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

DOI10.1016/J.EJOR.2012.11.024MaRDI QIDQ2253575zbMATH OpenOpenAlexFDO

Authors Ruud Egging

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

Benders decompositionnatural gas market modelsoptimality cutOR in energystochastic mixed complementarity problemstochastic programming

Mathematics Subject Classification ID

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

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Cited in

(20)

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• Endogenous production capacity investment in natural gas market equilibrium models
• A multilevel model of the European entry-exit gas market
• Corrigendum to ``Benders decomposition for multi-stage stochastic mixed complementarity problems -- applied to a global natural gas market model
• An approximation scheme for a class of risk-averse stochastic equilibrium problems
• Multiplicity of equilibria in conjectural variations models of natural gas markets
• Master problem approximations in Dantzig-Wolfe decomposition of variational inequality problems with applications to two energy market models
• An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games
• Strategic investment decisions in an oligopoly with a competitive fringe: an equilibrium problem with equilibrium constraints approach
• Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems
• Green horizons: sustainable global logistics in dynamic supply chain management
• Integer constraints in a Cournot model -- an application to electricity market modelling
• Publisher correction: ``On a tractable single-level reformulation of a multilevel model of the European entry-exit gas market with market power
• Multistage stochastic optimization for mid-term integrated generation and maintenance scheduling of cascaded hydroelectric system with renewable energy uncertainty
• On a tractable single-level reformulation of a multilevel model of the European entry-exit gas market with market power
• Examining the benefits of load shedding strategies using a rolling-horizon stochastic mixed complementarity equilibrium model
• A Benders decomposition method for solving stochastic complementarity problems with an application in energy

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