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Operations Research, ISSN 0030-364X, 2/2016, Volume 64, Issue 1, pp. 17 - 31
We consider a market in which suppliers with asymmetric capacities and asymmetric marginal and fixed costs compete to satisfy a deterministic and inelastic... 
non-convexities | markets | pricing | energy | Markets | Energy | Non-convexities | Pricing | Convex programming | Mathematical optimization | Analysis | Cost (Economics)
Journal Article
IEEE Transactions on Power Systems, ISSN 0885-8950, 03/2017, Volume 32, Issue 2, pp. 1248 - 1259
This paper proposes a pricing scheme for the day-ahead market in power systems with a large percentage of renewable stochastic production. To clear the... 
Clearing prices | electricity market | market-clearing model | Stochastic processes | stochastic programming | Pricing | Production | Programming | Wind power generation | non-convexities | Mathematical model | Load modeling | PRICES | ENGINEERING, ELECTRICAL & ELECTRONIC
Journal Article
IEEE Transactions on Power Systems, ISSN 0885-8950, 07/2018, Volume 33, Issue 4, pp. 4634 - 4636
This letter considers a stochastic electricity market in which the uncertainty is handled using a proportional control law and chance security constraints. We... 
Power engineering | Uncertainty | Non-convexities | Pricing | Wind power generation | Electricity supply industry | Robustness | Generators | equilibrium conditions | OPTIMAL POWER-FLOW | ENGINEERING, ELECTRICAL & ELECTRONIC
Journal Article
European Journal of Operational Research, ISSN 0377-2217, 04/2015, Volume 242, Issue 2, pp. 580 - 593
We consider the optimization problem implementing current market rules for European day-ahead electricity markets. We propose improved algorithmic approaches... 
Integer programming | Large scale optimization | Auctions/bidding | OR in energy | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | PRICES | EQUILIBRIUM | POOL | NON-CONVEXITIES | Usage | Formulations | Algorithms | Electricity | Computation | Markets | Mathematical models | Decomposition | Optimization
Journal Article
IEEE Transactions on Power Systems, ISSN 0885-8950, 08/2012, Volume 27, Issue 3, pp. 1334 - 1342
Journal Article
Energy, ISSN 0360-5442, 10/2017, Volume 137, pp. 823 - 833
As part of the German transition towards a low-carbon economy, renewable energies are set to account for more than half of the gross electricity consumption by... 
Control reserve | Non-convexities | Electricity market | Equilibrium pricing | Renewable energies | Unit commitment model | Power plant flexibility | WIND | REQUIREMENTS | ENERGY & FUELS | MARKETS | THERMODYNAMICS | INTEGRATION | SOLAR POWER | Energy consumption | Nuclear energy | Stocks | Analysis | Solar energy | Green technology | Nuclear power plants | Electric power systems | Spot market
Journal Article
European Journal of Operational Research, ISSN 0377-2217, 09/2017, Volume 261, Issue 2, pp. 436 - 449
In many electricity markets, the market operator solves a social welfare maximization (SW) model to determine market prices and generation (and consumption)... 
Complementarity | OR in energy | Near equilibrium | Uplift | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | PRICES | AUCTION | NON-CONVEXITIES | Economics | Analysis
Journal Article
Advances in Intelligent Systems and Computing, ISSN 2194-5357, 2019, Volume 835, pp. 76 - 86
Conference Proceeding
Energy Economics, ISSN 0140-9883, 05/2019, Volume 80, pp. 123 - 131
Journal Article
Journal Article
IEEE Transactions on Power Systems, ISSN 0885-8950, 07/2016, Volume 31, Issue 4, pp. 2538 - 2545
Journal Article
European Journal of Operational Research, ISSN 0377-2217, 2011, Volume 214, Issue 2, pp. 411 - 417
► We propose a methodology to obtain a price for markets with non-convexities. ► Semi-Lagrangean and subgradient approaches are used in a simulated example to... 
Lagrangean relaxation | OR in energy | Non-convexities | Mathematical programming | UNIT COMMITMENT | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EQUILIBRIUM | RELAXATION | OR in energy Mathematical programming Non-convexities Lagrangean relaxation | Economics | Supply and demand | Electricity | Markets | Mathematical models | Cost engineering | Optimization | Marketing
Journal Article
Optimization and Engineering, ISSN 1389-4420, 9/2017, Volume 18, Issue 3, pp. 631 - 658
Journal Article
Economic Theory, ISSN 0938-2259, 4/2019, Volume 67, Issue 3, pp. 703 - 729
Journal Article
Games and Economic Behavior, ISSN 0899-8256, 03/2015, Volume 90, pp. 151 - 161
We consider the canonical non-cooperative multilateral bargaining game with a set of feasible payoffs that is closed and comprehensive from below, contains the... 
2 International | Non-convexities | GAMES | EQUATIONS | 8 NLT | NONCONVEX PROBLEMS | EXTENSION | Stationary subgame perfect equilibrium | STOCHASTIC-MODEL | Pure strategies | Bargaining | EQUILIBRIUM | Existence | ECONOMICS
Journal Article
Handbook of Economic Growth, ISSN 1574-0684, 2005, Volume 1, pp. 473 - 552
Growth theory has traditionally assumed the existence of an aggregate production function, whose existence and properties are closely tied to the assumption of... 
factor allocation | non-aggregative growth theory | non-convexities | aggregate production function
Conference Proceeding
EURO Journal on Computational Optimization, ISSN 2192-4406, 3/2017, Volume 5, Issue 1, pp. 263 - 284
Journal Article
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