Natural gas cash-out problem: bilevel stochastic optimization approach

DOI10.1016/J.EJOR.2010.02.018MaRDI QIDQ976391zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

natural gas imbalance problemstochastic programmingtime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear programming (90C05) Stochastic programming (90C15)

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Cites work

• A natural gas cash-out problem: a bilevel programming framework and a penalty function method
• Algorithms for a multi-level network optimization problem
• Discrete bilevel programming: application to a natural gas cash-out problem
• scientific article; zbMATH DE number 663895 (Why is no real title available?)
• Introduction to Time Series and Forecasting
• Optimization of natural gas pipeline transportation using ant colony optimization

Cited in

(22)

• A natural gas cash-out problem: a bilevel programming framework and a penalty function method
• The natural gas cash-out problem: a bilevel optimal control approach
• Bilevel programming and applications
• Discrete bilevel programming: application to a natural gas cash-out problem
• Multiobjective two-level simple recourse programming problems with discrete random variables
• A bilevel optimization approach to decide the feasibility of bookings in the European gas market
• On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
• Operational decisions for multi-period industrial gas pipeline networks under uncertainty
• A linearization approach to solve the natural gas cash-out bilevel problem
• Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches
• Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes
• A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets
• A stochastic optimization model for gas retail with temperature scenarios and oil price parameters
• A two-stage stochastic optimization model for a gas sale retailer
• Natural gas bilevel cash-out problem: convergence of a penalty function method
• Bilevel optimization: theory, algorithms, applications and a bibliography
• A DC algorithm for solving quadratic-linear bilevel optimization problems
• Multi-stage stochastic programming for natural gas infrastructure design with a production perspective
• Coordinating harvest planning and scheduling in an agricultural supply chain through a stochastic bilevel programming
• Optimality conditions for nondifferentiable interval-valued bilevel optimization problems via tangential subdifferentials
• Sufficiency and duality criteria in tangential subdifferential governed bilevel multi-objective extremization models
• Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming

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Uses Software

• itsmr

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