-
Previous Article
Barzilai-Borwein-like methods for the extreme eigenvalue problem
- JIMO Home
- This Issue
-
Next Article
Optimization of capital structure in real estate enterprises
Electricity day-ahead markets: Computation of Nash equilibria
1. | Faculdade de Ciências, Universidade do Porto and INESC TEC, Rua do Campo Alegre, 4169-007 Porto, Portugal, Portugal |
2. | Faculdade de Engenharia, Universidade do Porto and INESC TEC, Rua Dr. Roberto Frias, 4200 - 465 Porto, Portugal |
References:
[1] |
P. Bajpai and S. N. Singh, Fuzzy adaptive particle swarm optimization for bidding strategy in uniform price spot market,, Power Systems, 22 (2007), 2152.
doi: 10.1109/TPWRS.2007.907445. |
[2] |
A. G. Bakirtzis, N. P. Ziogos, A. C. Tellidou and G. A. Bakirtzis, Electricity producer offering strategies in day-ahead energy market with step-wise offers,, Power Systems, 22 (2007), 1804.
doi: 10.1109/TPWRS.2007.907536. |
[3] |
T. Barforoushi, M. P. Moghaddam, M. H. Javidi and M. K. Sheikh-El-Eslami, Evaluation of regulatory impacts on dynamic behavior of investments in electricity markets: A new hybrid dp/game framework,, Power Systems, 25 (2010), 1978.
doi: 10.1109/TPWRS.2010.2049034. |
[4] |
L. A. Barroso, R. D. Carneiro, S. Granville, M. V. Pereira and M. H. C. Fampa, Nash equilibrium in strategic bidding: A binary expansion approach,, Power Systems, 21 (2006), 629.
doi: 10.1109/TPWRS.2006.873127. |
[5] |
M. Carvalho, J. P. Pedroso and J. Saraiva, Nash equilibria in electricity markets,, In The Proceedings of the VII ALIO/EURO Workshop on Applied Combinatorial Optimization, (2011), 153. Google Scholar |
[6] |
A. Conejo and F. Prieto, Mathematical programming and electricity markets,, TOP, 9 (2001), 1.
doi: 10.1007/BF02579062. |
[7] |
J. Contreras, M. Klusch and J. B. Krawczyk, Numerical solutions to Nash-Cournot equilibria in coupled constraint electricity markets,, Power Systems, 19 (2004), 195.
doi: 10.1109/TPWRS.2003.820692. |
[8] |
F. Facchinei and C. Kanzow, Generalized Nash equilibrium problems,, 4OR: A Quarterly Journal of Operations Research, 5 (2007), 173.
doi: 10.1007/s10288-007-0054-4. |
[9] |
D. Fudenberg and J. Tirole, Game Theory,, MIT Press, (1996).
|
[10] |
B. A. Gomes, Simulador dos operadores de mercado e sistema num mercado de energia eléctrica considerando restriçøes intertemporais,, Master's thesis, (2005). Google Scholar |
[11] |
E. Hasan and F. D. Galiana, Fast computation of pure strategy Nash equilibria in electricity markets cleared by merit order,, Power Systems, 25 (2010), 722.
doi: 10.1109/TPWRS.2009.2037153. |
[12] |
B. F. Hobbs, C. B. Metzler and J. -S. Pang, Strategic gaming analysis for electric power systems: An MPEC approach,, Power Systems, 15 (2000), 638.
doi: 10.1109/59.867153. |
[13] |
J. Krawczyk and J. Zuccollo, Nira-3: An improved Matlab package for finding Nash equilibria in infinite games,, Computational Economics, 5 (2006). Google Scholar |
[14] |
K. Lee and R. Baldick, Tuning of discretization in bimatrix game approach to power system market analysis,, Power Engineering Review, 22 (2002).
doi: 10.1109/MPER.2002.4311811. |
[15] |
M. V. Pereira, S. Granville, M. H. C. Fampa, R. Dix and L. A. Barroso, Strategic bidding under uncertainty: A binary expansion approach,, Power Systems, 20 (2005), 180.
