대한전기학회논문지:전력기술부문A (The Transactions of the Korean Institute of Electrical Engineers A)

대한전기학회 (The Korean Institute of Electrical Engineers)
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전력시장 해석을 위한 3연 참여 게임의 해법 연구

A Solution Method of a Three-Player Game for Application to an Electric Power Market

  • 이광호 (단국대 전기전자컴퓨터공학부)
  • 발행 : 2003.06.01
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초록

In models of imperfect competition of deregulated electricity markets, the key task is to find the Nash equilibrium(NE). The approaches for finding the NE have had two major bottlenecks: computation of mixed strategy equilibrium and treatment of multi-player games. This paper proposes a payoff matrix approach that resolves these bottlenecks. The proposed method can efficiently find a mixed strategy equilibrium in a multi-player game. The formulation of the m condition for a three-player game is introduced and a basic computation scheme of solving nonlinear equalities and checking inequalities is proposed. In order to relieve the inevitable burden of searching the subspace of payoffs, several techniques are adopted in this paper. Two example application problems arising from electricity markets and involving a Cournot and a Bertrand model, respectively, are investigated for verifying the proposed method.

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참고문헌

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