Generalized Nash equilibrium problems

F Facchinei, C Kanzow - 4or, 2007 - Springer
Abstract The Generalized Nash equilibrium problem is an important model that has its roots
in the economic sciences but is being fruitfully used in many different fields. In this survey …

Multi-leader-follower games: models, methods and applications

M Hu, M Fukushima - Journal of the Operations Research Society of …, 2015 - jstage.jst.go.jp
The multi-leader-follower game serves as an important model in game theory with many
applications in economics, operations research and other fields. In this survey paper, we first …

Optimal bidding strategy of a gas-fired power plant in interdependent low-carbon electricity and natural gas markets

CN Dimitriadis, EG Tsimopoulos, MC Georgiadis - Energy, 2023 - Elsevier
This work presents a bi-level optimization framework to determine the optimal bidding
strategies for a strategic gas-fired power plant, exerting market power in interdependent pool …

[图书][B] Modern nonconvex nondifferentiable optimization

Y Cui, JS Pang - 2021 - SIAM
Mathematical optimization has always been at the heart of engineering, statistics, and
economics. In these applied domains, optimization concepts and methods have often been …

Solving multi-leader–common-follower games

S Leyffer, T Munson - Optimisation Methods & Software, 2010 - Taylor & Francis
Multi-leader–common-follower games arise when modelling two or more competitive firms,
the leaders, that commit to their decisions prior to another group of competitive firms, the …

[图书][B] Uncertainty quantification in variational inequalities: theory, numerics, and applications

J Gwinner, B Jadamba, AA Khan, F Raciti - 2021 - taylorfrancis.com
Uncertainty Quantification (UQ) is an emerging and extremely active research discipline
which aims to quantitatively treat any uncertainty in applied models. The primary objective of …

An SOS1-based approach for solving MPECs with a natural gas market application

S Siddiqui, SA Gabriel - Networks and Spatial Economics, 2013 - Springer
This paper presents a new method for solving mathematical programs with equilibrium
constraints. The approach uses a transformation of the original problem via Schur's …

Collaborative strategy within China's emission trading scheme: Evidence from a tripartite evolutionary game model

X Zhang, X Guo, X Zhang - Journal of Cleaner Production, 2023 - Elsevier
Emission trading scheme (ETS) is considered as a tool to reduce emissions at a low cost,
which can effectively promote the carbon peak and carbon neutrality. As the main …

Solving discretely-constrained MPEC problems with applications in electric power markets

SA Gabriel, FU Leuthold - Energy Economics, 2010 - Elsevier
Many of the European energy markets are characterized by dominant players that own a
large share of their respective countries' generation capacities. In addition to that, there is a …

Generalized Nash equilibrium problems and Newton methods

F Facchinei, A Fischer, V Piccialli - Mathematical Programming, 2009 - Springer
The generalized Nash equilibrium problem, where the feasible sets of the players may
depend on the other players' strategies, is emerging as an important modeling tool …