[HTML][HTML] Strictly and Γ-robust counterparts of electricity market models: Perfect competition and Nash–Cournot equilibria

A Kramer, V Krebs, M Schmidt - Operations Research Perspectives, 2021 - Elsevier
This paper mainly studies two topics: linear complementarity problems for modeling
electricity market equilibria and optimization under uncertainty. We consider both perfectly …

Adjustable Robust Energy Operation Planning under Uncertain Renewable Energy Production

A Eingartner, S Naumann, P Schmitz, K Worthmann - Energies, 2024 - mdpi.com
In this paper, the application of the method of affinely adjustable robust optimization to a
planning model of an energy system under uncertain parameters is presented, and the total …

-Robust electricity market equilibrium models with transmission and generation investments

E Çelebi, V Krebs, M Schmidt - Energy Systems, 2023 - Springer
We consider uncertain robust electricity market equilibrium problems including transmission
and generation investments. Electricity market equilibrium modeling has a long tradition but …

On the relation between affinely adjustable robust linear complementarity and mixed-integer linear feasibility problems

C Biefel, M Schmidt - Optimization Letters, 2024 - Springer
We consider adjustable robust linear complementarity problems and extend the results of
Biefel et al.(SIAM J Optim 32: 152–172, 2022) towards convex and compact uncertainty sets …

Existence of solutions to -robust counterparts of gap function formulations of uncertain LCPs with ellipsoidal uncertainty sets

L Tan, WH Yang, J Pan - Journal of Global Optimization, 2024 - Springer
In this paper, we give some existence theorems of solutions to Γ-robust counterparts of gap
function formulations of uncertain linear complementarity problems, in which Γ plays a role …

Existence, Uniqueness, and Algorithms for Equilibria in Competitive Energy Markets

J Grübel - 2022 - ubt.opus.hbz-nrw.de
To achieve climate neutrality, many countries are striving for an energy supply that is free of
fossil fuels and nuclear power and that has a high share of renewable energy sources such …

[HTML][HTML] Solution set bounds for LCPs over tensor spaces

T Shang, G Tang, W Jia - Journal of Computational and Applied …, 2024 - Elsevier
The goal of this paper is to investigate a class of linear complementarity problems over
tensor-spaces, denoted by TLCP, which is an extension of the classical linear …

Robust market equilibria under uncertain cost

C Biefel, F Liers, J Rolfes, L Schewe, G Zöttl - European Journal of …, 2022 - Elsevier
This work studies equilibrium problems under uncertainty where firms maximize their profits
in a robust way when selling their output. Robust optimization plays an increasingly …

A Game Theory Based Retail Market Framework With DSO's Operational Considerations

S Rasheed, AR Abhyankar - IEEE Access, 2023 - ieeexplore.ieee.org
Within the distribution system operator (DSO) framework, there could be alternative
arrangements to enable market participation by all entities, including the privately owned …

Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow

O Kuryatnikova, B Ghaddar, DK Molzahn - SIAM Journal on Optimization, 2023 - SIAM
In this work, we consider two-stage quadratic optimization problems under ellipsoidal
uncertainty. In the first stage, one needs to decide upon the values of a subset of …