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Nash equilibrium in strategic bidding: a binary expansion approach

dc.contributor.authorNobrega Barroso, Luiz Augustoes-ES
dc.contributor.authorCarneiro, Rafael Dixes-ES
dc.contributor.authorGranville, Sergioes-ES
dc.contributor.authorVeiga Pereira, Marioes-ES
dc.contributor.authorFampa, Márcia Helena C.es-ES
dc.date.accessioned2016-06-28T03:06:12Z
dc.date.available2016-06-28T03:06:12Z
dc.date.issued01/05/2006es_ES
dc.identifier.issn0885-8950es_ES
dc.identifier.urihttp://hdl.handle.net/11531/9728
dc.descriptionArtículos en revistases_ES
dc.description.abstractes-ES
dc.description.abstractThis 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.en-GB
dc.format.mimetypeapplication/pdfes_ES
dc.language.isoen-GBes_ES
dc.rightses_ES
dc.rights.uries_ES
dc.sourceRevista: IEEE Transactions on Power Systems, Periodo: 1, Volumen: 21, Número: 2, Página inicial: 629, Página final: 638es_ES
dc.titleNash equilibrium in strategic bidding: a binary expansion approaches_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.description.versioninfo:eu-repo/semantics/publishedVersiones_ES
dc.rights.accessRightsinfo:eu-repo/semantics/restrictedAccesses_ES
dc.keywordses-ES
dc.keywordsElectricity pool market, game theory, market models, mixed-integer linear programming (MILP), Nash equilibrium (NE). Ien-GB


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