Stochastic network equilibrium search with applications in the gas transportation model of Russia

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We suggest an equilibrium search methodology under uncertainty conditions using the example of gas transportation model of Russia. This model includes gas producers and consumers that are joined by the network. Two-stage approach to finding the network equilibrium is described in details. For the first stage we investigate the method of demand and supply functions forming for gas consumers and producers that let us to find the equilibrium price as well as production and consumption volumes of gas. On the second stage we formulate a problem of finding the optimal plan of gas transportation with the network constraints. Then we add to our model the case of demand uncertainty and state a problem of finding the stochastic equilibrium in the gas transportation model. Gas production volume and price which provide demand satisfaction with specified probability is determined in our model. Described method of finding the stochastic equilibrium is applied to the gas transportation model of Russia. Results of numerical calculations are also given in this paper.

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Stochastic equilibrium, network model, chance constraints convex optimization problem

Короткий адрес: https://sciup.org/148177551

IDR: 148177551

Список литературы Stochastic network equilibrium search with applications in the gas transportation model of Russia

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