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Computation of extremal-nash equilibria in a wholesale power market using a single-stage MILP
KTH, School of Electrical Engineering (EES), Electric Power Systems.
2012 (English)In: IEEE Transactions on Power Systems, ISSN 0885-8950, E-ISSN 1558-0679, Vol. 27, no 3, 1706-1707 p.Article in journal (Refereed) Published
Abstract [en]

This letter proposes a new approach to the computation of extremal-Nash equilibria in a wholesale power market with transmission constraints. The approach uses linearization techniques to formulate the extremal-Nash equilibrium problem as a single-stage mixed-integer linear programming problem which can be solved with standard software. Through the introduced concept of extremal-Nash equilibria, the derived structure can efficiently locate all Nash equilibria of the game. We show that this approach offers significant performance improvements over existing approaches to computing Nash equilibria.

Place, publisher, year, edition, pages
2012. Vol. 27, no 3, 1706-1707 p.
Keyword [en]
Extremal-Nash equilibria, mixed-integer linear programming (MILP), terms-market power
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-101308DOI: 10.1109/TPWRS.2012.2187120ISI: 000309996500060Scopus ID: 2-s2.0-84864280937OAI: oai:DiVA.org:kth-101308DiVA: diva2:547137
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Note

QC 20120827

Available from: 2012-08-27 Created: 2012-08-27 Last updated: 2017-12-07Bibliographically approved

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