Natural gas cash-out problem: bilevel stochastic optimization approach
DOI10.1016/J.EJOR.2010.02.018zbMATH Open1188.90187OpenAlexW2043878645MaRDI QIDQ976391FDOQ976391
Authors: Vyacheslav V. Kalashnikov, Gerardo A. Pérez-Valdés, Asgeir Tomasgard, Nataliya I. Kalashnykova 
Publication date: 11 June 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.02.018
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear programming (90C05) Stochastic programming (90C15)
Cites Work
- Introduction to Time Series and Forecasting
- Title not available (Why is that?)
- Discrete bilevel programming: application to a natural gas cash-out problem
- A natural gas cash-out problem: a bilevel programming framework and a penalty function method
- Algorithms for a multi-level network optimization problem
- Optimization of natural gas pipeline transportation using ant colony optimization
Cited In (20)
- Operational decisions for multi-period industrial gas pipeline networks under uncertainty
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches
- Natural gas bilevel cash-out problem: convergence of a penalty function method
- A two-stage stochastic optimization model for a gas sale retailer
- The natural gas cash-out problem: a bilevel optimal control approach
- Bilevel programming and applications
- Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming
- A natural gas cash-out problem: a bilevel programming framework and a penalty function method
- A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
- Discrete bilevel programming: application to a natural gas cash-out problem
- Coordinating harvest planning and scheduling in an agricultural supply chain through a stochastic bilevel programming
- A stochastic optimization model for gas retail with temperature scenarios and oil price parameters
- A linearization approach to solve the natural gas cash-out bilevel problem
- Multi-stage stochastic programming for natural gas infrastructure design with a production perspective
- A DC algorithm for solving quadratic-linear bilevel optimization problems
- Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes
- Multiobjective two-level simple recourse programming problems with discrete random variables
- Bilevel optimization: theory, algorithms, applications and a bibliography
- A bilevel optimization approach to decide the feasibility of bookings in the European gas market
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