• 대한전기학회논문지:전력기술부문A
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• 제54권2호
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• pp.97-106
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• 2005

This paper presents a method for evaluating the nash equilibrium of the Cournot model for N-Gencos in wholesale electricity market. In wholesale electricity market, the strategies of N-Gencos can be applied to the game model under the conditions, which the Gencos determine their strategies to maximize their benefit. Generally, the Lemke algorithm has known as the approach to evaluate the mixed nash equilibrium in the only two-player game model. In this paper, we have developed the necessary condition for obtaining the mixed nash equilibrium of N-player by using the Lemke algorithms. However, it is difficult to find the mixed nash equilibrium of two more players by using the analytic method since those have the nonlinear characteristics. To overcome the above problem, we have formulated the object function satisfied with the proposed necessary conditions for N-player nash equilibrium and applied the modified particle swarm optimization (PSO) method to obtain the equilibrium for N-player. To present the effectiveness the proposed necessary condition and the evaluation approach, this paper has shown the results of equilibrium of sample system and the cournot game model for 3-players.

• 한국국방경영분석학회지
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• 제8권2호
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• pp.57-68
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• 1982

Bimatrix games are the two-person non-zero-sum non-cooperative games. These games were studied by Mills, Lemke, Howson, Millham, Winkels, and others. This paper is a systematic and synthetic survey relevant to bimatrix games. Among the many aspects of researches on bimatrix games, emphasis in this paper is placed on the relation of the equilibrium set to Nash subsets. Topics discussed are as follows: Properties of equilibrium point; The structure of equilibrium set; Relation of Nash subsets to equilibrium set; Algorithm for finding the equilibrium points; Concepts of solutions on bimatrix games.

• 대한수학회지
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• 제34권1호
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• pp.1-12
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• 1997

Complementaity problem theory developed by Lemke [10], Cottle and Dantzig [8] and others in the early 1960s and thereafter, has numerous applications in diverse fields of mathematical and engineering sciences. And it is closely related to variational inquality theory and fixed point theory. Recently, fixed point methods for the solving of nonlinear complementarity problems were considered by Noor et al. [11, 12]. Also complementarity problems related to variational inequality problems were investigated by Chang [1], Cottle [7] and others.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2003년도 하계학술대회 논문집 A
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• pp.639-642
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• 2003

This paper presents a method for evaluating the mixed nash equilibria of the Cournot model for N-Gencos. in wholesale electricity market. In the wholesale electricity market, the strategies of N-Genco. can be applied to the game model under the conditions which the Gencos. determine their stratgies to maximize their benefit. Generally, the Lemke algorithm is evaluated the mixed nash equlibria in the two-player game model. However, the necessary condition for the mixed equlibria of N-player are modified as the necessary condition of N-1 player by analyzing the Lemke algorithms. Although reducing the necessary condition for N-player as the one of N-1 player, it is difficult to and the mixed nash equilibria participated two more players by using the mathmatical approaches since those have the nonlinear characteristics. To overcome the above problem, this paper presents the generalized necessary condition for N-player and proposed the object function to and the mixed nash equlibrium. Also, to evaluate the mixed equilibrium through the nonlinear objective function, the Particle Swarm Optimization (PSO) as one of the heuristic algorithm are proposed in this paper. To present the mixed equlibria for the strategy of N-Gencos. through the proposed necessry condition and the evaluation approach, this paper proposes the mixed equilibrium in the cournot game model for 3-players.

• 대한전기학회논문지:전력기술부문A
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• 제52권1호
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• pp.62-67
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• 2003

An important aspect of the study of power system markets involves the assessment of strategic behavior of participants for maximizing their profits. In models of imperfect competition of a deregulated electricity system, the key task is to find the Nash equilibrium. In this paper, the bimatrix approach for finding Nash equilibria in electricity markets is investigated. This approach determines pure and mixed equilibria using the complementarity pivot algorithim. The mixed equilibrium in the matrix approach has the equal number of non-zero property. This property makes it difficult to reproduce a smooth continuous distribution for the mixed equilibrium. This paper proposes an algorithm for adjusting the quantization value of discretization to reconstruct a continuous distribution from a discrete one.

• 대한기계학회논문집
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• 제18권8호
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• pp.2026-2038
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• 1994

A numerical scheme is developed for the analysis of incipient sliding contact with orthotropic friction condition subjected to tangential load and twisting moment. The inherent nonlinearity in the orthotropic friction law has been treated by a polyhedral friction law. Then, a three-dimensional linear complementarity problem(LCP) formulation in an incremental form is obtained, and the existence of a solution is investigated. A Lemke's complementary pivoting algorithm is used for solving the LCP. The scheme is illustrated by spherical contact problems, and the effects of eccentricity of elliptical friction domain on the traction and stick region are discussed.

• Structural Engineering and Mechanics
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• 제12권1호
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• pp.35-50
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• 2001

A numerical methodology is presented in this paper for the geometrically non-linear analysis of slender uni-dimensional structural elements under unilateral contact constraints. The finite element method together with an updated Lagrangian formulation is used to study the structural system. The unilateral constraints are imposed by tensionless supports or foundations. At each load step, in order to obtain the contact regions, the equilibrium equations are linearized and the contact problem is treated directly as a minimisation problem with inequality constraints, resulting in a linear complementarity problem (LCP). After the resulting LCP is solved by Lemke's pivoting algorithm, the contact regions are identified and the Newton-Raphson method is used together with path following methods to obtain the new contact forces and equilibrium configurations. The proposed methodology is illustrated by two examples and the results are compared with numerical and experimental results found in literature.

• 대한전기학회논문지:전력기술부문A
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• 제51권4호
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• pp.196-201
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• 2002

An important aspect of the study of power system markets involves the assessment of strategic behavior of participants for maximizing their profits. In models for imperfect competition of a deregulated system, the key tack is to find the Nash equilibrium. When the constraints are not considered in the power market, the equilibrium has the form of a pure strategy. However, the constraints are considered, the equilibrium has the form of a mired strategy. In this paper the bimatrix game approach leer finding a mixed equilibrium is analyzed. The Nash equilibrium of a mixed strategy will be used adequately for the analysis of market power.

• 대한전기학회논문지:전력기술부문A
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• 제51권8호
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• pp.403-408
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• 2002

As the electricity industry undergoes a process of fundamental restructuring, horizontal market power appears as a potential obstacle to a fully competitive wholesale electricity market. Market power is the ability profitably to maintain prices above competitive levels by restricting output below competitive levels. In models for imperfect competition under the consideration of the transmission constraints, the Nash equilibrium has the form of a mixed strategy. In this paper, the models for analyzing imperfect competition are compared using the solution of pure and mixed equilibria. The relation between market power and the capacity of a transmission line is investigated by imperfect competition analysis methods: Cournot, Bertrand, and Supply Curve model.