doi: 10.1109/TPWRS.2004.840397. |
[16] |
D. Pozo and J. Contreras, Finding multiple Nash equilibria in pool-based markets: A stochastic EPEC approach,, Power Systems, 26 (2011), 1744.
doi: 10.1109/TPWRS.2010.2098425. |
[17] |
D. Pozo, J. Contreras, Á. Caballero and A. de Andrés, Long-term Nash equilibria in electricity markets,, Electric Power Systems Research, 81 (2011), 329.
doi: 10.1016/j.epsr.2010.09.008. |
[18] |
J. Saraiva, J. P. da Silva and M. P. de Leão, Mercados de Electricidade - Regulaçcão de Tarifação de Uso das Redes,, FEUPedições, (2002). Google Scholar |
[19] |
Y. S. Son and R. Baldick, Hybrid coevolutionary programming for Nash equilibrium search in games with local optima,, Evolutionary Computation, 8 (2004), 305.
doi: 10.1109/TEVC.2004.832862. |
[20] |
A. Vaz and L. Vicente, A particle swarm pattern search method for bound constrained global optimization,, Journal of Global Optimization, 39 (2007), 197.
doi: 10.1007/s10898-007-9133-5. |
show all references
References:
[1] |
P. Bajpai and S. N. Singh, Fuzzy adaptive particle swarm optimization for bidding strategy in uniform price spot market,, Power Systems, 22 (2007), 2152.
doi: 10.1109/TPWRS.2007.907445. |
[2] |
A. G. Bakirtzis, N. P. Ziogos, A. C. Tellidou and G. A. Bakirtzis, Electricity producer offering strategies in day-ahead energy market with step-wise offers,, Power Systems, 22 (2007), 1804.
doi: 10.1109/TPWRS.2007.907536. |
[3] |
T. Barforoushi, M. P. Moghaddam, M. H. Javidi and M. K. Sheikh-El-Eslami, Evaluation of regulatory impacts on dynamic behavior of investments in electricity markets: A new hybrid dp/game framework,, Power Systems, 25 (2010), 1978.
doi: 10.1109/TPWRS.2010.2049034. |
[4] |
L. A. Barroso, R. D. Carneiro, S. Granville, M. V. Pereira and M. H. C. Fampa, Nash equilibrium in strategic bidding: A binary expansion approach,, Power Systems, 21 (2006), 629.
doi: 10.1109/TPWRS.2006.873127. |
[5] |
M. Carvalho, J. P. Pedroso and J. Saraiva, Nash equilibria in electricity markets,, In The Proceedings of the VII ALIO/EURO Workshop on Applied Combinatorial Optimization, (2011), 153. Google Scholar |
[6] |
A. Conejo and F. Prieto, Mathematical programming and electricity markets,, TOP, 9 (2001), 1.
doi: 10.1007/BF02579062. |
[7] |
J. Contreras, M. Klusch and J. B. Krawczyk, Numerical solutions to Nash-Cournot equilibria in coupled constraint electricity markets,, Power Systems, 19 (2004), 195.
doi: 10.1109/TPWRS.2003.820692. |
[8] |
F. Facchinei and C. Kanzow, Generalized Nash equilibrium problems,, 4OR: A Quarterly Journal of Operations Research, 5 (2007), 173.
doi: 10.1007/s10288-007-0054-4. |
[9] |
D. Fudenberg and J. Tirole, Game Theory,, MIT Press, (1996).
|
[10] |
B. A. Gomes, Simulador dos operadores de mercado e sistema num mercado de energia eléctrica considerando restriçøes intertemporais,, Master's thesis, (2005). Google Scholar |
[11] |
E. Hasan and F. D. Galiana, Fast computation of pure strategy Nash equilibria in electricity markets cleared by merit order,, Power Systems, 25 (2010), 722.
