Investment effects of pricing schemes for non-convex markets

DOI10.1016/j.ejor.2020.07.026zbMath1487.91043OpenAlexW3045116449MaRDI QIDQ2029060

David P. Morton, Jacob Mays, Richard P. O'Neill

Publication date: 3 June 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2020.07.026

zbMATH Keywords

market designcapacity expansionOR in energyequilibrium pricinguplift

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (1)

Long-run optimal pricing in electricity markets with non-convex costs

Uses Software

• CPLEX

Cites Work

• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• Efficient market-clearing prices in markets with nonconvexities
• Critical Review of Pricing Schemes in Markets with Non-Convex Costs
• Improving the Integer L-Shaped Method
• Optimal Pricing in Markets with Nonconvex Costs

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