IDEAS home Printed from https://ideas.repec.org/a/hin/jnlmpe/286083.html
   My bibliography  Save this article

The Natural Gas Cash-Out Problem: A Bilevel Optimal Control Approach

Author

Listed:
  • Vyacheslav V. Kalashnikov
  • Francisco Benita
  • Patrick Mehlitz

Abstract

The aim of this paper is threefold: first, it formulates the natural gas cash-out problem as a bilevel optimal control problem (BOCP); second, it provides interesting theoretical results about Pontryagin-type optimality conditions for a general BOCP where the upper level boasts a Mayer-type cost function and pure state constraints, while the lower level is a finite-dimensional mixed-integer programming problem with exactly one binary variable; and third, it applies these theoretical results in order to find possible local minimizers of the natural gas cash-out problem.

Suggested Citation

  • Vyacheslav V. Kalashnikov & Francisco Benita & Patrick Mehlitz, 2015. "The Natural Gas Cash-Out Problem: A Bilevel Optimal Control Approach," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-17, October.
    • Handle: RePEc:hin:jnlmpe:286083
    DOI: 10.1155/2015/286083
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/MPE/2015/286083.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/MPE/2015/286083.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2015/286083?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Markus Friedemann & Felix Harder & Gerd Wachsmuth, 2023. "Finding global solutions of some inverse optimal control problems using penalization and semismooth Newton methods," Journal of Global Optimization, Springer, vol. 86(4), pages 1025-1061, August.
    2. Çalcı, Baturay & Leibowicz, Benjamin D. & Bard, Jonathan F. & Jayadev, Gopika G., 2024. "A bilevel approach to multi-period natural gas pricing and investment in gas-consuming infrastructure," Energy, Elsevier, vol. 303(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnlmpe:286083. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.