Alternative models for markets with nonconvexities
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Publication:1753589
DOI10.1016/j.ejor.2017.02.032zbMath1403.90669OpenAlexW2590168704MaRDI QIDQ1753589
Publication date: 29 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.02.032
Applications of mathematical programming (90C90) Mixed integer programming (90C11) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Microeconomic theory (price theory and economic markets) (91B24) Social choice (91B14)
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Cites Work
- Complementarity modeling in energy markets
- Solving discretely constrained, mixed linear complementarity problems with applications in energy
- Efficient market-clearing prices in markets with nonconvexities
- Equilibrium prices supported by dual price functions in markets with non-convexities
- A new pricing scheme for a multi-period pool-based electricity auction
- Generalized Nash games and quasi-variational inequalities
- An exact solution method for binary equilibrium problems with compensation and the power market uplift problem
- Semi-Lagrangean approach for price discovery in markets with non-convexities
- Non-cooperative games
- Critical Review of Pricing Schemes in Markets with Non-Convex Costs
- A Representation and Economic Interpretation of a Two-Level Programming Problem
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