| Autor: |
Barroso, Luiz Augusto, Carneiro, Rafael Dix, Granville, Sérgio, Pereira, Mario V., Fampa, Marcia H. C. |
| Předmět: |
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| Zdroj: |
IEEE Transactions on Power Systems; May2006, Vol. 21 Issue 2, p629-638, 10p, 3 Charts, 1 Graph |
| Abstrakt: |
This paper presents a mixed integer linear programming solution approach for the equilibrium problem with equi- librium constraints (EPEC) problem of finding the Nash equilibrium (NE) in strategic bidding in short-term electricity markets. A binary expansion (BE) scheme is used to transform the nonlinear, nonconvex, NE problem into a mixed integer linear problem (MILP), which can be solved by commercially available computational systems. The BE scheme can be applicable to Cournot, Bertrand, or joint price/quantity bidding models. The approach is illustrated in case studies with configurations derived from the 95-CW Brazilian system, including unit-commitment decisions to the price-maker agents. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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