On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
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On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
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Cites work
- A note on a class of equilibrium problems with equilibrium constraints.
- Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets
- Coderivative Analysis of Quasi‐variational Inequalities with Applications to Stability and Optimization
- Electricity market near-equilibrium under locational marginal pricing and minimum profit conditions
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- Mathematical Programs with Equilibrium Constraints
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Nash-Cournot Equilibria in Electric Power Markets with Piecewise Linear Demand Functions and Joint Constraints
- On constraint qualifications for mathematical programs with mixed complementarity constraints
- Optimization problems with equilibrium constraints and their numerical solution.
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
- Solving multi-leader-common-follower games
- Stochastic programming with equilibrium constraints
- Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
Cited in
(33)- Constraint qualifications and optimality conditions in bilevel optimization
- Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
- Deregulated electricity markets with thermal losses and production bounds: models and optimality conditions
- Variational Convexity of Functions and Variational Sufficiency in Optimization
- Linearly perturbed generalized polyhedral normal cone mappings and applications
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
- On computation of limiting coderivatives of the normal-cone mapping to inequality systems and their applications
- Partial second-order subdifferentials in variational analysis and optimization
- Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method
- Special issue: topics in stochastic programming
- Calmness as a constraint qualification for M-stationarity conditions in MPECs
- Normally admissible stratifications and calculation of normal cones to a finite union of polyhedral sets
- Sensitivity analysis of stochastic constraint and variational systems via generalized differentiation
- scientific article; zbMATH DE number 5773720 (Why is no real title available?)
- On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
- On regular coderivatives in parametric equilibria with non-unique multipliers
- An MPEC reformulation of an EPEC model for electricity markets
- Stochastic Nash equilibrium problems: sample average approximation and applications
- Generalized differentiation of piecewise linear functions in second-order variational analysis
- Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
- Lipschitzian stability of parametric variational inequalities over perturbed polyhedral convex sets
- Lipschitzian stability of parametric variational inequalities over generalized polyhedra in Banach spaces
- Generalized Leibniz rules and Lipschitzian stability for expected-integral mappings
- Coderivatives of normal cone mappings and Lipschitzian stability of parametric variational inequalities
- On the co-derivative of normal cone mappings to inequality systems
- A stochastic network equilibrium model for electric power markets with uncertain demand
- Extensions of Nash games in finite and infinite dimensions with applications
- Stochastic generalized Nash equilibrium seeking under partial-decision information
- On M-stationarity conditions in MPECs and the associated qualification conditions
- Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization
- Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
- Conditioning of linear-quadratic two-stage stochastic optimization problems
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
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