Analysis on the forward market equilibrium model

DOI10.1016/J.ORL.2006.01.006MaRDI QIDQ2643822zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymmetric producersequilibrium problem with equilibrium constraintsforward market equilibriummulti-leader-follower games

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Hierarchical games (including Stackelberg games) (91A65) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

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Cites work

• A mathematical programming approach for determining oligopolistic market equilibrium
• A Multiple Leader Stackelberg Model and Analysis
• 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

Cited in

(17)

• Strategic procurement in spot and forward markets considering regulation and capacity constraints
• Analysis of a decision model in the context of equilibrium pricing and order book pricing
• Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties
• A two stage stochastic equilibrium model for electricity markets with two way contracts
• Mathematical modeling of the forward contract market
• Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
• 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
• A shared-constraint approach to multi-leader multi-follower games
• Solving quadratic multi-leader-follower games by smoothing the follower's best response
• On the inefficiency of forward markets in leader-follower competition
• Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
• Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets
• Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints
• Bilevel Nash equilibrium problems: numerical approximation via direct-search methods
• On the computational complexity of games with uncertainty
• Relaxing competition through speculation: committing to a negative supply slope

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