On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
DOI10.1007/s10107-017-1185-9OpenAlexW2753705412MaRDI QIDQ1680960
Ibrahim Abada, Yves Smeers, Gauthier de Maere d'Aertrycke
Publication date: 17 November 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-017-1185-9
Convex programming (90C25) Noncooperative games (91A10) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Degree theory for nonlinear operators (47H11) Stochastic games, stochastic differential games (91A15) Corporate finance (dividends, real options, etc.) (91G50)
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