Risk adjusted discounted cash flows in capacity expansion models

DOI10.1007/s10107-013-0692-6zbMath1274.90426OpenAlexW1976620508MaRDI QIDQ368742

Andreas Ehrenmann, Yves Smeers

Publication date: 23 September 2013

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-013-0692-6

zbMATH Keywords

applications of mathematical programmingcomplementarity and equilibrium problems and variational inequalities (finite dimensions)

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Financial applications of other theories (91G80) Auctions, bargaining, bidding and selling, and other market models (91B26) Corporate finance (dividends, real options, etc.) (91G50)

Related Items

The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets ⋮ Risk adjusted discounted cash flows in capacity expansion models ⋮ Stochastic Equilibrium Models for Generation Capacity Expansion ⋮ Parametrized inexact-ADMM based coordination games: a normalized Nash equilibrium approach ⋮ Uniqueness of market equilibrium on a network: a peak-load pricing approach ⋮ Divide to conquer: decomposition methods for energy optimization

Uses Software

• PATH Solver
• MARKAL

Cites Work

• Unnamed Item
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