Particle swarm optimization for computing Nash and Stackelberg equilibria in energy markets

DOI10.1007/s43069-020-00021-4zbMath1457.91279OpenAlexW3081382070MaRDI QIDQ2226473

Michael N. Vrahatis, Panagiotis Kontogiorgos, George P. Papavassilopoulos

Publication date: 8 February 2021

Published in: SN Operations Research Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s43069-020-00021-4

zbMATH Keywords

bilevel programmingoperations researchparticle swarm optimizationStackelbergNashenergy management systemenergy marketdemand responsemanagement science

Mathematics Subject Classification ID

Applications of game theory (91A80) Approximation methods and heuristics in mathematical programming (90C59) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Equilibrium refinements (91A11)

Uses Software

• GAMS

Cites Work

• Unnamed Item
• Recent approaches to global optimization problems through particle Swarm optimization
• Generalized Nash games and quasi-variational inequalities
• Practical bilevel optimization. Algorithms and applications
• A Stackelberg network game with a large number of followers
• Foundations of bilevel programming
• Computing Nash equilibria through computational intelligence methods
• Linear and nonlinear programming
• On LICQ and the uniqueness of Lagrange multipliers
• Parameter selection and adaptation in Unified Particle Swarm Optimization
• A Representation and Economic Interpretation of a Two-Level Programming Problem
• The complexity of satisfiability problems
• Generalized Nash equilibrium problems

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