Stochastic equilibrium models for generation capacity expansion
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Cites work
- An Algorithm for the Multiperiod Market Equilibrium Model with Geometric Distributed Lag Demand
- Coherent measures of risk
- Coherent multiperiod risk adjusted values and Bellman's principle
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- Generation capacity expansion in a risky environment: a stochastic equilibrium analysis
- Lectures on Stochastic Programming
- On Convergence of the PIES Algorithm for Computing Equilibria
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
- Risk adjusted discounted cash flows in capacity expansion models
- Risk neutral and risk averse power optimization in electricity networks with dispersed generation
- Sample-path solution of stochastic variational inequalities
- Solving asymmetric variational inequalities via convex optimization
- Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey
- Stochastic optimization of electricity portfolios: scenario tree modeling and risk management
Cited in
(16)- Capacity expansion of stochastic power generation under two-stage electricity markets
- On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
- Renewable generation expansion under different support schemes: a stochastic equilibrium approach
- A leader-followers model of power transmission capacity expansion in a market driven environment
- Uncertainty and investment in electricity generation with an application to the case of hydro-Québec
- The effect of environmental policies on risk reductions in energy generation
- A stochastic multiscale model for electricity generation capacity expansion
- Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
- Generation capacity expansion in a risky environment: a stochastic equilibrium analysis
- Long-Run Equilibrium Modeling of Emissions Allowance Allocation Systems in Electric Power Markets
- Equilibrium capacity expansion under stochastic demand growth
- Risk adjusted discounted cash flows in capacity expansion models
- scientific article; zbMATH DE number 4079161 (Why is no real title available?)
- A risk function for the stochastic modeling of electric capacity expansion
- scientific article; zbMATH DE number 1894310 (Why is no real title available?)
- Capacity expansion and forward contracting in a duopolistic power sector
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