Search Results - subject:"stochastic mixed complementarity"

Analysing long-term interactions between demand response and different electricity markets using a stochastic market equilibrium model

Bertsch, Valentin; Devine, Mel T.; Sweeney, Conor; … - 2018

. We therefore develop a novel stochastic mixed complementarity model in this paper that considers both operational and …

Persistent link: https://www.econbiz.de/10011985178

Analysing long-term interactions between demand response and different electricity markets using a stochastic market equilibrium model

Bertsch, Valentin; Devine, Mel T.; Sweeney, Conor; … - 2018

. We therefore develop a novel stochastic mixed complementarity model in this paper that considers both operational and …

Persistent link: https://www.econbiz.de/10011795293

Examining the benefits of load shedding strategies using a rolling-horizon stochastic mixed complementarity equilibrium model

Devine, Mel T.; Bertsch, Valentin - 2016

stochastic mixed complementarity equilibrium model, where the individual optimisation problems of each player are solved …

Persistent link: https://www.econbiz.de/10011787770

Examining the benefits of load shedding strategies using a rolling-horizon stochastic mixed complementarity equilibrium model

Devine, Mel T.; Bertsch, Valentin - 2016

stochastic mixed complementarity equilibrium model, where the individual optimisation problems of each player are solved …

Persistent link: https://www.econbiz.de/10011547594

Examining the benefits of load shedding strategies using a rolling-horizon stochastic mixed complementarity equilibrium model

Devine, Mel T.; Bertsch, Valentin - In: European journal of operational research : EJOR 267 (2018) 2, pp. 643-658

Persistent link: https://www.econbiz.de/10011812541

A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning : application to natural gas markets

Devine, Mel T.; Gabriel, Steven A.; Moryadee, Seksun - In: Computers & operations research : and their … 68 (2016), pp. 1-15

Persistent link: https://www.econbiz.de/10011442369

Benders Decomposition for multi-stage stochastic mixed complementarity problems – Applied to a global natural gas market model

Egging, Ruud - In: European Journal of Operational Research 226 (2013) 2, pp. 341-353

This paper presents and implements a Benders Decomposition type of algorithm for large-scale, stochastic multi-period mixed complementarity problems. The algorithm is applied to various multi-stage natural gas market models accounting for market power exertion by traders. Due to the...

Persistent link: https://www.econbiz.de/10010608500