On M-stationary Points for a Stochastic Equilibrium Problem under Equilibrium Constraints in Electricity Spot Market Modeling

@inproceedings{Henrion2007OnMP,
  title={On M-stationary Points for a Stochastic Equilibrium Problem under Equilibrium Constraints in Electricity Spot Market Modeling},
  author={Ren{\'e} Henrion and Werner R{\"o}misch},
  year={2007}
}
Abstract. Modeling several competitive leaders and followers acting in an electricity market leads to coupled systems of mathematical programs with equilibrium constraints, called equilibrium problems with equilibrium constraints (EPECs). We consider a simplified model for competition in electricity markets under uncertainty of demand in an electricity network as a (stochastic) multi-leader-follower game. First order necessary conditions are developed for the corresponding stochastic EPEC based… CONTINUE READING
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