Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis

DOI10.1080/10556788.2012.676756zbMath1278.91077OpenAlexW2083979805MaRDI QIDQ2867427

Uday V. Shanbhag, Aswin Kannan, Harrison M. Kim

Publication date: 19 December 2013

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2012.676756

zbMATH Keywords

stochastic programmingvariational inequalitiesNash gamescutting plane methodsprojected gradient schemes

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Applications of game theory (91A80) Existence theories for optimal control problems involving ordinary differential equations (49J15) Auctions, bargaining, bidding and selling, and other market models (91B26) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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