Semi-Lagrangean approach for price discovery in markets with non-convexities
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Publication:2275833
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Cites work
- Efficient market-clearing prices in markets with nonconvexities
- Equilibrium prices supported by dual price functions in markets with non-convexities
- Generalized Uplifts in Pool-Based Electricity Markets
- Mathematical Programming and Economic Theory
- Microeconomic theory
- Solving the \(p\)-median problem with a semi-Lagrangian relaxation
Cited in
(10)- Long-run optimal pricing in electricity markets with non-convex costs
- Alternative models for markets with nonconvexities
- Optimal pricing in markets with nonconvex costs
- On the determination of European day ahead electricity prices: the Turkish case
- Pricing of fluctuations in electricity markets
- Exploiting complete linear descriptions for decentralized power market problems with integralities
- Critical review of pricing schemes in markets with non-convex costs
- Equilibrium prices supported by dual price functions in markets with non-convexities
- Nonconvex optimization for pricing and hedging in imperfect markets
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
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