메뉴 건너뛰기




Volumn 4, Issue 2, 2010, Pages 268-280

Solving Cournot equilibriums with variational inequalities algorithms

Author keywords

[No Author keywords available]

Indexed keywords

COURNOT EQUILIBRIUM; COURNOT GAME; EXISTENCE AND UNIQUENESS; GLOBALLY CONVERGENT; JACOBIANS; MATRIX; NUMERICAL RESULTS; OPTIMISATIONS; SEARCHING DIRECTION; SUFFICIENT CONDITIONS; VARIATIONAL INEQUALITIES;

EID: 77953345123     PISSN: 17518687     EISSN: None     Source Type: Journal    
DOI: 10.1049/iet-gtd.2008.0344     Document Type: Article
Times cited : (5)

References (46)
  • 1
    • 0004168095 scopus 로고
    • Researches into mathematical principles of the theory of wealth
    • Cournot, A.A.: 'Researches into mathematical principles of the theory of wealth', 1838
    • (1838)
    • Cournot, A.A.1
  • 2
    • 0001526436 scopus 로고
    • Comparative statics for oligopoly
    • Dixit, A.: 'Comparative statics for oligopoly', Int. Econ. Rev., 1986, 27, p. 107-122
    • (1986) Int. Econ. Rev. , vol.27 , pp. 107-122
    • Dixit, A.1
  • 3
    • 0011501494 scopus 로고
    • Cournot oligopoly. Characterization and applications
    • Cambridge University Press
    • Daughety, A.F.: 'Cournot oligopoly. Characterization and applications', (Cambridge University Press 1988)
    • (1988)
    • Daughety, A.F.1
  • 4
    • 0004263862 scopus 로고    scopus 로고
    • Oligopoly pricing
    • The MIT Press
    • Vives, X.: 'Oligopoly pricing', (The MIT Press 1999)
    • (1999)
    • Vives, X.1
  • 5
    • 21144477290 scopus 로고
    • A test of competition in Canadian banking
    • Shaffer, S.: 'A test of competition in Canadian banking', J. Money, Credit Banking, 1993, 25, p. 49-61
    • (1993) J. Money, Credit Banking , vol.25 , pp. 49-61
    • Shaffer, S.1
  • 6
    • 10944270611 scopus 로고    scopus 로고
    • Competition and efficiency in a unified european banking market
    • Edward Elgar
    • Bikker, J.A.: 'Competition and efficiency in a unified european banking market', (Edward Elgar 2004)
    • (2004)
    • Bikker, J.A.1
  • 7
    • 77953345727 scopus 로고    scopus 로고
    • A spatial price oligopoly model for refined petroleum products: an application to a Brazilian case
    • Pompermayer, F.M. Florian, M. Leal, J.E.: 'A spatial price oligopoly model for refined petroleum products: an application to a Brazilian case', Comput. Econ. Finance, Soc. Comput. Econ., 2002, p. 172
    • (2002) Comput. Econ. Finance, Soc. Comput. Econ. , pp. 172
    • Pompermayer, F.M.1    Florian, M.2    Leal, J.E.3
  • 8
    • 85058923623 scopus 로고    scopus 로고
    • Games, information, and politics: applying game theoretic models to political science
    • University of Michigan Press
    • Gates, S. Humes, B.D. Homes, B.D.: 'Games, information, and politics: applying game theoretic models to political science', (University of Michigan Press 1997)
    • (1997)
    • Gates, S.1    Humes, B.D.2    Homes, B.D.3
  • 9
    • 10944274049 scopus 로고    scopus 로고
    • Electricity markets modelling trends
    • 10.1016/j.enpol.2003.10.013, 0301-4215
    • Ventosa, M. Baíllo, A. Ramos, A. Rivier, M.: 'Electricity markets modelling trends', Energy Policy, 2005, 33, (7), p. 897-913, 10.1016/j.enpol.2003.10.013, 0301-4215
    • (2005) Energy Policy , vol.33 , Issue.7 , pp. 897-913
    • Ventosa, M.1    Baíllo, A.2    Ramos, A.3    Rivier, M.4
  • 10
    • 0036699873 scopus 로고    scopus 로고
    • Oligopolistic competition in power networks: a conjectured supply function approach
    • 10.1109/TPWRS.2002.800900, 0885-8950
