Nash equilibrium as the minimum of a function. Application to electricity markets with large number of actors

被引：3

作者：

Beck, E. V. ^{[1
]}

Cherkaoui, R. ^{[1
]}

Minoia, A. ^{[1
]}

Ernst, D. ^{[2
]}

机构：

[1] EPFL STI LRE, Lausanne, Switzerland

[2] Supelec, Paris, France

来源：

2007 IEEE LAUSANNE POWERTECH, VOLS 1-5 | 2007年

关键词：

electricity market; Nash equilibrium computation; combinatorial optimization;

D O I：

10.1109/PCT.2007.4538424

中图分类号：

TE [石油、天然气工业]; TK [能源与动力工程];

学科分类号：

0807 ; 0820 ;

摘要：

We introduce in this paper a new approach for efficiently identifying Nash equilibria for games composed of large numbers of players having discrete and not too large strategy spaces. The approach is based on a characterization of Nash equilibria in terms of minima of a function and relies on stochastic optimization algorithms to find these minima. The approach is applied to compute Nash equilibria of some electricity markets and, based on the simulation results, its performances are discussed.

引用

页码：837 / +

页数：2

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