• Nash equilibrium in strategic bidding: a binary expansion approach 

      Nobrega Barroso, Luiz Augusto; Carneiro, Rafael Dix; Granville, Sergio; Veiga Pereira, Mario; Fampa, Márcia Helena C. (01/05/2006)
      This paper presents a mixed integer linear programming solution approach for the equilibrium problem with equilibrium constraints (EPEC) problem of finding the Nash equilibrium (NE) in strategic bidding in short-term ...
    • Strategic bidding under uncertainty: a binary expansion approach 

      Veiga Pereira, Mario; Granville, Sergio; Fampa, Márcia Helena C.; Carneiro, Rafael Dix; Nobrega Barroso, Luiz Augusto (01/02/2005)
      This work presents a binary expansion (BE) solution approach to the problem of strategic bidding under uncertainty in short-term electricity markets. The BE scheme is used to transform the products of variables in the ...