibrium constraintsdual-primal regularizationmultileader single-follower games

Mathematics Subject Classification ID

Noncooperative games (91A10) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

• An approximation scheme for a class of risk-averse stochastic equilibrium problems
• Complementarity modeling in energy markets
• A shared-constraint approach to multi-leader multi-follower games
• Monopolistic competition in electricity networks with resistance losses
• Two-stage non-cooperative games with risk-averse players
• On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
• Solving equilibrium problems using extended mathematical programming
• On risk averse competitive equilibrium
• Analysis on the forward market equilibrium model
• On the computation of equilibria in monotone and potential stochastic hierarchical games
• Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
• An Existence Result for Hierarchical Stackelberg v/s Stackelberg Games
• A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application
• Solving multi-leader–common-follower games
• Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
• Computing Market Equilibria with Price Regulations Using Mathematical Programming
• A Multiple Leader Stackelberg Model and Analysis
• Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
• Mechanism Design and Auctions for Electricity Networks
• A Short State of the Art on Multi-Leader-Follower Games
• Nash equilibrium in a pay-as-bid electricity market Part 2 - best response of a producer
• Newton-Type Methods for Optimization and Variational Problems

This page was built for publication: Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets