Devine, Mel T.; Bertsch, Valentin The role of demand response in mitigating market power: a quantitative analysis using a stochastic market equilibrium model. (English) Zbl 1520.91270 OR Spectrum 45, No. 2, 555-597 (2023). MSC: 91B74 91B76 91B70 91B42 PDFBibTeX XMLCite \textit{M. T. Devine} and \textit{V. Bertsch}, OR Spectrum 45, No. 2, 555--597 (2023; Zbl 1520.91270) Full Text: DOI
Dimoski, Joakim; Fleten, Stein-Erik; Löhndorf, Nils; Nersten, Sveinung Dynamic hedging for the real option management of hydropower production with exchange rate risks. (English) Zbl 07716626 OR Spectrum 45, No. 2, 525-554 (2023). MSC: 91G50 PDFBibTeX XMLCite \textit{J. Dimoski} et al., OR Spectrum 45, No. 2, 525--554 (2023; Zbl 07716626) Full Text: DOI
Ratha, Anubhav; Pinson, Pierre; Le Cadre, Hélène; Virag, Ana; Kazempour, Jalal Moving from linear to conic markets for electricity. (English) Zbl 07709233 Eur. J. Oper. Res. 309, No. 2, 762-783 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{A. Ratha} et al., Eur. J. Oper. Res. 309, No. 2, 762--783 (2023; Zbl 07709233) Full Text: DOI arXiv
Grimm, Veronika; Nowak, Daniel; Schewe, Lars; Schmidt, Martin; Schwartz, Alexandra; Zöttl, Gregor A tractable multi-leader multi-follower peak-load-pricing model with strategic interaction. (English) Zbl 1501.91035 Math. Program. 195, No. 1-2 (A), 605-647 (2022). MSC: 91A65 91A80 91B74 90C26 PDFBibTeX XMLCite \textit{V. Grimm} et al., Math. Program. 195, No. 1--2 (A), 605--647 (2022; Zbl 1501.91035) Full Text: DOI
Ferris, Michael; Philpott, Andy Dynamic risked equilibrium. (English) Zbl 1497.91076 Oper. Res. 70, No. 3, 1933-1952 (2022). MSC: 91B05 93E20 PDFBibTeX XMLCite \textit{M. Ferris} and \textit{A. Philpott}, Oper. Res. 70, No. 3, 1933--1952 (2022; Zbl 1497.91076) Full Text: DOI
Pan, Kai; Guan, Yongpei Integrated stochastic optimal self-scheduling for two-settlement electricity markets. (English) Zbl 07552236 INFORMS J. Comput. 34, No. 3, 1819-1840 (2022). MSC: 90-XX PDFBibTeX XMLCite \textit{K. Pan} and \textit{Y. Guan}, INFORMS J. Comput. 34, No. 3, 1819--1840 (2022; Zbl 07552236) Full Text: DOI
Biefel, Christian; Liers, Frauke; Rolfes, Jan; Schewe, Lars; Zöttl, Gregor Robust market equilibria under uncertain cost. (English) Zbl 1507.91084 Eur. J. Oper. Res. 302, No. 3, 1230-1241 (2022). MSC: 91B24 91A10 90C17 PDFBibTeX XMLCite \textit{C. Biefel} et al., Eur. J. Oper. Res. 302, No. 3, 1230--1241 (2022; Zbl 1507.91084) Full Text: DOI arXiv
Borges, Pedro; Sagastizábal, Claudia; Solodov, Mikhail Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games. (English) Zbl 1470.91031 Comput. Optim. Appl. 78, No. 3, 675-704 (2021). MSC: 91A15 91A68 91B06 PDFBibTeX XMLCite \textit{P. Borges} et al., Comput. Optim. Appl. 78, No. 3, 675--704 (2021; Zbl 1470.91031) Full Text: DOI
Escudero, Laureano F.; Monge, Juan F.; Rodríguez-Chía, Antonio M. On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty. (English) Zbl 1443.90262 Eur. J. Oper. Res. 287, No. 1, 262-279 (2020). MSC: 90C15 90C11 90C90 90B10 PDFBibTeX XMLCite \textit{L. F. Escudero} et al., Eur. J. Oper. Res. 287, No. 1, 262--279 (2020; Zbl 1443.90262) Full Text: DOI
