Alternative models for markets with nonconvexities
type: Item
instance of: scholarly article
title: Alternative models for markets with nonconvexities
zbMATH Open document ID: 1403.90669
author: J. David Fuller
author: Emre Çelebi
published in: European Journal of Operational Research
publication date: 2018-05-29T00:00:00Z
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C33
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B14
zbMATH DE Number: 6875874
zbMATH Keywords: OR in energy
zbMATH Keywords: near equilibrium
zbMATH Keywords: uplift
zbMATH Keywords: complementarity
MaRDI profile type: Publication
full work available at URL: j.ejor.2017.02.032
OpenAlex ID: W2590168704
cites work: Semi-Lagrangean approach for price discovery in markets with non-convexities
cites work: Equilibrium prices supported by dual price functions in markets with non-convexities
cites work: A Representation and Economic Interpretation of a Two-Level Programming Problem
cites work: Complementarity modeling in energy markets
cites work: Solving discretely constrained, mixed linear complementarity problems with applications in energy
cites work: Generalized Nash games and quasi-variational inequalities
cites work: An exact solution method for binary equilibrium problems with compensation and the power market uplift problem
cites work: Critical review of pricing schemes in markets with non-convex costs
cites work: Non-cooperative games
cites work: Efficient market-clearing prices in markets with nonconvexities
cites work: A new pricing scheme for a multi-period pool-based electricity auction
DOI: 10.1016/J.EJOR.2017.02.032
Recommended article: Efficient market-clearing prices in markets with nonconvexities
Recommended article: On a class of diverse market models
Recommended article: Arbitrage theory for non convex financial market models
Recommended article: Nonconvex Equilibrium Prices in Prediction Markets
Recommended article: Convergence in incomplete market models
Recommended article: Optimal Pricing in Markets with Nonconvex Costs
Recommended article: Nonconvex optimization for pricing and hedging in imperfect markets
Recommended article: Market demand by non-convex preferences
Recommended article: On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes
Recommended article: The complexity of non-monotone markets
description: scientific article; zbMATH DE number 6875874