• 제목/요약/키워드: Nash model

검색결과 420건 처리시간 0.021초

경쟁형 전력시장에서 입찰담합의 유인에 대한 분석 기법 연구 (Analysis Technique on Collusive Bidding Incentives in a Competitive Generation Market)

  • 이광호
    • 대한전기학회논문지:전력기술부문A
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    • 제55권6호
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    • pp.259-264
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    • 2006
  • This paper addresses the collusive bidding that functions as a potential obstacle to a fully competitive wholesale electricity market. Cooperative game is formulated and the equation of its Nash Equilibrium (NE) is derived on the basis of the supply function model. Gencos' willingness to selectively collude is expressed through a bargain theory. A Collusion Incentive Index(CII) for representing the willingness is defined through computing the Gencos' profits at NE. In order to keep the market non-cooperative, the market operator has to know the highest potentially collusive combination among the Gencos. Another index, which will be called the Collusion Monitoring Index(CMI), is suggested to detect the highest potential collusion and it is calculated using the marginal cost functions of the Gencos without any computation of NE. The effectiveness of CMI for detecting the highest potential collusion is verified through application on many test market cases.

한계이득 측면에서 분석한 발전 예비력 포함 전력거래 (Analysis on Power Transactions of Generation and Operating Reserve Based on Marginal Profits)

  • 신재홍;이광호
    • 대한전기학회논문지:전력기술부문A
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    • 제55권10호
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    • pp.440-445
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    • 2006
  • As an electricity industry transforms into a competitive system, an electricity market revolves into a combined market consisting of generation and operating reserve. This paper presents a market model combined by an energy market and an operating reserve market. In a competitive structure, Gencos strive to choose strategic bidding parameters that maximize total profit resulting from an energy market and a reserve market. The primary goal of the paper is to analyze power transactions of generation and operation reserve based on marginal profits and capacity limits at NE(Nash Equilibrium). In case studies, the reserve market and the energy market are compared at the n from the viewpoints of marginal profits, prices and transaction quantities. It is shown that the marginal profit in an energy market is equal to that in a reserve market, and Gencos strategic bidding is greatly influenced by capacity limit.

재무적 송전권이 발전사의 전략적 입찰에 미치는 영향 (Effect of Financial Transmission Rights on the Strategic Bidding Behavior of the Electricity Producers)

  • 이광호;신재홍
    • 전기학회논문지
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    • 제59권7호
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    • pp.1226-1231
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    • 2010
  • This paper looks at the influence of Financial Transmission Rights (FTRs) on the market value(Social Welfare; SW) in the competitive electricity market. The transmission line constraints make it difficult to compute the Nash Equilibrium (NE) due to causing a mixed strategy NE instead of a pure strategy NE. Computing a mixed strategy is more complicated in a multi-player game. The aim of this paper are to compute a mixed strategy NE and analyze SW in power transaction with FTRs. This paper introduces a formula and a technique for solving NE of multi-player game with FTRs. In addition, it analyzes the influence of holding of FTRs by generation company on SW and it proposes the SW at NE is influenced by Power Transfer Distribution Factor (PTDF) where holder of FTRs are located. The assertion is verified by calculating the mixed strategy utilizing the Cournot model widely used for studies on FTRs.

송전선 제약조건에 따른 전력거래에서의 시장지배력 연구 (Analysis on Market Power in Power Transaction with Transmission Constraints)

  • 이광호
    • 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.

부분 조정하에서의 국가간 통화정책 조정 (PARTIAL INTERNATIONAL COORDINATION OF MONETARY POLICIES)

  • 김훈용
    • 재무관리연구
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    • 제12권1호
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    • pp.145-165
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    • 1995
  • This paper studies a partial coordination situation where a set of countries coordinate their monetary policies among themselves;while the rest of the world choose their policies independently. Using a three-country orewlapping generations model, it is shown that nash partial-coordination equilibrium does not exist. This paper also studies the partial coordination under unanticipated productivity shocks.

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GSTARS모형을 이용한 형산강의 최적 유사량공식 결정 (Determination of the Optimal Sediment Discharge Formula for Hyeongsan River Using GSTARS)

  • 안정민;류시완;이남주
    • 대한토목학회논문집
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    • 제32권1B호
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    • pp.1-7
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    • 2012
  • 본 연구에서는 준 2차원 수치모형인 GSTARS를 이용하여 형산강의 하상변동모의에 적합한 최적 유사량공식을 산정하고자 하였다. 모형의 검보정을 위한 유사량, 하상재료 및 하천지형자료를 현장조사를 통해 취득하였다. 현재까지 널리 적용되는 유사량 공식들에 대하여 장기하상변동 모의결과의 실측치에 대한 평균오차, 상대오차, 평균제곱오차, 상대제곱근오차, 불일치율, 그리고 Nash-Sutcliffe 효율계수를 비교한 결과, Laursen(1958)공식이 형산강의 장기하상 변동을 모의하기 위한 가장 적합한 유사량공식으로 판단되었다.

