Solving oligopolistic equilibrium problems with convex optimization

DOI10.1016/J.EJOR.2020.01.025MaRDI QIDQ2301931zbMATHOpenAlexFDO

Authors Ruud Egging-Bratseth, Tobias Baltensperger, Asgeir Tomasgard

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

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Cites work

• scientific article; zbMATH DE number 663895 (Why is no real title available?)
• A Benders decomposition method for solving stochastic complementarity problems with an application in energy
• A Mixed Complementarity-Based Equilibrium Model of Natural Gas Markets
• A mathematical programming approach for determining oligopolistic market equilibrium
• A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets
• Benders decomposition for a class of variational inequalities
• Benders decomposition for multi-stage stochastic mixed complementarity problems -- applied to a global natural gas market model
• Combining energy networks
• Complementarity modeling in energy markets
• Complementarity problems in GAMS and the PATH solver
• Complementarity problems in restructured natural gas markets
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Multiplicity of equilibria in conjectural variations models of natural gas markets
• National-strategic investment in European power transmission capacity
• Potential games
• Product Selection, Fixed Costs, and Monopolistic Competition
• Solving stochastic complementarity problems in energy market modeling using scenario reduction
• Spatial price equilibrium: Advances in theory, computation and application. Papers presented at the Thirty-First North American Regional Science Association Meeting held at Denver, Colorado, USA, November 1984
• Two remarks on Cournot equilibria

Cited in

(5)

• Flexible supply meets flexible demand: prosumer impact on strategic hydro operations
• Solving Optimization Problems with Diseconomies of Scale via Decoupling
• Equilibrium problems with complementarity constraints: case study with applications to oligopolistic markets
• 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

Describes a project that uses

Uses Software

• KNITRO
• CPLEX
• GAMS
• PATH Solver

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