On an equilibrium problem with complementarity constraints formulation of pay-as-clear electricity market with demand elasticity

DOI10.1007/S10898-017-0595-9MaRDI QIDQ1702865zbMATH OpenOpenAlexFDO

Authors Didier Aussel, E. Allevi, Rossana Riccardi

Publication date 1 March 2018

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-017-0595-9

zbMATH Keywords

elastic demandelectricity marketgeneralized Nash equilibrium problem

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Noncooperative games (91A10) Nonsmooth analysis (49J52) Variational inequalities (49J40) Set-valued and variational analysis (49J53) Applications of optimal control and differential games (49N90)

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Cites work

• A Generalized Mathematical Program with Equilibrium Constraints
• A note on a class of equilibrium problems with equilibrium constraints.
• Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
• Complementarity modeling in energy markets
• Deregulated electricity markets with thermal losses and production bounds: models and optimality conditions
• Electricity spot market with transmission losses
• Generalized Nash equilibrium problems
• Mathematical Programs with Equilibrium Constraints
• Monopolistic competition in electricity networks with resistance losses
• Nash equilibrium in a pay-as-bid electricity market. I: Existence and characterization
• Nash equilibrium in a pay-as-bid electricity market. II: Best response of a producer
• On generalized Nash games and variational inequalities
• Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
• Solving multi-leader-common-follower games
• Supply Function Equilibria in Oligopoly under Uncertainty
• Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
• Variational inequality formulation of a class of multi-leader-follower games

Cited in

(11)

• Bilevel Nash equilibrium problems: numerical approximation via direct-search methods
• A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
• Electricity market near-equilibrium under locational marginal pricing and minimum profit conditions
• A short state of the art on multi-leader-follower games
• A bilevel optimization approach of energy transition in freight transport: SOS1 method and application to the Ecuadorian case
• Extensions of Nash games in finite and infinite dimensions with applications
• Value at risk approach to producer's best response in an electricity market with uncertain demand
• Nonlinear complementarity approach to the pricing of spinning reserve market
• Multiscale control of Stackelberg games
• Solving quadratic multi-leader-follower games by smoothing the follower's best response
• Bilevel optimization: theory, algorithms, applications and a bibliography

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