Solving stochastic complementarity problems in energy market modeling using scenario reduction
From MaRDI portal
Publication:1042022
DOI10.1016/j.ejor.2007.12.046zbMath1176.90438OpenAlexW1982172737MaRDI QIDQ1042022
Steven A. Gabriel, Ruud Egging, Jifang Zhuang
Publication date: 7 December 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2007.12.046
Related Items
An approximation scheme for a class of risk-averse stochastic equilibrium problems ⋮ Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics ⋮ A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty ⋮ Multiplicity of equilibria in conjectural variations models of natural gas markets ⋮ A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets ⋮ Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems ⋮ A multilevel model of the European entry-exit gas market ⋮ A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem ⋮ Strategic investment decisions in an oligopoly with a competitive fringe: an equilibrium problem with equilibrium constraints approach ⋮ Complementarity formulation of games with random payoffs ⋮ Is certainty in carbon policy better than uncertainty? ⋮ A smoothing Newton method for solving a class of stochastic linear complementarity problems ⋮ Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements ⋮ Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications ⋮ Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging ⋮ Risk aversion in imperfect natural gas markets ⋮ Generation flexibility in ramp rates: strategic behavior and lessons for electricity market design ⋮ Sensitivity and covariance in stochastic complementarity problems with an application to north American natural gas markets ⋮ A Benders decomposition method for solving stochastic complementarity problems with an application in energy ⋮ Divide to conquer: decomposition methods for energy optimization ⋮ Examining the benefits of load shedding strategies using a rolling-horizon stochastic mixed complementarity equilibrium model ⋮ Heat and electricity market coordination: a scalable complementarity approach ⋮ Liner ship bunkering and sailing speed planning with uncertain demand ⋮ Solving oligopolistic equilibrium problems with convex optimization ⋮ Endogenous production capacity investment in natural gas market equilibrium models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dynamic oligopolistic games under uncertainty: A stochastic programming approach
- Scenario reduction in stochastic programming
- Sample-path solution of stochastic variational inequalities
- Stochastic equilibrium programming for dynamic oligopolistic markets
- \(S\)-adapted oligopoly equilibria and approximations in stochastic variational inequalities
- Scenario reduction algorithms in stochastic programming
- APPROXIMATING NASH EQUILIBRIA IN NONZERO-SUM GAMES
- A Complementarity Framework for Forward Contracting Under Uncertainty
- Matrix Analysis
- Imperfect Competition in the International Energy Market: A Computerized Nash-Cournot Model
- Introduction to Stochastic Programming
- Spatial Oligopolistic Electricity Models with Cournot Generators and Regulated Transmission Prices
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- A Mixed Complementarity-Based Equilibrium Model of Natural Gas Markets