Geodesic
Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
ESAIM: Control, Optimisation and Calculus of Variations, Tome 18 (2012) no. 2, pp. 295-317

Voir la notice de l'article provenant de la source Numdam

We consider an equilibrium problem with equilibrium constraints (EPEC) arising from the modeling of competition in an electricity spot market (under ISO regulation). For a characterization of equilibrium solutions, so-called M-stationarity conditions are derived. This first requires a structural analysis of the problem, e.g., verifying constraint qualifications. Second, the calmness property of a certain multifunction has to be verified in order to justify using M-stationarity conditions. Third, for stating the stationarity conditions, the coderivative of a normal cone mapping has to be calculated. Finally, the obtained necessary conditions are made fully explicit in terms of the problem data for one typical constellation. A simple two-settlement example serves as an illustration.

DOI : 10.1051/cocv/2011003
Classification : 90C30, 49J53
Keywords: equilibrium problems with equilibrium constraints, epec, M-stationary solutions, electricity spot market, calmness 
@article{COCV_2012__18_2_295_0,
     author = {Henrion, Ren\'e and Outrata, Ji\v{r}{\'\i} and Surowiec, Thomas},
     title = {Analysis of {M-stationary} points to an {EPEC} modeling oligopolistic competition in an electricity spot market},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     pages = {295--317},
     publisher = {EDP-Sciences},
     volume = {18},
     number = {2},
     year = {2012},
     doi = {10.1051/cocv/2011003},
     mrnumber = {2954627},
     zbl = {1281.90056},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/cocv/2011003/}
}
TY  - JOUR
AU  - Henrion, René
AU  - Outrata, Jiří
AU  - Surowiec, Thomas
TI  - Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
JO  - ESAIM: Control, Optimisation and Calculus of Variations
PY  - 2012
SP  - 295
EP  - 317
VL  - 18
IS  - 2
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/cocv/2011003/
DO  - 10.1051/cocv/2011003
LA  - en
ID  - COCV_2012__18_2_295_0
ER  - 
%0 Journal Article
%A Henrion, René
%A Outrata, Jiří
%A Surowiec, Thomas
%T Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
%J ESAIM: Control, Optimisation and Calculus of Variations
%D 2012
%P 295-317
%V 18
%N 2
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/cocv/2011003/
%R 10.1051/cocv/2011003
%G en
%F COCV_2012__18_2_295_0
Henrion, René; Outrata, Jiří; Surowiec, Thomas. Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market. ESAIM: Control, Optimisation and Calculus of Variations, Tome 18 (2012) no. 2, pp. 295-317. doi: 10.1051/cocv/2011003

Cité par Sources :