Equilibrium prices supported by dual price functions in markets with non-convexities
DOI10.1016/J.EJOR.2007.06.050zbMATH Open1157.91340OpenAlexW1972260113MaRDI QIDQ928047FDOQ928047
Authors: Mette Bjørndal, Kurt Jörnsten 
Publication date: 11 June 2008
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/166476
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Optimality conditions and duality in mathematical programming (90C46) Auctions, bargaining, bidding and selling, and other market models (91B26) Integer programming (90C10) Microeconomic theory (price theory and economic markets) (91B24)
Cites Work
- Partitioning procedures for solving mixed-variables programming problems
- Mathematical Programming and Economic Theory
- Efficient market-clearing prices in markets with nonconvexities
- Integer Programming and Pricing
- Integer programming duality: Price functions and sensitivity analysis
- Duality in mathematics and linear and integer programming
- Title not available (Why is that?)
Cited In (21)
- Nested frontier-based best practice regulation under asymmetric information in a principal-agent framework
- Cost functions are nonconvex in the outputs when the technology is nonconvex: convexification is not harmless
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- A nonnegative extension of the affine demand function and equilibrium analysis for multiproduct price competition
- Alternative models for markets with nonconvexities
- Nonconvex equilibrium models for energy markets: exploiting price information to determine the existence of an equilibrium
- Solving discretely constrained mixed complementarity problems using a median function
- Risk aversion in imperfect natural gas markets
- An exact solution method for binary equilibrium problems with compensation and the power market uplift problem
- Efficient market-clearing prices in markets with nonconvexities
- A partitioning method that generates interpretable prices for integer programming problems
- Exploiting complete linear descriptions for decentralized power market problems with integralities
- Bilevel programming for price-based electricity auctions: a revenue-constrained case
- Critical review of pricing schemes in markets with non-convex costs
- LP models for pricing diffuse nitrate discharge permits
- Non-linear pricing by convex duality
- Electricity market clearing with improved scheduling of stochastic production
- Semi-Lagrangean approach for price discovery in markets with non-convexities
- Optimal Pricing in Markets with Nonconvex Costs
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
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