Pages that link to "Item:Q2275833"
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The following pages link to Semi-Lagrangean approach for price discovery in markets with non-convexities (Q2275833):
Displaying 9 items.
- On the determination of European day ahead electricity prices: the Turkish case (Q319508) (← links)
- Pricing of fluctuations in electricity markets (Q319744) (← links)
- Equilibrium prices supported by dual price functions in markets with non-convexities (Q928047) (← links)
- Alternative models for markets with nonconvexities (Q1753589) (← links)
- Exploiting complete linear descriptions for decentralized power market problems with integralities (Q2155382) (← links)
- Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions (Q2630112) (← links)
- Critical review of pricing schemes in markets with non-convex costs (Q2806053) (← links)
- Optimal Pricing in Markets with Nonconvex Costs (Q5131471) (← links)