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Dynamic oligopolistic games under uncertainty: A stochastic programming approach

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Cited by:

  1. S. Gabriel & J. Fuller, 2010. "A Benders Decomposition Method for Solving Stochastic Complementarity Problems with an Application in Energy," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 301-329, April.
  2. Parilina, Elena & Sedakov, Artem & Zaccour, Georges, 2017. "Price of anarchy in a linear-state stochastic dynamic game," European Journal of Operational Research, Elsevier, vol. 258(2), pages 790-800.
  3. Genc, Talat S. & Thille, Henry, 2011. "Investment in electricity markets with asymmetric technologies," Energy Economics, Elsevier, vol. 33(3), pages 379-387, May.
  4. Arnold Rivasplata R. & Raúl García C., 2018. "Dinámica de inversión y competencia en generación eléctrica en un escenario de liberalización en el Perú: La importancia de los contratos de largo plazo," Documentos de Trabajo / Working Papers 2018-457, Departamento de Economía - Pontificia Universidad Católica del Perú.
  5. Semmler, Willi & Di Bartolomeo, Giovanni & Minooei Fard, Behnaz & Braga, Joao Paulo, 2022. "Limit pricing and entry game of renewable energy firms into the energy sector," Structural Change and Economic Dynamics, Elsevier, vol. 61(C), pages 179-190.
  6. Zhaomiao Guo & Yueyue Fan, 2017. "A Stochastic Multi-agent Optimization Model for Energy Infrastructure Planning under Uncertainty in An Oligopolistic Market," Networks and Spatial Economics, Springer, vol. 17(2), pages 581-609, June.
  7. Elena M. Parilina & Georges Zaccour, 2017. "Node-Consistent Shapley Value for Games Played over Event Trees with Random Terminal Time," Journal of Optimization Theory and Applications, Springer, vol. 175(1), pages 236-254, October.
  8. Egging, Ruud & Holz, Franziska, 2016. "Risks in global natural gas markets: Investment, hedging and trade," Energy Policy, Elsevier, vol. 94(C), pages 468-479.
  9. Tahvonen, Olli & Quaas, Martin F. & Voss, Rüdiger, 2018. "Harvesting selectivity and stochastic recruitment in economic models of age-structured fisheries," Journal of Environmental Economics and Management, Elsevier, vol. 92(C), pages 659-676.
  10. Genc, Talat S. & Sen, Suvrajeet, 2008. "An analysis of capacity and price trajectories for the Ontario electricity market using dynamic Nash equilibrium under uncertainty," Energy Economics, Elsevier, vol. 30(1), pages 173-191, January.
  11. Abdessalem Abbassi & Ahlem Dakhlaoui & Lota D.Tamini, 2014. "Risk Aversion and Dynamic Games Between Hydroelectric Operators under Uncertainty," Cahiers de recherche CREATE 2014-4, CREATE.
  12. Pineau, Pierre-Olivier & Rasata, Hasina & Zaccour, Georges, 2011. "Impact of some parameters on investments in oligopolistic electricity markets," European Journal of Operational Research, Elsevier, vol. 213(1), pages 180-195, August.
  13. Janne Kettunen & Eissa Nematollahi & Yuriy Zinchenko, 2022. "Why do Energy Markets in Europe Rely on One Instrument?," Production and Operations Management, Production and Operations Management Society, vol. 31(4), pages 1473-1491, April.
  14. Egging, Ruud & Pichler, Alois & Kalvø, Øyvind Iversen & Walle–Hansen, Thomas Meyer, 2017. "Risk aversion in imperfect natural gas markets," European Journal of Operational Research, Elsevier, vol. 259(1), pages 367-383.
  15. Boyer, Marcel & Lasserre, Pierre & Moreaux, Michel, 2012. "A dynamic duopoly investment game without commitment under uncertain market expansion," International Journal of Industrial Organization, Elsevier, vol. 30(6), pages 663-681.
  16. Rossana Riccardi & Giorgia Oggioni & Elisabetta Allevi & Abdel Lisser, 2023. "Complementarity formulation of games with random payoffs," Computational Management Science, Springer, vol. 20(1), pages 1-32, December.
  17. Moritz Paulus, 2012. "How are investment decisions in the steam coal market affected by demand uncertainty and buyer-side market power?," EWI Working Papers 2012-3, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
  18. Filomena, Tiago Pascoal & Campos-Náñez, Enrique & Duffey, Michael Robert, 2014. "Technology selection and capacity investment under uncertainty," European Journal of Operational Research, Elsevier, vol. 232(1), pages 125-136.
  19. Buehler, Stefan & Burger, Anton & Ferstl, Robert, 2010. "The investment effects of price caps under imperfect competition: A note," Economics Letters, Elsevier, vol. 106(2), pages 92-94, February.
  20. Genc, Talat S., 2024. "Energy Transition and the role of new natural gas turbines for power production: The case of GT11N2 M generators," Energy Economics, Elsevier, vol. 131(C).
  21. Genc, Talat S. & De Giovanni, Pietro, 2018. "Optimal return and rebate mechanism in a closed-loop supply chain game," European Journal of Operational Research, Elsevier, vol. 269(2), pages 661-681.
  22. Guo, Zhaomiao & Fan, Yueyue, 2017. "A Stochastic Multi-Agent Optimization Model for Energy Infrastructure Planning Under Uncertainty and Competition," Institute of Transportation Studies, Working Paper Series qt89s5s8hn, Institute of Transportation Studies, UC Davis.
  23. Boyer, Marcel & Lasserre, Pierre & Moreaux, Michel, 2010. "A Dynamic Duopoly Investment Game under Uncertain Market Growth," TSE Working Papers 10-171, Toulouse School of Economics (TSE).
  24. Parilina, Elena M. & Zaccour, Georges, 2024. "Payment schemes for sustaining cooperation in dynamic games played over event trees," European Journal of Operational Research, Elsevier, vol. 313(3), pages 1200-1216.
  25. Colombo, Luca & Labrecciosa, Paola, 2021. "A stochastic differential game of duopolistic competition with sticky prices," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
  26. Genc, Talat S., 2017. "The impact of lead time on capital investments," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 142-164.
  27. Suvrajeet Sen & Lihua Yu & Talat Genc, 2006. "A Stochastic Programming Approach to Power Portfolio Optimization," Operations Research, INFORMS, vol. 54(1), pages 55-72, February.
  28. Elena M. Parilina & Georges Zaccour, 2022. "Sustainable Cooperation in Dynamic Games on Event Trees with Players’ Asymmetric Beliefs," Journal of Optimization Theory and Applications, Springer, vol. 194(1), pages 92-120, July.
  29. Gabriel, Steven A. & Zhuang, Jifang & Egging, Ruud, 2009. "Solving stochastic complementarity problems in energy market modeling using scenario reduction," European Journal of Operational Research, Elsevier, vol. 197(3), pages 1028-1040, September.
  30. Chen, Liang & Kettunen, Janne, 2017. "Is certainty in carbon policy better than uncertainty?," European Journal of Operational Research, Elsevier, vol. 258(1), pages 230-243.
  31. Pineda, Salvador & Boomsma, Trine K. & Wogrin, Sonja, 2018. "Renewable generation expansion under different support schemes: A stochastic equilibrium approach," European Journal of Operational Research, Elsevier, vol. 266(3), pages 1086-1099.
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