ELECTRICITY DAY-AHEAD MARKETS: COMPUTATION OF NASH EQUILIBRIA
ELECTRICITY DAY-AHEAD MARKETS: COMPUTATION OF NASH EQUILIBRIA
dc.contributor.author | Maria Margarida Carvalho | en |
dc.contributor.author | João Pedro Pedroso | en |
dc.contributor.author | João Tomé Saraiva | en |
dc.date.accessioned | 2017-12-14T09:30:33Z | |
dc.date.available | 2017-12-14T09:30:33Z | |
dc.date.issued | 2015 | en |
dc.description.abstract | 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. | en |
dc.identifier.uri | http://repositorio.inesctec.pt/handle/123456789/4016 | |
dc.identifier.uri | http://dx.doi.org/10.3934/jimo.2015.11.958 | en |
dc.language | eng | en |
dc.relation | 268 | en |
dc.relation | 5368 | en |
dc.relation | 4747 | en |
dc.rights | info:eu-repo/semantics/embargoedAccess | en |
dc.title | ELECTRICITY DAY-AHEAD MARKETS: COMPUTATION OF NASH EQUILIBRIA | en |
dc.type | article | en |
dc.type | Publication | en |
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