doi: 10.1109/TPWRS.2009.2037153. |
[12] |
B. F. Hobbs, C. B. Metzler and J. -S. Pang, Strategic gaming analysis for electric power systems: An MPEC approach,, Power Systems, 15 (2000), 638.
doi: 10.1109/59.867153. |
[13] |
J. Krawczyk and J. Zuccollo, Nira-3: An improved Matlab package for finding Nash equilibria in infinite games,, Computational Economics, 5 (2006). Google Scholar |
[14] |
K. Lee and R. Baldick, Tuning of discretization in bimatrix game approach to power system market analysis,, Power Engineering Review, 22 (2002).
doi: 10.1109/MPER.2002.4311811. |
[15] |
M. V. Pereira, S. Granville, M. H. C. Fampa, R. Dix and L. A. Barroso, Strategic bidding under uncertainty: A binary expansion approach,, Power Systems, 20 (2005), 180.
doi: 10.1109/TPWRS.2004.840397. |
[16] |
D. Pozo and J. Contreras, Finding multiple Nash equilibria in pool-based markets: A stochastic EPEC approach,, Power Systems, 26 (2011), 1744.
doi: 10.1109/TPWRS.2010.2098425. |
[17] |
D. Pozo, J. Contreras, Á. Caballero and A. de Andrés, Long-term Nash equilibria in electricity markets,, Electric Power Systems Research, 81 (2011), 329.
doi: 10.1016/j.epsr.2010.09.008. |
[18] |
J. Saraiva, J. P. da Silva and M. P. de Leão, Mercados de Electricidade - Regulaçcão de Tarifação de Uso das Redes,, FEUPedições, (2002). Google Scholar |
[19] |
Y. S. Son and R. Baldick, Hybrid coevolutionary programming for Nash equilibrium search in games with local optima,, Evolutionary Computation, 8 (2004), 305.
doi: 10.1109/TEVC.2004.832862. |
[20] |
A. Vaz and L. Vicente, A particle swarm pattern search method for bound constrained global optimization,, Journal of Global Optimization, 39 (2007), 197.
doi: 10.1007/s10898-007-9133-5. |
[1] |
Junichi Minagawa. On the uniqueness of Nash equilibrium in strategic-form games. Journal of Dynamics & Games, 2020, 7 (2) : 97-104. doi: 10.3934/jdg.2020006 |
[2] |
J. Frédéric Bonnans, Justina Gianatti, Francisco J. Silva. On the convergence of the Sakawa-Shindo algorithm in stochastic control. Mathematical Control & Related Fields, 2016, 6 (3) : 391-406. doi: 10.3934/mcrf.2016008 |
[3] |
Feng Luo. A combinatorial curvature flow for compact 3-manifolds with boundary. Electronic Research Announcements, 2005, 11: 12-20. |
[4] |
Demetres D. Kouvatsos, Jumma S. Alanazi, Kevin Smith. A unified ME algorithm for arbitrary open QNMs with mixed blocking mechanisms. Numerical Algebra, Control & Optimization, 2011, 1 (4) : 781-816. doi: 10.3934/naco.2011.1.781 |
[5] |
Ardeshir Ahmadi, Hamed Davari-Ardakani. A multistage stochastic programming framework for cardinality constrained portfolio optimization. Numerical Algebra, Control & Optimization, 2017, 7 (3) : 359-377. doi: 10.3934/naco.2017023 |
[6] |
Luke Finlay, Vladimir Gaitsgory, Ivan Lebedev. Linear programming solutions of periodic optimization problems: approximation of the optimal control. Journal of Industrial & Management Optimization, 2007, 3 (2) : 399-413. doi: 10.3934/jimo.2007.3.399 |
[7] |
Hong Seng Sim, Wah June Leong, Chuei Yee Chen, Siti Nur Iqmal Ibrahim. Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization. Numerical Algebra, Control & Optimization, 2018, 8 (3) : 377-387. doi: 10.3934/naco.2018024 |
2019 Impact Factor: 1.366
Tools
Metrics
Other articles
by authors
[Back to Top]