Electricity market equilibrium under information asymmetry

DOI10.1016/j.orl.2019.09.005zbMath1476.91105arXiv1905.09793OpenAlexW2945555852WikidataQ127197345 ScholiaQ127197345MaRDI QIDQ2294371

Vladimir Dvorkin, Pierre Pinson, Jalal Kazempour

Publication date: 10 February 2020

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.09793

zbMATH Keywords

uncertaintyequilibriumexistence and uniquenesselectricity marketdistributed optimizationasymmetry of information

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (6)

On ambiguity-averse market equilibrium ⋮ Coordination of power and natural gas markets via financial instruments ⋮ Privacy impact on generalized Nash equilibrium in peer-to-peer electricity market ⋮ EMEuIA ⋮ A complementarity model for electric power transmission-distribution coordination under uncertainty ⋮ Multi-oligarch dynamic game model for regional power market with renewable portfolio standard policies

Uses Software

• JuMP
• GitHub

Cites Work

• Advances in prospect theory: cumulative representation of uncertainty
• Dual decomposition for multi-agent distributed optimization with coupling constraints
• On risk averse competitive equilibrium
• A Single-Settlement, Energy-Only Electric Power Market for Unpredictable and Intermittent Participants
• On the Stability of the Competitive Equilibrium, I
• JuMP: A Modeling Language for Mathematical Optimization
• Existence of an Equilibrium for a Competitive Economy

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