A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets
DOI10.1016/J.COR.2015.10.013zbMATH Open1349.90653OpenAlexW2418014651MaRDI QIDQ342287FDOQ342287
Authors: Mel T. Devine, Steven A. Gabriel, Seksun Moryadee 
Publication date: 17 November 2016
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10197/10971
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Applications of game theory (91A80) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Microeconomic theory (price theory and economic markets) (91B24)
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Cited In (9)
- Profit-based unit commitment models with price-responsive decision-dependent uncertainty
- A Mixed Complementarity-Based Equilibrium Model of Natural Gas Markets
- Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications
- Solving oligopolistic equilibrium problems with convex optimization
- Examining the benefits of load shedding strategies using a rolling-horizon stochastic mixed complementarity equilibrium model
- Corrigendum to ``Benders decomposition for multi-stage stochastic mixed complementarity problems -- applied to a global natural gas market model
- Risk aversion in imperfect natural gas markets
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
- The role of demand response in mitigating market power: a quantitative analysis using a stochastic market equilibrium model
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