Solving stochastic complementarity problems in energy market modeling using scenario reduction
From MaRDI portal
Recommendations
- A Benders decomposition method for solving stochastic complementarity problems with an application in energy
- Complementarity modeling in energy markets
- Solving certain complementarity problems in power markets via convex programming
- Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications
- Solving discretely constrained, mixed linear complementarity problems with applications in energy
Cites work
- scientific article; zbMATH DE number 417962 (Why is no real title available?)
- scientific article; zbMATH DE number 192986 (Why is no real title available?)
- scientific article; zbMATH DE number 2202837 (Why is no real title available?)
- A Complementarity Framework for Forward Contracting Under Uncertainty
- A Mixed Complementarity-Based Equilibrium Model of Natural Gas Markets
- Approximating Nash equilibria in nonzero-sum games
- Dynamic oligopolistic games under uncertainty: A stochastic programming approach
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Imperfect Competition in the International Energy Market: A Computerized Nash-Cournot Model
- Introduction to Stochastic Programming
- Matrix Analysis
- Sample-path solution of stochastic variational inequalities
- Scenario reduction algorithms in stochastic programming
- Scenario reduction in stochastic programming
- Spatial Oligopolistic Electricity Models with Cournot Generators and Regulated Transmission Prices
- Stochastic equilibrium programming for dynamic oligopolistic markets
- \(S\)-adapted oligopoly equilibria and approximations in stochastic variational inequalities
Cited in
(28)- Endogenous production capacity investment in natural gas market equilibrium models
- Solving certain complementarity problems in power markets via convex programming
- Variance-based modified backward-forward algorithm with line search for stochastic variational inequality problems and its applications
- Multiplicity of equilibria in conjectural variations models of natural gas markets
- Risk aversion in imperfect natural gas markets
- Divide to conquer: decomposition methods for energy optimization
- Is certainty in carbon policy better than uncertainty?
- Liner ship bunkering and sailing speed planning with uncertain demand
- A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
- A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets
- Solving oligopolistic equilibrium problems with convex optimization
- Complementarity formulation of games with random payoffs
- A smoothing Newton method for solving a class of stochastic linear complementarity problems
- Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
- Sensitivity and covariance in stochastic complementarity problems with an application to north American natural gas markets
- Benders decomposition for multi-stage stochastic mixed complementarity problems -- applied to a global natural gas market model
- A multilevel model of the European entry-exit gas market
- Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
- Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems
- An approximation scheme for a class of risk-averse stochastic equilibrium problems
- Strategic investment decisions in an oligopoly with a competitive fringe: an equilibrium problem with equilibrium constraints approach
- Examining the benefits of load shedding strategies using a rolling-horizon stochastic mixed complementarity equilibrium model
- A Benders decomposition method for solving stochastic complementarity problems with an application in energy
- Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics
- A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty
- Heat and electricity market coordination: a scalable complementarity approach
- Generation flexibility in ramp rates: strategic behavior and lessons for electricity market design
- CVaR stochastic programming model for monotone stochastic tensor complementarity problem by using its penalized sample average approximation algorithm
This page was built for publication: Solving stochastic complementarity problems in energy market modeling using scenario reduction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1042022)
