Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/11531/9728
Título : Nash equilibrium in strategic bidding: a binary expansion approach
Autor : Nobrega Barroso, Luiz Augusto
Carneiro, Rafael Dix
Granville, Sergio
Veiga Pereira, Mario
Fampa, Márcia Helena C.
Fecha de publicación :  1
Resumen : 
This paper presents a mixed integer linear programming solution approach for the equilibrium problem with equilibrium constraints (EPEC) problem of finding the Nash equilibrium (NE) in strategic bidding in short-term electricity markets. A binary expansion (BE) scheme is used to transform the nonlinear, nonconvex, NE problem into a mixed integer linear problem (MILP), which can be solved by commercially available computational systems. The BE scheme can be applicable to Cournot, Bertrand, or joint price/quantity bidding models. The approach is illustrated in case studies with configurations derived from the 95-GW Brazilian system, including unit-commitment decisions to the price-maker agents.
Descripción : Artículos en revistas
URI : http://hdl.handle.net/11531/9728
ISSN : 0885-8950
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