Analysis on the forward market equilibrium model
DOI10.1016/J.ORL.2006.01.006zbMATH Open1306.91066OpenAlexW2027555061MaRDI QIDQ2643822FDOQ2643822
Authors: Che-Lin Su 
Publication date: 27 August 2007
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2006.01.006
Recommendations
equilibrium problem with equilibrium constraintsmulti-leader-follower gamesasymmetric producersforward market equilibrium
Auctions, bargaining, bidding and selling, and other market models (91B26) Minimax problems in mathematical programming (90C47) Hierarchical games (including Stackelberg games) (91A65) General equilibrium theory (91B50)
Cites Work
- Cournot competition, forward markets and efficiency
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
- Stackelberg-Nash-Cournot Equilibria: Characterizations and Computations
- A Multiple Leader Stackelberg Model and Analysis
- A mathematical programming approach for determining oligopolistic market equilibrium
Cited In (16)
- Bilevel Nash equilibrium problems: numerical approximation via direct-search methods
- A two stage stochastic equilibrium model for electricity markets with two way contracts
- Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints
- Relaxing competition through speculation: committing to a negative supply slope
- Analysis of a decision model in the context of equilibrium pricing and order book pricing
- Strategic procurement in spot and forward markets considering regulation and capacity constraints
- Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties
- A shared-constraint approach to multi-leader multi-follower games
- On the inefficiency of forward markets in leader-follower competition
- Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
- Solving quadratic multi-leader-follower games by smoothing the follower's best response
- Mathematical modeling of the forward contract market
- Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
- Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets
- On the computation of equilibria in monotone and potential stochastic hierarchical games
- Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
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