On risk averse competitive equilibrium
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Publication:2417041
DOI10.1016/j.orl.2017.10.011OpenAlexW2963032042MaRDI QIDQ2417041
Vincent Leclère, Henri Gérard, Andy B. Philpott
Publication date: 11 June 2019
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.08398
Related Items (10)
Dynamic Risked Equilibrium ⋮ On stochastic auctions in risk-averse electricity markets with uncertain supply ⋮ Robust market equilibria under uncertain cost ⋮ Value at risk approach to producer's best response in an electricity market with uncertain demand ⋮ Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets ⋮ The role of demand response in mitigating market power: a quantitative analysis using a stochastic market equilibrium model ⋮ An equilibrium model of the supply chain network under multi-attribute behaviors analysis ⋮ Electricity market equilibrium under information asymmetry ⋮ Privacy impact on generalized Nash equilibrium in peer-to-peer electricity market ⋮ Deflation for semismooth equations
Uses Software
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