A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning : application to natural gas markets
Mel T. Devine, Steven A. Gabriel, Seksun Moryadee
| Year of publication: |
April 2016
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|---|---|
| Authors: | Devine, Mel T. ; Gabriel, Steven A. ; Moryadee, Seksun |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 68.2016, p. 1-15
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| Subject: | Rolling horizon | Stochastic mixed complementarity problem | Natural gas market | Game theory | Erdgasmarkt | Spieltheorie | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2015.10.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011442369