5 citations · 7 across the 5 of their papers we have counts for
7 papers
Strategic Pricing in Electricity Markets with Pollution Constraints
Luce Brotcorne, Gaël Guillot, Alejandro Jofré +1
We introduce a new model for a regulated day-ahead type auction-based electrical market in which the system operator can measure and limit the producer's emissions when choosing it…
A proximal subgradient method for nonconvex stochastic optimization under the Kurdyka-Łojasiewicz condition
Felipe Atenas, Alejandro Jofré, Pedro Pérez-Aros +1
This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semico…
Investment and Operational Planning for electricity markets with massive entry of renewable energy
Nicolás Hernández-Santibáñez, Alejandro Jofré, Matías Vera
In wholesale electricity markets, electricity producers and the independent system operator (ISO) play a central role. The ISO is responsible for minimizing production costs while…
Reaching an equilibrium of prices and holdings of goods through direct buying and selling
J. Deride, A. Jofré, R. T. Rockafellar
The Walras approach to equilibrium focuses on the existence of market prices at which the total demands for goods are matched by the total supplies. Trading activities that might i…
Pollution regulation for electricity generators in a transmission network
Nicolás Hernández Santibáñez, Alejandro Jofré, Dylan Possamaï
In this paper we study a pollution regulation problem in an electricity market with a network structure. The market is ruled by an independent system operator (ISO for short) who h…
The Convergence Rates of Blockchain Mining Games: A Markovian Approach
Alejandro Jofré, Angel Pardo, David Salas +2
Understanding the strategic behavior of miners in a blockchain is of great importance for its proper operation. A common model for mining games considers an infinite time horizon,…
Variance-based stochastic extragradient methods with line search for stochastic variational inequalities
Alfredo Iusem, Alejandro Jofré, Roberto I. Oliveira +1
A dynamic sampled stochastic approximated (DS-SA) extragradient method for stochastic variational inequalities (SVI) is proposed that is \emph{robust} with respect to an unknown Li…