Semi-Lagrangean approach for price discovery in markets with non-convexities

European Journal of Operational Research

Volumn 214, Issue 2, 2011, Pages 411-417

  Araoz, Veronica ^a   Jörnsten, Kurt ^a  

^a NORWEGIAN SCHOOL OF ECONOMICS   (Norway)

Author keywords

Lagrangean relaxation; Mathematical programming; Non convexities; OR in energy

Indexed keywords

CENTRAL SYSTEMS; COMPETITIVE EQUILIBRIUM; COST STRUCTURE; DEMAND AND SUPPLY; ECONOMIC MODELS; ECONOMIC THEORIES; ELECTRICITY MARKET; ELECTRICITY POOL MARKETS; ELECTRICITY PRODUCERS; EQUILIBRIUM PRICE; GENERATING UNIT; INTEGRALITY GAPS; LAGRANGEAN RELAXATION; MARKET CLEARING PRICE; MINING COST; NON-CONVEXITIES; OPERATIONAL CONSTRAINTS; OPTIMAL SOLUTIONS; OR IN ENERGY; PRICE DISCOVERY; SIDE-PAYMENTS; SUPPLY AND DEMAND; TOTAL COSTS;

COMMERCE; ECONOMICS; ELECTRIC UTILITIES; ELECTRICITY; LAKES; MATHEMATICAL OPERATORS; MATHEMATICAL PROGRAMMING; PROFITABILITY;

COSTS;

EID: 79959744338     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2011.05.009     Document Type: Article

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