Moret, Fabio; Pinson, Pierre; Papakonstantinou, Athanasios Heterogeneous risk preferences in community-based electricity markets. (English) Zbl 1443.91221 Eur. J. Oper. Res. 287, No. 1, 36-48 (2020). MSC: 91B74 90B50 PDFBibTeX XMLCite \textit{F. Moret} et al., Eur. J. Oper. Res. 287, No. 1, 36--48 (2020; Zbl 1443.91221) Full Text: DOI
Cory-Wright, Ryan; Zakeri, Golbon On stochastic auctions in risk-averse electricity markets with uncertain supply. (English) Zbl 1525.90293 Oper. Res. Lett. 48, No. 3, 376-384 (2020). MSC: 90C15 91B26 PDFBibTeX XMLCite \textit{R. Cory-Wright} and \textit{G. Zakeri}, Oper. Res. Lett. 48, No. 3, 376--384 (2020; Zbl 1525.90293) Full Text: DOI arXiv
Hao, Tianyu; Pang, Jong-Shi Piecewise affine parameterized value-function based bilevel non-cooperative games. (English) Zbl 1434.91024 Math. Program. 180, No. 1-2 (A), 33-73 (2020). MSC: 91A65 90C33 91A10 90C30 PDFBibTeX XMLCite \textit{T. Hao} and \textit{J.-S. Pang}, Math. Program. 180, No. 1--2 (A), 33--73 (2020; Zbl 1434.91024) Full Text: DOI
Kim, Youngdae; Ferris, Michael C. Solving equilibrium problems using extended mathematical programming. (English) Zbl 1437.90154 Math. Program. Comput. 11, No. 3, 457-501 (2019). MSC: 90C33 65K10 65K15 91A10 PDFBibTeX XMLCite \textit{Y. Kim} and \textit{M. C. Ferris}, Math. Program. Comput. 11, No. 3, 457--501 (2019; Zbl 1437.90154) Full Text: DOI arXiv
Rockafellar, R. Tyrrell; Sun, Jie Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. (English) Zbl 1421.90100 Math. Program. 174, No. 1-2 (B), 453-471 (2019). MSC: 90C15 49J20 47H05 PDFBibTeX XMLCite \textit{R. T. Rockafellar} and \textit{J. Sun}, Math. Program. 174, No. 1--2 (B), 453--471 (2019; Zbl 1421.90100) Full Text: DOI Link
Gérard, Henri; Leclère, Vincent; Philpott, Andy On risk averse competitive equilibrium. (English) Zbl 1525.90299 Oper. Res. Lett. 46, No. 1, 19-26 (2018). MSC: 90C15 91B24 90C33 PDFBibTeX XMLCite \textit{H. Gérard} et al., Oper. Res. Lett. 46, No. 1, 19--26 (2018; Zbl 1525.90299) Full Text: DOI arXiv
Chen, Xiaojun; Pong, Ting Kei; Wets, Roger J-B. Two-stage stochastic variational inequalities: an ERM-solution procedure. (English) Zbl 1386.90157 Math. Program. 165, No. 1 (B), 71-111 (2017). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{X. Chen} et al., Math. Program. 165, No. 1 (B), 71--111 (2017; Zbl 1386.90157) Full Text: DOI
Abada, Ibrahim; de Maere d’Aertrycke, Gauthier; Smeers, Yves On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach. (English) Zbl 06808199 Math. Program. 165, No. 1 (B), 5-69 (2017). MSC: 47H11 90C33 90B50 90C15 90C25 91A10 91A15 91G50 91B25 91B30 PDFBibTeX XMLCite \textit{I. Abada} et al., Math. Program. 165, No. 1 (B), 5--69 (2017; Zbl 06808199) Full Text: DOI
Ralph, Daniel; Smeers, Yves Risk trading and endogenous probabilities in investment equilibria. (English) Zbl 1372.91130 SIAM J. Optim. 25, No. 4, 2589-2611 (2015). MSC: 91G99 91B30 91A15 91B25 91B26 90C33 PDFBibTeX XMLCite \textit{D. Ralph} and \textit{Y. Smeers}, SIAM J. Optim. 25, No. 4, 2589--2611 (2015; Zbl 1372.91130) Full Text: DOI Link