Benders decomposition for multi-stage stochastic mixed complementarity problems -- applied to a global natural gas market model

DOI10.1016/j.ejor.2012.11.024zbMath1292.90186OpenAlexW1984147277MaRDI QIDQ2253575

Publication date: 27 July 2014

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2012.11.024

zbMATH Keywords

stochastic programming Benders decomposition OR in energy stochastic mixed complementarity problem optimality cut natural gas market models

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Case-oriented studies in operations research (90B90) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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