    • Day, C. Hobbs, B.F. Pang, J.S.: 'Oligopolistic competition in power networks: a conjectured supply function approach', IEEE Trans. Power Syst., 2002, 17, (3), p. 597-607, 10.1109/TPWRS.2002.800900, 0885-8950
    • (2002) IEEE Trans. Power Syst. , vol.17 , Issue.3 , pp. 597-607
    • Day, C.1    Hobbs, B.F.2    Pang, J.S.3
  • 11
    • 1142268940 scopus 로고    scopus 로고
    • Medium-term generation programming in competitive environments: a new optimisation approach for market equilibrium computing
    • Barquín, J. Centeno, E. Reneses, J.: 'Medium-term generation programming in competitive environments: a new optimisation approach for market equilibrium computing', IEE Proc. Gener. Trans. Distrib., 2004, 151, (1), p. 119-126
    • (2004) IEE Proc. Gener. Trans. Distrib. , vol.151 , Issue.1 , pp. 119-126
    • Barquín, J.1    Centeno, E.2    Reneses, J.3
  • 12
    • 25644453452 scopus 로고    scopus 로고
    • Application of possibility theory to robust Cournot equilibrium in electricity market
    • Campos, F.A. Villar, J. Barquín, J.: 'Application of possibility theory to robust Cournot equilibrium in electricity market', Probab. Eng. Inf. Sci., 2005, 19, (4), p. 519-531
    • (2005) Probab. Eng. Inf. Sci. , vol.19 , Issue.4 , pp. 519-531
    • Campos, F.A.1    Villar, J.2    Barquín, J.3
  • 13
    • 20044372188 scopus 로고    scopus 로고
    • Spatial oligopolistic electricity models with cournot players and regulators transmission prices
    • 0030-364X
    • Wei, J.Y. Smeers, Y.: 'Spatial oligopolistic electricity models with cournot players and regulators transmission prices', Oper. Res., 1999, 47, (1), p. 102-112, 0030-364X
    • (1999) Oper. Res. , vol.47 , Issue.1 , pp. 102-112
    • Wei, J.Y.1    Smeers, Y.2
  • 15
    • 0035340070 scopus 로고    scopus 로고
    • Linear complementary models of Nash-Cournot competition in bilateral and POOLCO power markets
    • 10.1109/59.918286, 0885-8950
    • Hobbs, B.F.: 'Linear complementary models of Nash-Cournot competition in bilateral and POOLCO power markets', IEEE Trans. Power Syst., 2001, 16, (2), p. 194-202, 10.1109/59.918286, 0885-8950
    • (2001) IEEE Trans. Power Syst. , vol.16 , Issue.2 , pp. 194-202
    • Hobbs, B.F.1
  • 16
    • 0010851429 scopus 로고    scopus 로고
    • Variational inequality models of restructured electricity systems
    • Ferris, M.C., Mangasarian, O.L., Pang, J.S., Kluwer Academic Publishers
    • Daxhelet, O. Smeers, Y.: 'Variational inequality models of restructured electricity systems', Ferris, M.C., Mangasarian, O.L., Pang, J.S., Complementary: applications, algorithms and extensions, (Kluwer Academic Publishers 2001)
    • (2001)
    • Daxhelet, O.1    Smeers, Y.2
  • 17
    • 77953334360 scopus 로고    scopus 로고
    • Modified projection-type methods for monotone variational inequalities
    • 0036-1399
    • Solodov, M.V. Tseng, P.: 'Modified projection-type methods for monotone variational inequalities', SIAM J. Appl. Math., 1996, 3, p. 28-41, 0036-1399
    • (1996) SIAM J. Appl. Math. , vol.3 , pp. 28-41
    • Solodov, M.V.1    Tseng, P.2
  • 18
    • 0012042293 scopus 로고    scopus 로고
    • A class of globally convergent algorithms for pseudomonotone variational inequalities
    • Ferris, O.L.M.a.J.-S.P.M.C., Kluwer Academic Publishers
    • Solodov, M.V.: 'A class of globally convergent algorithms for pseudomonotone variational inequalities', Ferris, O.L.M.a.J.-S.P.M.C., Complementarity: applications, algorithms and extensions, (Kluwer Academic Publishers 2001)
    • (2001)
    • Solodov, M.V.1
  • 19
    • 0034209905 scopus 로고    scopus 로고
    • Projection-splitting algorithms for monotone variational inequalities
