On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling
نویسندگان
چکیده
منابع مشابه
On M -stationary Points for a Stochastic Equilibrium Problem under Equilibrium Constraints in Electricity Spot Market Modeling*
Abstract. Modeling several competitive leaders and followers acting in an electricity market leads to coupled systems of mathematical programs with equilibrium constraints, called equilibrium problems with equilibrium constraints (EPECs). We consider a simplified model for competition in electricity markets under uncertainty of demand in an electricity network as a (stochastic) multi-leader-fol...
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ژورنال
عنوان ژورنال: Applications of Mathematics
سال: 2007
ISSN: 0862-7940,1572-9109
DOI: 10.1007/s10492-007-0028-z