Search Results - stochastic mathematical programming with equilibrium constraints

When Friends Become Competitors: The Design of Resource Exchange Alliances by Chun, So Yeon, Kleywegt, Anton J., Shapiro, Alexander

“…Many carriers, such as airlines and ocean carriers, collaborate through the formation of alliances. The rules of alliances are important for both the stability…”
Get full text

Mathematical Programming with Stochastic Equilibrium Constraints applied to Optimal Last-mile Delivery Services by Tounsi, B., Hayel, Y., Quadri, D., Brotcorne, L.

“… We model the customers' reaction using stochastic user equilibrium (SUE). We also present a sensitivity…”
Get full text

Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization by Lin, Gui-Hua, Chen, Xiaojun, Fukushima, Masao

“…In this paper, we consider the stochastic mathematical programs with linear complementarity constraints, which include two kinds of models called here-and-now and lower-level wait-and-see problems…”
Get full text

HVDC/ HVAC transmission network expansion planning in electricity markets in the presence of wind resources by Heydari, Reza, Barforoushi, Taghi

“…•A Bi-level Stochastic Framework for Expansion Planning of HVDC/HVAC Network.•Converting the Bi-level Problem to MPEC Using Duality Theory…”
Get full text

Multiobjective optimization problems with equilibrium constraints: Special issue on nonlinear programming, variational inequalities, and stochastic programming by MORDUKHOVICH, Boris S

Get full text

Remote park-and-ride network equilibrium model and its applications by Liu, Zhiyuan, Chen, Xinyuan, Meng, Qiang, Kim, Inhi

“…•Extension to the case with asymmetric and non-additive travel time functions.•Model for the multimodal stochastic system optimum…”
Get full text

Strategic Offering of a Wind Power Producer in Energy and Green Certificate Markets: a Stochastic Bilevel Approach by Li, Jie, Wang, Xiuli, Zhou, Xiaoxin

“… Afterwards, the model is transformed into stochastic mathematical programming with equilibrium constraints (MPEC…”
Get full text

A bi‐level stochastic framework for VPP decision making in a joint market considering a novel demand response scheme by Ghorbankhani, Ehsan, Badri, Ali

“…‐ahead market and compensates its deviation in balancing market. Due to the inherent uncertainties of renewable energy resources and also other market participant strategies, a stochastic programming is used for underlying optimization problem…”
Get full text

Strategic offers in day‐ahead market co‐optimizing energy and reserve under high penetration of wind power production: An MPEC approach by Tsimopoulos, Evangelos G., Georgiadis, Michael C.

“…‐level problem is recast into mathematical programming with equilibrium constraints (MPEC), which is then reformulated into an MILP…”
Get full text

Strategic Offering for a Wind Power Producer by Baringo, Luis, Conejo, Antonio J.

“… The proposed model is a stochastic mathematical program with equilibrium constraints (MPEC) that can be recast as a tractable mixed-integer linear programming (MILP…”
Get full text

Finding Equilibria in the Pool-Based Electricity Market With Strategic Wind Power Producers and Network Constraints by Dai, Ting, Qiao, Wei

“… The behavior of each strategic player is modeled through a two-stage mathematical problem with equilibrium constraints (MPEC…”
Get full text

Optimal wind energy bidding strategies in real‐time electricity market with multi‐energy sources by Zhang, Zijing, Chen, Zhi

“… This study utilises a mathematical programming problem with equilibrium constraints (MPEC) and Karush–Kuhn–Tucker (KKT) conditions to transform the bi…”
Get full text

Strategic bidding of an energy storage agent in a joint energy and reserve market under stochastic generation by Dimitriadis, Christos N., Tsimopoulos, Evangelos G., Georgiadis, Michael C.

“… The bi-level model is initially transformed into a mathematical program with equilibrium…”
Get full text

Focus programming: a bi‐level programming approach to static stochastic optimization problems by Guo, Peijun, Zhu, Xide

“…Static stochastic optimization problems are formulated with the focus theory of choice where the optimal solution is determined as per which solution's focus…”
Get full text

Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation by Shapiro, Alexander, Xu, Huifu

“…In this article, we discuss the sample average approximation (SAA) method applied to a class of stochastic mathematical programs with variational (equilibrium) constraints…”
Get full text

Single-Controller Chance-Constrained Stochastic Games by Verma, Ayush, Singh, Vikas Vikram, Lisser, Abdel

“…Strategic decision-making problems involving multiple players competing over an infinite horizon have been extensively studied in the literature using a stochastic game framework…”
Get full text

Stochastic Strategic Participation of Active Distribution Networks With High-Penetration DERs in Wholesale Electricity Markets by Ravi, Abhijith, Bai, Linquan, Cecchi, Valentina, Ding, Fei

“… A stochastic bilevel optimization model is proposed in this paper for the strategic participation of ADNs and DERs to provide energy and grid services in wholesale electricity markets…”
Get full text

Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints by Wang, Ning, Zhang, Nan, Jin, Zhuo, Qian, Linyi

“…This paper investigates a class of non-zero-sum stochastic differential investment and reinsurance games between two insurance companies…”
Get full text

Strategic Offering of a Price Maker Wind Power Producer in Distribution-Level Energy Markets in Presence of Flexible Prosumers by Rashidizadeh-Kermani, Homa, Vahedipour-Dahraie, Mostafa, Parente, Mimmo, Shafie-Khah, Miadreza, Siano, Pierluigi

“… processes of the DLEM while considering network constraints. The bi-level problem is a stochastic mathematical program with equilibrium constraints (MPEC…”
Get full text

Stochastic Programming with Equilibrium Constraints by Shapiro, A.

“…In this paper, we discuss here-and-now type stochastic programs with equilibrium constraints…”
Get full text