Efficient market-clearing prices in markets with nonconvexities
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Publication:707126
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Cited in
(55)- Block order restrictions in combinatorial electric energy auctions
- Average shadow price and equilibrium price: a case study of tradable pollution permit markets
- A new pricing scheme for a multi-period pool-based electricity auction
- Solving discretely constrained mixed complementarity problems using a median function
- Integer programming as projection
- Alternative models for markets with nonconvexities
- An exact solution method for binary equilibrium problems with compensation and the power market uplift problem
- Core and pricing equilibria in combinatorial exchanges
- Market-based coordination of integrated electricity and natural gas systems under uncertain supply
- Investment effects of pricing schemes for non-convex markets
- Fast computation of global solutions to the single-period unit commitment problem
- Extensions for Benders cuts and new valid inequalities for solving the European day-ahead electricity market clearing problem efficiently
- A note on solving discretely-constrained Nash-Cournot games via complementarity
- Exploiting complete linear descriptions for decentralized power market problems with integralities
- Mathematical model for the unit commitment problem in the Russian competitive electricity market
- Computer science and decision theory
- Semi-Lagrangean approach for price discovery in markets with non-convexities
- A MIP framework for non-convex uniform price day-ahead electricity auctions
- Modelling start-up costs of multiple technologies in electricity markets
- Combinatorial auctions
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
- Solving binary-constrained mixed complementarity problems using continuous reformulations
- Robust market equilibria under uncertain cost
- Critical review of pricing schemes in markets with non-convex costs
- Mixed integer parametric bilevel programming for optimal strategic bidding of energy producers in day-ahead electricity markets with indivisibilities
- Markets are efficient if and only if P = NP
- A partitioning method that generates interpretable prices for integer programming problems
- Solving discretely-constrained Nash-Cournot games with an application to power markets
- On the determination of European day ahead electricity prices: the Turkish case
- Pricing of fluctuations in electricity markets
- National-strategic investment in European power transmission capacity
- A model and approach to the challenge posed by optimal power systems planning
- A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
- scientific article; zbMATH DE number 952997 (Why is no real title available?)
- A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
- Optimal pricing in markets with nonconvex costs
- Strict linear prices in non-convex European day-ahead electricity markets
- Nonconvex equilibrium models for energy markets: exploiting price information to determine the existence of an equilibrium
- Value at risk approach to producer's best response in an electricity market with uncertain demand
- Long-run optimal pricing in electricity markets with non-convex costs
- Moving from linear to conic markets for electricity
- A study of auction mechanisms for multilateral procurement based on subgradient and bundle methods
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- Accurate linear cutting-plane relaxations for ACOPF
- A causation-based framework for pricing and cost allocation of energy, reserves, and transmission in modern power systems
- Bilevel programming for price-based electricity auctions: a revenue-constrained case
- Multi-period near-equilibrium in a pool-based electricity market including on/off decisions
- Electricity market near-equilibrium under locational marginal pricing and minimum profit conditions
- Equilibrium prices supported by dual price functions in markets with non-convexities
- Convergence of iterative tâtonnement without price normalization
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