期刊
OPERATIONS RESEARCH LETTERS
卷 46, 期 1, 页码 19-26出版社
ELSEVIER
DOI: 10.1016/j.orl.2017.10.011
关键词
Stochastic equilibrium; Stochastic programming; Risk averse equilibrium; Electricity markets
资金
- French embassy of New-Zealand
- France-New-Zealand friendship fund
- EDF
We discuss risked competitive partial equilibrium in a setting in which agents are endowed with coherent risk measures. In contrast to social planning models, we show by example that risked equilibria are not unique, even when agents' objective functions are strictly concave. We also show that standard computational methods find only a subset of the equilibria, even with multiple starting points. (C) 2017 Elsevier B.V. All rights reserved.
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