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Journal Article

Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market

Henrion R., Outrata Jiří, Surowiec T.

: ESAIM-Control Optimisation and Calculus of Variations vol.18, 2 (2012), p. 295-317

: GA201/09/1957, GA ČR

: Equilibrium problems with equilibrium constraints, EPEC, M-stationary solutions, electricity spot market, calmness

: 10.1051/cocv/2011003

: http://library.utia.cas.cz/separaty/2012/MTR/outrata-analysis of m-stationary points to an epec modeling oligopolistic competition in an electricity spot market.pdf

(eng): 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.

: BA

07.01.2019 - 08:39