ELECTRICITY DAY-AHEAD MARKETS: COMPUTATION OF NASH EQUILIBRIA

被引：5
|
作者：
Carvalho, Margarida [1 ,2 ]
Pedroso, Joao Pedro [1 ,2 ]
Saraiva, Joao [3 ,4 ]
机构：
[1] Univ Porto, Fac Ciencias, P-4169007 Oporto, Portugal
[2] INESC TEC, P-4169007 Oporto, Portugal
[3] Univ Porto, Fac Engn, P-4200465 Oporto, Portugal
[4] INESC TEC, P-4200465 Oporto, Portugal
来源：
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2015年 / 11卷 / 03期
关键词：
Electricity market; Nash equilibria; adjustment process; relaxation algorithm; combinatorial optimization; auctions/bidding; BINARY EXPANSION APPROACH; OPTIMIZATION; SEARCH;
D O I：
10.3934/jimo.2015.11.958
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In a restructured electricity sector, day-ahead markets can be modeled as a game where some players - the producers - submit their proposals. To analyze the companies' behavior we have used the concept of Nash equilibrium as a solution in these multi-agent interaction problems. In this paper, we present new and crucial adaptations of two well-known mechanisms, the adjustment process and the relaxation algorithm, in order to achieve the goal of computing Nash equilibria. The advantages of these approaches are highlighted and compared with those available in the literature.
引用
收藏
页码：985 / 998
页数：14
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