    • 0898-1221
    • Noor, M.A.: 'Projection-splitting algorithms for monotone variational inequalities', Comput. Math. Appl., 2000, 39, p. 73-79, 0898-1221
    • (2000) Comput. Math. Appl. , vol.39 , pp. 73-79
    • Noor, M.A.1
  • 20
    • 0003761296 scopus 로고
    • Numerical methods for partial differential equations
    • Academic Press, New York
    • Ames, W.F.: 'Numerical methods for partial differential equations', (Academic Press, New York 1992)
    • (1992)
    • Ames, W.F.1
  • 21
    • 77953332450 scopus 로고    scopus 로고
    • A modified extragradient method for monotone variational inequalities
    • 0898-1221
    • Noor, M.A.: 'A modified extragradient method for monotone variational inequalities', Comput. Math. Appl., 1997, 26, p. 229-255, 0898-1221
    • (1997) Comput. Math. Appl. , vol.26 , pp. 229-255
    • Noor, M.A.1
  • 22
    • 0033118699 scopus 로고    scopus 로고
    • Some algorithms for general monotone mixed variational inequalities
    • 0895-7177
    • Noor, M.A.: 'Some algorithms for general monotone mixed variational inequalities', Math. Comput. Model., 1999, 29, (7), p. 1-9, 0895-7177
    • (1999) Math. Comput. Model. , vol.29 , Issue.7 , pp. 1-9
    • Noor, M.A.1
  • 23
    • 0000137290 scopus 로고
    • An interative method for solving variational inequality problems and network equilibrium problems
    • Sun, D.: 'An interative method for solving variational inequality problems and network equilibrium problems', Numer. Math.: J. Chin. Univ., 1994, 16, p. 145-153
    • (1994) Numer. Math.: J. Chin. Univ. , vol.16 , pp. 145-153
    • Sun, D.1
  • 24
    • 0030243756 scopus 로고    scopus 로고
    • Modified projection-type methods for monotone variational inequalities
    • 0363-0129
    • Solodov, M.V. Tseng, P.: 'Modified projection-type methods for monotone variational inequalities', SIAM J. Control Optim., 1996, 34, p. 1814-1830, 0363-0129
    • (1996) SIAM J. Control Optim. , vol.34 , pp. 1814-1830
    • Solodov, M.V.1    Tseng, P.2
  • 25
    • 34147214590 scopus 로고    scopus 로고
    • A nonmonotone semismooth inexact Newton method
    • Bonettini, S. Federica, T.: 'A nonmonotone semismooth inexact Newton method', Optim. Methods Softw., 2007, 22, (4), p. 637-657
    • (2007) Optim. Methods Softw. , vol.22 , Issue.4 , pp. 637-657
    • Bonettini, S.1    Federica, T.2
  • 26
    • 0036539282 scopus 로고    scopus 로고
    • A globally convergent smoothing Newton method for nonsmooth equations and its application to complementarity problems
    • 0926-6003
    • Taji, K. Miyamoto, M.: 'A globally convergent smoothing Newton method for nonsmooth equations and its application to complementarity problems', Comput. Optim. Appl., 2002, 22, (1), p. 81-101, 0926-6003
    • (2002) Comput. Optim. Appl. , vol.22 , Issue.1 , pp. 81-101
    • Taji, K.1    Miyamoto, M.2
  • 27
    • 14544305462 scopus 로고    scopus 로고
    • Modeling profit maximization in deregulated power markets by equilibrium constraints
    • 13th Trondheim, Norway
    • Ventosa, M. Ramos, A. Rivier, M.: 'Modeling profit maximization in deregulated power markets by equilibrium constraints', 13th Power Systems Computation Conf. (PSCC'99), Trondheim, Norway 1999
    • (1999) Power Systems Computation Conf. (PSCC'99)
    • Ventosa, M.1    Ramos, A.2    Rivier, M.3
  • 28
    • 0344704362 scopus 로고
    • Finite-dimensional variational inequality and nonlinear complementary problems: a survey of theory, algorithms and applications
    • 0025-5610
    • Harker, P.T. Pang, J.S.: 'Finite-dimensional variational inequality and nonlinear complementary problems: a survey of theory, algorithms and applications', Math. Program., 1990, 48, (2), p. 161-220, 0025-5610
