On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.

DOI10.1007/S10492-007-0028-ZzbMATH Open1164.90379OpenAlexW1967737508MaRDI QIDQ954636FDOQ954636

Authors: René Henrion, Werner Römisch 

Publication date: 24 November 2008

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/33304

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zbMATH Keywords

optimality conditionelectricity marketsEPECnoncooperative gamesbiddingequilibrium constraint

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Stochastic programming (90C15) Special types of economic equilibria (91B52)

Cites Work

• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• Mathematical Programs with Equilibrium Constraints
• Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
• Coderivative Analysis of Quasi‐variational Inequalities with Applications to Stability and Optimization
• Electricity market near-equilibrium under locational marginal pricing and minimum profit conditions
• Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets
• Nash-Cournot Equilibria in Electric Power Markets with Piecewise Linear Demand Functions and Joint Constraints
• Stochastic programming with equilibrium constraints
• Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
• Solving multi-leader-common-follower games
• Optimization problems with equilibrium constraints and their numerical solution.
• A note on a class of equilibrium problems with equilibrium constraints.
• On constraint qualifications for mathematical programs with mixed complementarity constraints

Cited In (33)

• Partial second-order subdifferentials in variational analysis and optimization
• Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
• Deregulated electricity markets with thermal losses and production bounds: models and optimality conditions
• Lipschitzian stability of parametric variational inequalities over generalized polyhedra in Banach spaces
• Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
• Special issue: topics in stochastic programming
• Variational Convexity of Functions and Variational Sufficiency in Optimization
• On the co-derivative of normal cone mappings to inequality systems
• Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
• Normally admissible stratifications and calculation of normal cones to a finite union of polyhedral sets
• On M-stationarity conditions in MPECs and the associated qualification conditions
• On regular coderivatives in parametric equilibria with non-unique multipliers
• Linearly perturbed generalized polyhedral normal cone mappings and applications
• Extensions of Nash games in finite and infinite dimensions with applications
• Lipschitzian stability of parametric variational inequalities over perturbed polyhedral convex sets
• Coderivatives of normal cone mappings and Lipschitzian stability of parametric variational inequalities
• Generalized Leibniz rules and Lipschitzian stability for expected-integral mappings
• Constraint qualifications and optimality conditions in bilevel optimization
• Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
• Title not available (Why is that?)
• Conditioning of linear-quadratic two-stage stochastic optimization problems
• Calmness as a constraint qualification for M-stationarity conditions in MPECs
• On computation of limiting coderivatives of the normal-cone mapping to inequality systems and their applications
• Sensitivity analysis of stochastic constraint and variational systems via generalized differentiation
• Stochastic generalized Nash equilibrium seeking under partial-decision information
• Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method
• An MPEC reformulation of an EPEC model for electricity markets
• Generalized differentiation of piecewise linear functions in second-order variational analysis
• A stochastic network equilibrium model for electric power markets with uncertain demand
• Stochastic Nash equilibrium problems: sample average approximation and applications
• On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
• Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
• Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization

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