This paper mainly studies two topics: linear complementarity problems for modeling electricity market equilibria and optimization under uncertainty. We consider both perfectly competitive and Nash-Cournot models of electricity markets and study their robustifications using strict robustness and...

In the course of the energy transition, load and supply centers are growing apart in electricity markets worldwide, rendering regional price signals even more important to provide adequate locational investment incentives. This paper focuses on electricity markets that operate under a zonal...