    • (1990) Math. Program. , vol.48 , Issue.2 , pp. 161-220
    • Harker, P.T.1    Pang, J.S.2
  • 29
    • 47149088992 scopus 로고    scopus 로고
    • Variational inequalities for solving possibilistic risk-averse electricity market equilibrium
    • Campos, F.A. Villar, J. Barquín, J. Reneses, J.: 'Variational inequalities for solving possibilistic risk-averse electricity market equilibrium', IET Gener. Trans. Distrib., 2008, 2, (5), p. 632-645
    • (2008) IET Gener. Trans. Distrib. , vol.2 , Issue.5 , pp. 632-645
    • Campos, F.A.1    Villar, J.2    Barquín, J.3    Reneses, J.4
  • 30
    • 0001689723 scopus 로고
    • A new proof of the existence and uniqueness of the cournot equilibrium
    • Szidarovszky, F. Yakowitz, S.: 'A new proof of the existence and uniqueness of the cournot equilibrium', Int. Econ. Rev., 1977, 18, (3), p. 787-789
    • (1977) Int. Econ. Rev. , vol.18 , Issue.3 , pp. 787-789
    • Szidarovszky, F.1    Yakowitz, S.2
  • 31
    • 0002623803 scopus 로고
    • On the existence of Cournot equilibrium
    • Novshek, W.: 'On the existence of Cournot equilibrium', Rev. Econ. Stud., 1985, 52, (1), p. 85-98
    • (1985) Rev. Econ. Stud. , vol.52 , Issue.1 , pp. 85-98
    • Novshek, W.1
  • 32
    • 0001168886 scopus 로고
    • Necessary and sufficient conditions for uniqueness of a Cournot equilibrium
    • Kolstad, C.D. Mathiesen, L.: 'Necessary and sufficient conditions for uniqueness of a Cournot equilibrium', Rev. Econ. Stud., 1987, 54, (4), p. 681-690
    • (1987) Rev. Econ. Stud. , vol.54 , Issue.4 , pp. 681-690
    • Kolstad, C.D.1    Mathiesen, L.2
  • 33
    • 0242460285 scopus 로고
    • Computing Cournot-Nash equilibria
    • 0030-364X
    • Kolstad, C.D. Mathiesen, L.: 'Computing Cournot-Nash equilibria', Oper. Res., 1991, 39, (5), p. 739-748, 0030-364X
    • (1991) Oper. Res. , vol.39 , Issue.5 , pp. 739-748
    • Kolstad, C.D.1    Mathiesen, L.2
  • 34
    • 77953349260 scopus 로고    scopus 로고
    • A methodology to develop optimal schedules and offer strategies for a generation company operating in a short-term electricity market 2002, PhD, Pontificia Comillas de Madrid
    • Baíllo, A.: 'A methodology to develop optimal schedules and offer strategies for a generation company operating in a short-term electricity market', 2002, PhD, Pontificia Comillas de Madrid
    • Baíllo, A.1
  • 35
    • 33947647934 scopus 로고    scopus 로고
    • Nonlinear programming: analysis and methods
    • Dover Publishing
    • Mordecai, A.: 'Nonlinear programming: analysis and methods', (Dover Publishing 2003)
    • (2003)
    • Mordecai, A.1
  • 36
    • 0345139764 scopus 로고
    • A spatial Nash equilibrium model
    • Springer-Verlag, Berlin
    • Hashimoto, H.: 'A spatial Nash equilibrium model', Spatial price equilibrium: advances in theory, computation and application, (Springer-Verlag, Berlin 1985), p. 20-40
    • (1985) , pp. 20-40
    • Hashimoto, H.1
  • 37
    • 0035309381 scopus 로고    scopus 로고
    • Oligopoly electricity market production under incomplete information
    • 10.1109/39.916353, 0272-1724
    • Wen, F.S. David, A.K.: 'Oligopoly electricity market production under incomplete information', IEEE Power Eng. Rev., 2001, 21, (4), p. 58-61, 10.1109/39.916353, 0272-1724
    • (2001) IEEE Power Eng. Rev. , vol.21 , Issue.4 , pp. 58-61
    • Wen, F.S.1    David, A.K.2
  • 38
    • 1642368365 scopus 로고    scopus 로고
    • Generation capacity expansion in imperfectly competitive restructured electricity markets
