Electricity day-ahead markets: computation of Nash equilibria

DOI10.3934/JIMO.2015.11.985zbMATH Open1422.91566OpenAlexW2314815869MaRDI QIDQ2514701FDOQ2514701

Authors: Margarida Carvalho, João Pedro Pedroso, João Saraiva 

Publication date: 3 February 2015

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2015.11.985

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zbMATH Keywords

combinatorial optimizationelectricity marketNash equilibriaauctions/biddingrelaxation algorithmadjustment process

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• A particle swarm pattern search method for bound constrained global optimization
• Generalized Nash equilibrium problems
• Mathematical programming and electricity markets. (With comments and rejoinder)

Cited In (8)

• A real-time pricing scheme considering load uncertainty and price competition in smart grid market
• The hybrid proximal decomposition method applied to the computation of a Nash equilibrium for hydrothermal electricity markets
• Electricity market equilibrium under information asymmetry
• Title not available (Why is that?)
• Extensions for Benders cuts and new valid inequalities for solving the European day-ahead electricity market clearing problem efficiently
• Title not available (Why is that?)
• Peer-to-peer electricity market analysis: from variational to generalized Nash equilibrium
• Revisiting minimum profit conditions in uniform price day-ahead electricity auctions

Uses Software

• PSwarm
• NIRA-3

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