Výsledky vyhledávání - stochastic mathematical programming with equilibrium constraints

When Friends Become Competitors: The Design of Resource Exchange Alliances Autor 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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Mathematical Programming with Stochastic Equilibrium Constraints applied to Optimal Last-mile Delivery Services Autor 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 Autor 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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HVDC/ HVAC transmission network expansion planning in electricity markets in the presence of wind resources Autor 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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Multiobjective optimization problems with equilibrium constraints: Special issue on nonlinear programming, variational inequalities, and stochastic programming Autor MORDUKHOVICH, Boris S

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Remote park-and-ride network equilibrium model and its applications Autor 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 Offering of a Wind Power Producer in Energy and Green Certificate Markets: a Stochastic Bilevel Approach Autor Li, Jie, Wang, Xiuli, Zhou, Xiaoxin

“… Afterwards, the model is transformed into stochastic mathematical programming with equilibrium constraints (MPEC…”
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A bi‐level stochastic framework for VPP decision making in a joint market considering a novel demand response scheme Autor 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 offers in day‐ahead market co‐optimizing energy and reserve under high penetration of wind power production: An MPEC approach Autor 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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Strategic Offering for a Wind Power Producer Autor 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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Finding Equilibria in the Pool-Based Electricity Market With Strategic Wind Power Producers and Network Constraints Autor Dai, Ting, Qiao, Wei

“… The behavior of each strategic player is modeled through a two-stage mathematical problem with equilibrium constraints (MPEC…”
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Optimal wind energy bidding strategies in real‐time electricity market with multi‐energy sources Autor 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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Strategic bidding of an energy storage agent in a joint energy and reserve market under stochastic generation Autor Dimitriadis, Christos N., Tsimopoulos, Evangelos G., Georgiadis, Michael C.

“… The bi-level model is initially transformed into a mathematical program with equilibrium…”
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Focus programming: a bi‐level programming approach to static stochastic optimization problems Autor 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…”
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Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation Autor 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…”
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Single-Controller Chance-Constrained Stochastic Games Autor 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…”
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Stochastic Strategic Participation of Active Distribution Networks With High-Penetration DERs in Wholesale Electricity Markets Autor 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…”
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Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints Autor 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…”
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Strategic Offering of a Price Maker Wind Power Producer in Distribution-Level Energy Markets in Presence of Flexible Prosumers Autor 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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Stochastic Programming with Equilibrium Constraints Autor Shapiro, A.

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