Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
From MaRDI portal
Publication:2867427
DOI10.1080/10556788.2012.676756zbMath1278.91077MaRDI QIDQ2867427
Uday V. Shanbhag, Aswin Kannan, Harrison M. Kim
Publication date: 19 December 2013
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2012.676756
stochastic programming; variational inequalities; Nash games; cutting plane methods; projected gradient schemes
65K05: Numerical mathematical programming methods
90C15: Stochastic programming
91A80: Applications of game theory
49J15: Existence theories for optimal control problems involving ordinary differential equations
91B26: Auctions, bargaining, bidding and selling, and other market models
91B74: Economic models of real-world systems (e.g., electricity markets, etc.)
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