Solving oligopolistic equilibrium problems with convex optimization
DOI10.1016/J.EJOR.2020.01.025zbMATH Open1441.90164OpenAlexW3004023973MaRDI QIDQ2301931FDOQ2301931
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
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convex programmingCournot oligopolycomplementarity problemsconjectural variationpartial equilibrium problems
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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- 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
- Complementarity problems in restructured natural gas markets
Cited In (5)
- Equilibrium problems with complementarity constraints: case study with applications to oligopolistic markets
- Parametrized inexact-ADMM based coordination games: a normalized Nash equilibrium approach
- Solving Optimization Problems with Diseconomies of Scale via Decoupling
- 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
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