Peer-to-peer electricity market analysis: from variational to generalized Nash equilibrium

DOI10.1016/j.ejor.2019.09.035zbMath1431.91263arXiv1812.02301OpenAlexW2902385229WikidataQ127254822 ScholiaQ127254822MaRDI QIDQ2282569

Clémence Alasseur, Hélène Le Cadre, Paulin Jacquot, Cheng Wan

Publication date: 8 January 2020

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.02301

zbMATH Keywords

preferencesgeneralized Nash equilibriumOR in energyvariational equilibriumpeer-to-peer energy trading

Mathematics Subject Classification ID

Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (8)

Managing Product Transitions: A Bilevel Programming Approach ⋮ Heterogeneous risk preferences in community-based electricity markets ⋮ Equilibrium seeking and optimal selection algorithms in peer-to-peer energy markets ⋮ Distributed Nash equilibrium tracking via the alternating direction method of multipliers ⋮ Economic foundations of generalized games with shared constraint: do binding agreements lead to less Nash equilibria? ⋮ Parametrized inexact-ADMM based coordination games: a normalized Nash equilibrium approach ⋮ Strategies for microgrid operation under real-world conditions ⋮ Privacy impact on generalized Nash equilibrium in peer-to-peer electricity market

Uses Software

• revisiting_mp_conditions

Cites Work

• A generalized Nash equilibrium model of market coupling in the European power system
• Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
• Restricted generalized Nash equilibria and controlled penalty algorithm
• Linear programming based analysis of marginal cost pricing in electric utility capacity expansion
• Generalized Nash games and quasi-variational inequalities
• Revisiting minimum profit conditions in uniform price day-ahead electricity auctions
• A game-theoretic analysis of transmission-distribution system operator coordination
• Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices
• An Efficient Market Design for Electricity Networks With Strategic Users Possessing Local Information
• Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
• Generalized Nash equilibrium problems

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