    • Université Catholique de Louvain, Belgium
    • Murphy, F.H. Smeers, Y.: 'Generation capacity expansion in imperfectly competitive restructured electricity markets', Center for Operations Research and Econometrics (CORE) - Discussion Paper 2002/69, (Université Catholique de Louvain, Belgium 2002)
    • (2002)
    • Murphy, F.H.1    Smeers, Y.2
  • 39
    • 0042389434 scopus 로고    scopus 로고
    • Conjectural variation based bidding strategy in spot markets: fundamentals and comparison with classical game theoretical bidding strategies
    • 10.1016/S0378-7796(03)00042-7, 0378-7796
    • Song, Y. Ni, Y. Wen, F.S. Hou, Z. Wu, F.F.: 'Conjectural variation based bidding strategy in spot markets: fundamentals and comparison with classical game theoretical bidding strategies', Electr. Power Syst. Res., 2003, 67, p. 45-51, 10.1016/S0378-7796(03)00042-7, 0378-7796
    • (2003) Electr. Power Syst. Res. , vol.67 , pp. 45-51
    • Song, Y.1    Ni, Y.2    Wen, F.S.3    Hou, Z.4    Wu, F.F.5
  • 40
    • 33947325148 scopus 로고    scopus 로고
    • Strategic analysis of electricity markets under uncertainty: a conjectured-price-response approach
    • 10.1109/TPWRS.2006.887890, 0885-8950
    • Centeno, E. Reneses, J. Barquín, J.: 'Strategic analysis of electricity markets under uncertainty: a conjectured-price-response approach', IEEE Trans. Power Syst., 2007, 22, (1), p. 423-432, 10.1109/TPWRS.2006.887890, 0885-8950
    • (2007) IEEE Trans. Power Syst. , vol.22 , Issue.1 , pp. 423-432
    • Centeno, E.1    Reneses, J.2    Barquín, J.3
  • 41
    • 0012091043 scopus 로고    scopus 로고
    • Combined relaxation methods for variational inequalities
    • Springer
    • Konnov, I.: 'Combined relaxation methods for variational inequalities', (Springer 2001)
    • (2001)
    • Konnov, I.1
  • 42
    • 77953331976 scopus 로고    scopus 로고
    • A convergent algorithm for the multimodal traffic equilibrium problem
    • Le Chesnay Cedex, France
    • Winter, L.: 'A convergent algorithm for the multimodal traffic equilibrium problem', (Le Chesnay Cedex, France 2001)
    • (2001)
    • Winter, L.1
  • 43
    • 0003451149 scopus 로고
    • Nonlinear programming: secuencial unconstrained minimization techniques
    • Wiley, New York Reprinted by SIAM publications (1990)
    • Fiacco, A.V. McCormick, G.P.: 'Nonlinear programming: secuencial unconstrained minimization techniques', (Wiley, New York 1968),Reprinted by SIAM publications (1990)
    • (1968)
    • Fiacco, A.V.1    McCormick, G.P.2
  • 44
    • 0001922641 scopus 로고
    • A class of gap functions for variational inequalities
    • 0025-5610
    • Larsson, T. Patriksson, M.: 'A class of gap functions for variational inequalities', Math. Program., 1994, 64, p. 53-79, 0025-5610
    • (1994) Math. Program. , vol.64 , pp. 53-79
    • Larsson, T.1    Patriksson, M.2
  • 45
    • 0037808796 scopus 로고    scopus 로고
    • Finite-dimensional variational inequalities and complementarity problems
    • Springer, New York
    • Facchinei, F. Pang, J.S.: 'Finite-dimensional variational inequalities and complementarity problems', (Springer, New York 2003)
    • (2003)
    • Facchinei, F.1    Pang, J.S.2
  • 46
    • 77953331813 scopus 로고    scopus 로고
    • Modelo posibilista del mercado de energía eléctrica a medio plazo en un entorno liberalizado 2005, PhD, Universidad Pontificia Comillas
    • Campos, F.A.: 'Modelo posibilista del mercado de energía eléctrica a medio plazo en un entorno liberalizado', 2005, PhD, Universidad Pontificia Comillas
    • Campos, F.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.