Critical review of pricing schemes in markets with non-convex costs
DOI10.1287/OPRE.2015.1451zbMATH Open1336.91045OpenAlexW2263230878WikidataQ105787161 ScholiaQ105787161MaRDI QIDQ2806053FDOQ2806053
Authors: George Liberopoulos, Panagiotis Andrianesis 
Publication date: 13 May 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/211f6330bbd90e717e2ab04434d072ed5d7fc7ff
Recommendations
- Optimal pricing in markets with nonconvex costs
- Investment effects of pricing schemes for non-convex markets
- Alternative models for markets with nonconvexities
- Equilibrium prices supported by dual price functions in markets with non-convexities
- Efficient market-clearing prices in markets with nonconvexities
Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24)
Cites Work
- Supply Function Equilibria in Oligopoly under Uncertainty
- Quasi-Equilibria in Markets with Non-Convex Preferences
- Mathematical Programming and Economic Theory
- Solving discretely constrained, mixed linear complementarity problems with applications in energy
- Optimal Offer Construction in Electricity Markets
- Semi-Lagrangean approach for price discovery in markets with non-convexities
- Integer Programming and Pricing
- Integer programming duality: Price functions and sensitivity analysis
- Using Supply Functions for Offering Generation into an Electricity Market
- Solving the \(p\)-median problem with a semi-Lagrangian relaxation
- Equilibrium prices supported by dual price functions in markets with non-convexities
- Title not available (Why is that?)
- A Partitioning Method that Generates Interpretable Prices for Integer Programming Problems
Cited In (12)
- Long-run optimal pricing in electricity markets with non-convex costs
- Extensions for Benders cuts and new valid inequalities for solving the European day-ahead electricity market clearing problem efficiently
- Alternative models for markets with nonconvexities
- Investment effects of pricing schemes for non-convex markets
- Generation expansion planning with revenue adequacy constraints
- Exploiting complete linear descriptions for decentralized power market problems with integralities
- Price-region bids in electricity markets
- Equilibrium prices supported by dual price functions in markets with non-convexities
- Fast computation of global solutions to the single-period unit commitment problem
- Moving from linear to conic markets for electricity
- Towards a circular economy with waste-to-resource system optimization
- Optimal Pricing in Markets with Nonconvex Costs
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