Perfectly competitive capacity expansion games with risk-averse participants
DOI10.1007/S10589-015-9798-5zbMATH Open1367.91021OpenAlexW1813123331MaRDI QIDQ2397828FDOQ2397828
Jong-Shi Pang, B. F. Hobbs, Dane A. Schiro
Publication date: 23 May 2017
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-015-9798-5
Recommendations
- On Nash-Cournot games with price caps
- Investigation of Nash equilibrium existence involving complementarity-constrained pricing models
- Capacity expansion games with application to competition in power generation investments
- Price-coupling games and the generation expansion planning problem
- Capacity investments in a stochastic dynamic game: equilibrium characterization
Stochastic programming (90C15) Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Non-cooperative games
- Equilibrium points in n -person games
- Title not available (Why is that?)
- Spatial Oligopolistic Electricity Models with Cournot Generators and Regulated Transmission Prices
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Programming Under Uncertainty: The Equivalent Convex Program
- Title not available (Why is that?)
- Economic and Emissions Implications of Load-Based, Source-Based, and First-Seller Emissions Trading Programs Under California AB32
- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
- Introduction to Stochastic Programming
- Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
- Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
- A Social Equilibrium Existence Theorem*
- Existence of an Equilibrium for a Competitive Economy
- Generalized Nash equilibrium problems
- Gap function approach to the generalized Nash equilibrium problem
- Convexity and decomposition of mean-risk stochastic programs
- Linear programming under uncertainty
- VI-constrained hemivariational inequalities: distributed algorithms and power control in ad-hoc networks
- Generation capacity expansion in a risky environment: a stochastic equilibrium analysis
- Optimization of Convex Risk Functions
- Revisiting generalized Nash games and variational inequalities
- On the solution of affine generalized Nash equilibrium problems with shared constraints by Lemke's method
- Long-Run Equilibrium Modeling of Emissions Allowance Allocation Systems in Electric Power Markets
- On the variational equilibrium as a refinement of the generalized Nash equilibrium
- Open versus closed loop capacity equilibria in electricity markets under perfect and oligopolistic competition
- Generation Capacity Expansion in Imperfectly Competitive Restructured Electricity Markets
- On the Existence of General Equilibrium for a Competitive Market
- Restricted generalized Nash equilibria and controlled penalty algorithm
- Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems
- Nonconvex Games with Side Constraints
- Risk aversion and CO\(_{2}\) regulatory uncertainty in power generation investment: policy and modeling implications
- Programming Under Uncertainty: The Solution Set
- On stochastic programming. I: Static linear programming under risk
- On stochastic programming ii: dynamic problems under risk∗
Cited In (8)
- Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty
- Two-stage non-cooperative games with risk-averse players
- Two-stage stochastic variational inequalities: theory, algorithms and applications
- Price-coupling games and the generation expansion planning problem
- Games and teams with shared constraints
- On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
- Robust market equilibria under uncertain cost
- An equilibrium model of the supply chain network under multi-attribute behaviors analysis
This page was built for publication: Perfectly competitive capacity expansion games with risk-averse participants
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2397828)