decomposition algorithm) that allows us to deconstruct price series into the true efficient price and microstructure noise …

addition, the algorithm can be e ectively parallelized since the bottlenecks are matrix-matrix multiplications. Finally, we …

-called peer group games being non-negative additive games on a permission tree. We provide a polynomial time algorithm for …

oligopoly producers in two-stage zonal power markets. In part II of this paper, we propose a solution algorithm which decomposes … the proposed MILP model into several subproblems and solve them in parallel and iteratively. Our solution algorithm … and the proposed solution algorithm finds a representative SPNE in each subinterval. Each subinterval is independent from …