Optimal supply functions in electricity markets with option contracts and non-smooth costs

DOI10.1007/s00186-006-0062-8zbMath1133.91016OpenAlexW2012068347MaRDI QIDQ2474549

Huifu Xu, Edward J. Anderson

Publication date: 6 March 2008

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-006-0062-8

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (4)

Evolutionary variational inequality formulation of the generalized Nash equilibrium problem ⋮ A two stage stochastic equilibrium model for electricity markets with two way contracts ⋮ Relaxing competition through speculation: committing to a negative supply slope ⋮ An Optimization-Based Conjectured Response Approach to Medium-term Electricity Markets Simulation

Cites Work

• Unnamed Item
• Nash equilibria in electricity markets with discrete prices.
• Supply function equilibrium in electricity spot markets with contracts and price caps
• Estimation of electricity market distribution functions
• $\varepsilon$-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function
• Supply Function Equilibria in Oligopoly under Uncertainty
• Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets
• Optimal Offer Construction in Electricity Markets

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