Optimal Pricing in Markets with Nonconvex Costs

DOI10.1287/OPRE.2019.1900zbMATH Open1455.91094OpenAlexW3009769733MaRDI QIDQ5131471

No author found.

Publication date: 8 November 2020

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

Full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:20190625-114233447

zbMATH Keywords

pricingnonconvexitiesnetworked marketmarket clearing priceupliftstart-up cost

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Unnamed Item
• Efficient market-clearing prices in markets with nonconvexities
• Equilibrium prices supported by dual price functions in markets with non-convexities
• On marginal cost pricing with given tax-subsidy rules
• Semi-Lagrangean approach for price discovery in markets with non-convexities
• Critical Review of Pricing Schemes in Markets with Non-Convex Costs
• A Partitioning Method that Generates Interpretable Prices for Integer Programming Problems
• Mathematical Programming and Economic Theory
• Integer programming duality: Price functions and sensitivity analysis
• Pareto Optimality in Non-Convex Economies

Related Items (8)

Unnamed Item ⋮ Optimal revenue guarantees for pricing in large markets ⋮ Nonconvex optimization for pricing and hedging in imperfect markets ⋮ Evolutionary behaviors regarding pricing and payment-convenience strategies with uncertain risk ⋮ Cost functions in nonlinear pricing ⋮ Investment effects of pricing schemes for non-convex markets ⋮ Unnamed Item ⋮ On Equilibrium Pricing as Convex Optimization

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