Equilibrium prices supported by dual price functions in markets with non-convexities
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Cites work
- scientific article; zbMATH DE number 2159273 (Why is no real title available?)
- Duality in mathematics and linear and integer programming
- Efficient market-clearing prices in markets with nonconvexities
- Integer Programming and Pricing
- Integer programming duality: Price functions and sensitivity analysis
- Mathematical Programming and Economic Theory
- Partitioning procedures for solving mixed-variables programming problems
Cited in
(22)- Nonconvex equilibrium models for energy markets: exploiting price information to determine the existence of an equilibrium
- A partitioning method that generates interpretable prices for integer programming problems
- Electricity market clearing with improved scheduling of stochastic production
- Risk aversion in imperfect natural gas markets
- Optimal pricing in markets with nonconvex costs
- Alternative models for markets with nonconvexities
- scientific article; zbMATH DE number 5525557 (Why is no real title available?)
- Semi-Lagrangean approach for price discovery in markets with non-convexities
- scientific article; zbMATH DE number 7689517 (Why is no real title available?)
- Exploiting complete linear descriptions for decentralized power market problems with integralities
- Bilevel programming for price-based electricity auctions: a revenue-constrained case
- A nonnegative extension of the affine demand function and equilibrium analysis for multiproduct price competition
- Solving discretely constrained mixed complementarity problems using a median function
- Non-linear pricing by convex duality
- Nested frontier-based best practice regulation under asymmetric information in a principal-agent framework
- An exact solution method for binary equilibrium problems with compensation and the power market uplift problem
- Efficient market-clearing prices in markets with nonconvexities
- Critical review of pricing schemes in markets with non-convex costs
- LP models for pricing diffuse nitrate discharge permits
- Long-run optimal pricing in electricity markets with non-convex costs
- Cost functions are nonconvex in the outputs when the technology is nonconvex: convexification is not harmless
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
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