Analysis of Quantized Double Auctions with Application to Competitive Electricity Markets

DOI10.3138/infor.48.4.239MaRDI QIDQ6102706

Peter E. Caines, Peng Jia

Publication date: 9 May 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

zbMATH Keywords

multi-agent systemscompetitive marketsdecentralized decisiondynamical double auctions

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (1)

Auction games for coordination of large-scale elastic loads in deregulated electricity markets

Cites Work

• Bidding under price uncertainty in multi-unit pay-as-bid procurement auctions for power systems reserve
• Vickrey-Clarke-Groves mechanisms and perfect competition
• Price formation in double auctions
• Analysis of a class of decentralized dynamical systems: rapid convergence and efficiency of dynamical quantized auctions
• On the rapid convergence of a class of decentralized decision processes: quantized progressive second-price auctions
• Incentive Efficiency of Double Auctions
• A steady-state model of the continuous double auction

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