Alternative models for markets with nonconvexities
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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)
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Cites work
- A Representation and Economic Interpretation of a Two-Level Programming Problem
- 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
- Complementarity modeling in energy markets
- Critical review of pricing schemes in markets with non-convex costs
- Efficient market-clearing prices in markets with nonconvexities
- Equilibrium prices supported by dual price functions in markets with non-convexities
- Generalized Nash games and quasi-variational inequalities
- Non-cooperative games
- Semi-Lagrangean approach for price discovery in markets with non-convexities
- Solving discretely constrained, mixed linear complementarity problems with applications in energy
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
- Efficient market-clearing prices in markets with nonconvexities
- An exact solution method for binary equilibrium problems with compensation and the power market uplift problem
- Price-region bids in electricity markets
- Critical review of pricing schemes in markets with non-convex costs
- Generalized Uplifts in Pool-Based Electricity Markets
- 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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