Solving oligopolistic equilibrium problems with convex optimization

DOI10.1016/j.ejor.2020.01.025zbMath1441.90164OpenAlexW3004023973MaRDI QIDQ2301931

Tobias Baltensperger, Asgeir Tomasgard, Ruud Egging-Bratseth

Publication date: 25 February 2020

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2020.01.025

zbMATH Keywords

convex programmingCournot oligopolycomplementarity problemsconjectural variationpartial equilibrium problems

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (3)

Flexible supply meets flexible demand: prosumer impact on strategic hydro operations ⋮ Strategic investment decisions in an oligopoly with a competitive fringe: an equilibrium problem with equilibrium constraints approach ⋮ Parametrized inexact-ADMM based coordination games: a normalized Nash equilibrium approach

Uses Software

• KNITRO
• CPLEX
• GAMS
• PATH Solver

Cites Work

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• Finite-Dimensional Variational Inequalities and Complementarity Problems
• A Mixed Complementarity-Based Equilibrium Model of Natural Gas Markets

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