Suchergebnisse - stochastic mathematical programming with equilibrium constraints*

When Friends Become Competitors: The Design of Resource Exchange Alliances von 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 …”
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HVDC/ HVAC transmission network expansion planning in electricity markets in the presence of wind resources von 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 …”
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Mathematical Programming with Stochastic Equilibrium Constraints applied to Optimal Last-mile Delivery Services von Tounsi, B., Hayel, Y., Quadri, D., Brotcorne, L.

“… We model the customers' reaction using stochastic user equilibrium (SUE). We also present a sensitivity …”
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Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization von 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 …”
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Strategic Offering of a Wind Power Producer in Energy and Green Certificate Markets: a Stochastic Bilevel Approach von Li, Jie, Wang, Xiuli, Zhou, Xiaoxin

“… Afterwards, the model is transformed into stochastic mathematical programming with equilibrium constraints (MPEC …”
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Stochastic optimization approaches for performance-based contract evaluation von Sharifi, Mohammadreza

“… Firstly, we use stochastic programming with simple recourse on the side of the customer …”
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Inflationary equilibrium in a stochastic economy with independent agents von Geanakoplos, John, Karatzas, Ioannis, Shubik, Martin, Sudderth, William D.

“… We prove the existence of stationary monetary equilibrium with inflation in a “Bewley” model with constant aggregate real variables but with idiosyncratic …”
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Multiobjective optimization problems with equilibrium constraints: Special issue on nonlinear programming, variational inequalities, and stochastic programming von MORDUKHOVICH, Boris S

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Remote park-and-ride network equilibrium model and its applications von 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 …”
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Strategic offers in day‐ahead market co‐optimizing energy and reserve under high penetration of wind power production: An MPEC approach von Tsimopoulos, Evangelos G., Georgiadis, Michael C.

“… ‐level problem is recast into mathematical programming with equilibrium constraints (MPEC), which is then reformulated into an MILP …”
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A bi‐level stochastic framework for VPP decision making in a joint market considering a novel demand response scheme von 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 …”
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Strategic Offering of a Price Maker Wind Power Producer in Distribution-Level Energy Markets in Presence of Flexible Prosumers von 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 …”
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pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations von Nicholson, Bethany, Siirola, John D., Watson, Jean-Paul, Zavala, Victor M., Biegler, Lorenz T.

“… We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential …”
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Optimal wind energy bidding strategies in real‐time electricity market with multi‐energy sources von 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 …”
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A stochastic user equilibrium assignment model for congested transit networks von Lam, W.H.K., Gao, Z.Y., Chan, K.S., Yang, H.

“… A mathematical programming problem is formulated, that is equivalent to the stochastic user equilibrium assignment model for congested transit system …”
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Optimal Price-maker Trading Strategy of Wind Power Producer Using Virtual Bidding von Dongliang Xiao, Mohamed Kareem AlAshery, Wei Qiao

“… This paper proposes a stochastic optimization model for generating the optimal price-maker trading strategy for a wind power producer using virtual bidding, which is a kind of financial tool available …”
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Strategic Offering for a Wind Power Producer von 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 …”
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