Alternative models for markets with nonconvexities
DOI10.1016/J.EJOR.2017.02.032zbMATH Open1403.90669OpenAlexW2590168704MaRDI QIDQ1753589FDOQ1753589
Authors: J. David Fuller, Emre Çelebi
Publication date: 29 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.02.032
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Applications of mathematical programming (90C90) Social choice (91B14) Mixed integer programming (90C11) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Microeconomic theory (price theory and economic markets) (91B24)
Cites Work
- Non-cooperative games
- Generalized Nash games and quasi-variational inequalities
- A Representation and Economic Interpretation of a Two-Level Programming Problem
- Complementarity modeling in energy markets
- Solving discretely constrained, mixed linear complementarity problems with applications in energy
- Efficient market-clearing prices in markets with nonconvexities
- Semi-Lagrangean approach for price discovery in markets with non-convexities
- Equilibrium prices supported by dual price functions in markets with non-convexities
- A new pricing scheme for a multi-period pool-based electricity auction
- An exact solution method for binary equilibrium problems with compensation and the power market uplift problem
- Critical review of pricing schemes in markets with non-convex costs
Cited In (12)
- Financial transmission rights in convex pool markets.
- Equilibrium modeling and solution approaches inspired by nonconvex bilevel programming
- Nonconvex equilibrium models for gas market analysis: failure of standard techniques and alternative modeling approaches
- Inverse optimization for the recovery of market structure from market outcomes: an application to the MISO electricity market
- Optimal pricing in markets with nonconvex costs
- An exact solution method for binary equilibrium problems with compensation and the power market uplift problem
- Efficient market-clearing prices in markets with nonconvexities
- Price-region bids in electricity markets
- Generalized Uplifts in Pool-Based Electricity Markets
- Critical review of pricing schemes in markets with non-convex costs
- A note on solving discretely-constrained Nash-Cournot games via complementarity
- Semi-Lagrangean approach for price discovery in markets with non-convexities
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