Robust strategic bidding in auction-based markets
DOI10.1016/j.ejor.2018.07.027zbMath1403.91170OpenAlexW2883003875MaRDI QIDQ1991246
Shabbir Ahmed, Bruno Fanzeres, Alexandre Street
Publication date: 30 October 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=36790@1
Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust option pricing
- On the conditional value-at-risk probability-dependent utility function
- Robust solutions of linear programming problems contaminated with uncertain data
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- Solving bilevel programs with the KKT-approach
- Basic theoretical foundations and insights on bilevel models and their applications to power systems
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- Adjustable robust optimization models for a nonlinear two-period system
- A Model of Rational Competitive Bidding
- On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
- The Price of Robustness
- A Representation and Economic Interpretation of a Two-Level Programming Problem
- KKT Reformulation and Necessary Conditions for Optimality in Nonsmooth Bilevel Optimization
- A Competitive-Bidding Strategy
- Some Multi-Contract Decision-Theoretic Competitive Bidding Models
This page was built for publication: Robust strategic bidding in auction-based markets