Semi-Lagrangean approach for price discovery in markets with non-convexities
DOI10.1016/J.EJOR.2011.05.009zbMATH Open1218.91047OpenAlexW2030657553MaRDI QIDQ2275833FDOQ2275833
Authors: Veronica Araoz, Kurt Jörnsten 
Publication date: 10 August 2011
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.05.009
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Nonconvex programming, global optimization (90C26) Microeconomic theory (price theory and economic markets) (91B24) Numerical methods of relaxation type (49M20)
Cites Work
- Microeconomic theory
- Mathematical Programming and Economic Theory
- Efficient market-clearing prices in markets with nonconvexities
- Solving the \(p\)-median problem with a semi-Lagrangian relaxation
- Equilibrium prices supported by dual price functions in markets with non-convexities
- Generalized Uplifts in Pool-Based Electricity Markets
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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