Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets

DOI10.1137/20M1353538MaRDI QIDQ6116252zbMATH OpenOpenAlexFDO

Authors Juan Pablo Luna, Claudia Sagastizábal, Steven A. Gabriel, M. V. Solodov

Publication date 11 August 2023

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/20m1353538

zbMATH Keywords

dual-primal regularizationenergy marketsequilibrium problems with equilibrium constraintsmultileader single-follower games

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Noncooperative games (91A10)

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Cites work

• A Multiple Leader Stackelberg Model and Analysis
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• A short state of the art on multi-leader-follower games
• A stochastic multiple-leader Stackelberg model: analysis, computation, and application
• An approximation scheme for a class of risk-averse stochastic equilibrium problems
• An Existence Result for Hierarchical Stackelberg v/s Stackelberg Games
• Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
• Analysis on the forward market equilibrium model
• Complementarity modeling in energy markets
• Computing Market Equilibria with Price Regulations Using Mathematical Programming
• Mechanism design and auctions for electricity networks
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• Nash equilibrium in a pay-as-bid electricity market. II: Best response of a producer
• Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
• Newton-Type Methods for Optimization and Variational Problems
• On risk averse competitive equilibrium
• On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
• On the computation of equilibria in monotone and potential stochastic hierarchical games
• Solving equilibrium problems using extended mathematical programming
• Solving multi-leader-common-follower games
• Two-stage non-cooperative games with risk-averse players
• Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices

Cited in

(3)

• Evaluating the strategic behavior of cement producers: an equilibrium problem with equilibrium constraints
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