Pages that link to "Item:Q928047"
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The following pages link to Equilibrium prices supported by dual price functions in markets with non-convexities (Q928047):
Displayed 15 items.
- LP models for pricing diffuse nitrate discharge permits (Q475293) (← links)
- Bilevel programming for price-based electricity auctions: a revenue-constrained case (Q748595) (← links)
- Solving discretely constrained mixed complementarity problems using a median function (Q1642967) (← links)
- Risk aversion in imperfect natural gas markets (Q1751818) (← links)
- Alternative models for markets with nonconvexities (Q1753589) (← links)
- An exact solution method for binary equilibrium problems with compensation and the power market uplift problem (Q1754126) (← links)
- Nested frontier-based best practice regulation under asymmetric information in a principal-agent framework (Q2106742) (← links)
- Exploiting complete linear descriptions for decentralized power market problems with integralities (Q2155382) (← links)
- Cost functions are nonconvex in the outputs when the technology is nonconvex: convexification is not harmless (Q2241574) (← links)
- Electricity market clearing with improved scheduling of stochastic production (Q2256346) (← links)
- Semi-Lagrangean approach for price discovery in markets with non-convexities (Q2275833) (← links)
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions (Q2630112) (← links)
- Critical Review of Pricing Schemes in Markets with Non-Convex Costs (Q2806053) (← links)
- A Partitioning Method that Generates Interpretable Prices for Integer Programming Problems (Q2974424) (← links)
- Optimal Pricing in Markets with Nonconvex Costs (Q5131471) (← links)