Kramer, Anja; Krebs, Vanessa; Schmidt, Martin - In: Operations research perspectives 8 (2021), pp. 1-16
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 … competition and robustification, we derive algorithmically tractable convex optimization counterparts that have a clear …