A Complementarity Framework for Forward Contracting Under Uncertainty
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Cited in
(19)- Solving stochastic complementarity problems in energy market modeling using scenario reduction
- Two-stage stochastic variational inequalities: an ERM-solution procedure
- On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
- Modeling strategic investment decisions in spatial markets
- The spot and balancing markets for electricity: open- and closed-loop equilibrium models
- A class of Dantzig-Wolfe type decomposition methods for variational inequality problems
- On the computation of equilibria in monotone and potential stochastic hierarchical games
- Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
- A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- On stochastic gradient and subgradient methods with adaptive steplength sequences
- A shared-constraint approach to multi-leader multi-follower games
- An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games
- On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games
- A method with convergence rates for optimization problems with variational inequality constraints
- On the computational complexity of games with uncertainty
- A regularized variance-reduced modified extragradient method for stochastic hierarchical games
- A distributed stochastic forward-backward-forward self-adaptive algorithm for Cartesian stochastic variational inequalities
- A Benders decomposition method for solving stochastic complementarity problems with an application in energy
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