Analysis of Revenue-Sharing Contracts for Service Facilities

  • Yeh, Ruey Huei;Lin, Yi-Fang
    • Industrial Engineering and Management Systems
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    • 제8권4호
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    • pp.221-227
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    • 2009
  • There are customer services jointly provided by two facilities so that each customer will complete the course made up of both facilities' sub-services. The two facilities are assumed invested respectively by an infrastructure owner and one subordinate facility owner, whose partnership is built on their capital investments. This paper presents a mathematical model of Stackelberg competition between the two facility owners to derive their optimal Nash equilibrium. In this study, each facility owner's profit is consisted of fixed revenue fractions of sold services, operating costs (including depreciation cost) and maintenance costs of her facility. The maintenance costs of one facility are incurred both by failures and deterioration due to usage. Moreover, for both facilities, failures are rectified immediately by minimal repairs and preventive maintenance is carried out at a fixed time epoch. Additional assumptions are also employed to develop the model such as customer arrivals are manipulated to follow a Poisson process, and each facility's lifetime is independently Weibull-distributed. The Stackelberg game proceeds as follows. At the first stage of decision making process, the infrastructure owner (acting as a leader) decides the allocation of revenue shares based on her self-interest. After observing the allocation of revenue shares, the subordinate facility owner determines her own optimal price of services. This paper investigates actions and reactions of the two partners in the system. Then analytical conditions are proposed to achieve a unique optimal Nash equilibrium. Finally, some suggestions for further research are discussed.

게임이론에 의한 양면시장에서의 망중립성 분석 (Analysis of Network Neutrality in Two-sided Markets Using Game Theory)

  • 오형술;이재하
    • 산업경영시스템학회지
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    • 제41권3호
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    • pp.162-169
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    • 2018
  • Net neutrality, which has not been a problem, has recently become a problem for ISPs (Internet Service Providers), and their complaints have been paid by domestic platform companies, but overseas global IT companies such as Google and YouTube, generate huge revenues from domestic markets. In this situation, domestic IT companies claim that it is natural to impose more expensive charges or restrict speed on users who generate huge traffic. On the other side, however, the telecommunication network has become an essential public good that is essential to our everyday life, and because it has been given a monopoly position by a private company to efficiently respond to the explosive demand for telecommunication services, It is necessary to provide equal and universal service and fulfill public duty. In this paper, we deal with the network neutrality problem, focusing on the price elasticity between the CP (Contents Provider) and the ISP, rather than the user who is one side of the two-sided market for the already saturated satellites communication market. We present a game model that determines the optimal price for each platform by Nash equilibrium and analyze how the net neutrality affects CP according to the change of exogenous variables through the proposed game model.

게임이론을 통한 상사중재의 경제학적 분석: 이론과 사례 (An Economic Analysis of Commercial Arbitration from the Game Theory Perspective: Theoretical Analysis and a Case Study)

  • 김성룡;황석준;황욱
    • 무역학회지
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    • 제43권6호
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    • pp.1-24
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    • 2018
  • 본 연구는 개별기업들이 교역활동과정에서 분쟁이 발생할 경우 국제상사간의 분쟁해결도구로써 중재를 선택하는 이유를 게임이론의 관점에서 구성하였다. 중재에 관한 많은 연구들이 진행되어왔지만 중재를 수요자의 입장에서 살펴본 이론 연구는 드물었다. 본 연구에서 제시된 모형은 기업이 분쟁해결도구를 전략적으로 선택할 수 있다는 전제하에서 중재가 완전베이지언 내쉬균형이 되는 조건을 게임의 대가(payoff)를 비교함으로써 찾아보았다. 이를 통해 알 수 있는 것은 첫째, 중재를 사회의 분쟁해결수단으로 고려할 때 분쟁당사자들의 성향에 대해 고려할 필요가 있다는 점, 둘째 중재를 균형전략으로 만드는 중요한 지표 중의 하나는 중재와 소송의 절대이익이 아닌 두 분쟁해결수단을 통해 기대되는 이익의 상대적인 차이가 중요하다는 점을 보일 수 있었다. 마지막으로 간단한 국제상사의 분쟁사례를 통해 이러한 이론이 어떻게 적용되는지를 살펴보았다.

준 분포형 수문모형 SLURP에서 융설매개변수 적용 및 영향 평가 (Application of Snowmelt Parameters and the Impact Assessment in the SLURP Semi-Distributed Hydrological Model)

  • 신형진;김성준
    • 한국수자원학회논문집
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    • 제40권8호
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    • pp.617-628
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    • 2007
  • 본 연구는 충주댐 유역을 대상으로 SLURP 모형에서 RS, GIS를 이용한 융설매개변수 적용 및 영향을 평가하고자 한다. 모형의 음설 관련 매개변수 준비를 위해 3 set (1998-1999, 2000-2001, 2001-2002)의 NOAA AVHRR 위성영상을 분석하였다. 적설분포면적은 채널 1번, 3번, 4번을 이용하여 추출하였고, 적설심은 지상기상관측소의 적설심 자료를 이용하여 공간적으로 내삽하여 추출하였다. 융설 매개변수와 DEM, 토지피복도, NDVI, 수문기상자료를 이용하여 3개년도(1998, 2000, 2001)의 일별유출량을 모의하여 보정하였다 그리고 보정된 매개변수를 이용하여 1개년도(1999)를 검증하였다. 4년(1998-2001)동안의 유량 비교 결과, 평균 Nash-Sutcliffe의 모형 효율은 0.76이고 적설 및 융설 기간(1월$\sim$5월)동안의 평균 모형 효율은 0.57이다. 융설매개변수 미고려시 평균 Nash-Sutcliffe의 모형 효율은 0.73이고 적설 및 융설 기간(1월$\sim$5월)동안의 평균 모형 효율은 0.19이다. 융설매개변수를 포함한 유출량이 융설매개변수를 포함하지 않은 경우보다 관측유량의 수문시계열적 특성을 잘 표현하는 결과를 보였다.