Variational methods for equilibrium problems applied to electricity markets
From MaRDI portal
Cites work
- A continuity result for the adjusted normal cone operator
- A stochastic Nash equilibrium problem for medical supply competition
- A stochastic variational approach to study economic equilibrium problems under uncertainty
- A three-stage stochastic optimization model integrating 5G technology and UAVs for disaster management
- A variational approach to weakly continuous relations in Banach spaces
- An accelerated stochastic extragradient-like algorithm with new stepsize rules for stochastic variational inequalities
- Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations
- Convex functions. Constructions, characterizations and counterexamples
- Decision making under uncertainty in electricity markets
- Existence of an Equilibrium for a Competitive Economy
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Generation capacity expansion in a risky environment: a stochastic equilibrium analysis
- Infinite dimensional analysis. A hitchhiker's guide.
- Lectures on Stochastic Programming
- Random variational inequalities and the random traffic equilibrium problem
- Single-Leader-Radner-equilibrium: a new approach for a class of bilevel problems under uncertainty
- Solving stochastic programming problems with risk measures by progressive hedging
- Some remarks on the value-at-risk and the conditional value-at-risk
- Stochastic variational inequalities: single-stage to multistage
- Two-stage stochastic variational inequalities: theory, algorithms and applications
- Variational Problem, Generalized Convexity, and Application to a Competitive Equilibrium Problem
This page was built for publication: Variational methods for equilibrium problems applied to electricity markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6917663)
