• 제목/요약/키워드: mixed equilibrium problem

검색결과 24건 처리시간 0.027초

WEAK AND STRONG CONVERGENCE THEOREMS FOR AN ASYMPTOTICALLY k-STRICT PSEUDO-CONTRACTION AND A MIXED EQUILIBRIUM PROBLEM

  • Yao, Yong-Hong;Zhou, Haiyun;Liou, Yeong-Cheng
    • 대한수학회지
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    • 제46권3호
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    • pp.561-576
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    • 2009
  • We introduce two iterative algorithms for finding a common element of the set of fixed points of an asymptotically k-strict pseudo-contraction and the set of solutions of a mixed equilibrium problem in a Hilbert space. We obtain some weak and strong convergence theorems by using the proposed iterative algorithms. Our results extend and improve the corresponding results of Tada and Takahashi [16] and Kim and Xu [8, 9].

다자게임 전력시장에서 송전선 혼잡시의 복합전략 내쉬균형 계산 (Solving Mixed Strategy Equilibria of Multi-Player Games with a Transmission Congestion)

  • 이광호
    • 대한전기학회논문지:전력기술부문A
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    • 제55권11호
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    • pp.492-497
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    • 2006
  • Nash Equilibrium (NE) is essential to investigate a participant's bidding strategy in a competitive electricity market. The transmission line constraints make it difficult to compute the 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 competition among multi-participants is modeled by a two-level hierarchical optimization problem. A mathematical programming approach is widely used in finding this equilibrium. However, there are difficulties to solving a mixed strategy NE. This paper presents two propositions to add heuristics to the mathematical programming method. The propositions are based on empirical studies on mixed strategies in numerous sample systems. Based on the propositions a new formulation is provided with a set of linear and nonlinear equations, and an algorithm is suggested for using the prepositions and the newly-formulated equations.

도매전력시장에서 N-발전사업자의 보수행렬을 이용한 꾸르노 모델의 내쉬균형점 도출을 위한 방법론 (Approach for Evaluating the Nash Equilibrium of Cournot Game Model for N-Gencos by Using Payoff Matrix in Wholesale Electricity Market)

  • 박종배;임정열;이기송;신중린
    • 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.

A GENERAL ITERATIVE ALGORITHM COMBINING VISCOSITY METHOD WITH PARALLEL METHOD FOR MIXED EQUILIBRIUM PROBLEMS FOR A FAMILY OF STRICT PSEUDO-CONTRACTIONS

  • Jitpeera, Thanyarat;Inchan, Issara;Kumam, Poom
    • Journal of applied mathematics & informatics
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    • 제29권3_4호
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    • pp.621-639
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    • 2011
  • The purpose of this paper is to introduce a general iterative process by viscosity approximation method with parallel method to ap-proximate a common element of the set of solutions of a mixed equilibrium problem and of the set of common fixed points of a finite family of $k_i$-strict pseudo-contractions in a Hilbert space. We obtain a strong convergence theorem of the proposed iterative method for a finite family of $k_i$-strict pseudo-contractions to the unique solution of variational inequality which is the optimality condition for a minimization problem under some mild conditions imposed on parameters. The results obtained in this paper improve and extend the corresponding results announced by Liu (2009), Plubtieng-Panpaeng (2007), Takahashi-Takahashi (2007), Peng et al. (2009) and some well-known results in the literature.

A HYBRID ITERATIVE METHOD OF SOLUTION FOR MIXED EQUILIBRIUM AND OPTIMIZATION PROBLEMS

  • Zhang, Lijuan;Chen, Jun-Min
    • East Asian mathematical journal
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    • 제26권1호
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    • pp.25-38
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    • 2010
  • In this paper, we introduce a hybrid iterative method for finding a common element of the set of solutions of a mixed equilibrium problem, the set of common mixed points of finitely many nonexpansive mappings and the set of solutions of the variational inequality for an inverse strongly monotone mapping in a Hilbert space. We show that the iterative sequences converge strongly to a common element of the three sets. The results extended and improved the corresponding results of L.-C.Ceng and J.-C.Yao.

Solving Mixed Strategy Nash-Cournot Equilibria under Generation and Transmission Constraints in Electricity Market

  • Lee, Kwang-Ho
    • Journal of Electrical Engineering and Technology
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    • 제8권4호
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    • pp.675-685
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    • 2013
  • Generation capacities and transmission line constraints in a competitive electricity market make it troublesome to compute Nash Equilibrium (NE) for analyzing participants' strategic generation quantities. The NE can cause a mixed strategy NE rather than a pure strategy NE resulting in a more complicated computation of NE, especially in a multiplayer game. A two-level hierarchical optimization problem is used to model competition among multiple participants. There are difficulties in using a mathematical programming approach to solve a mixed strategy NE. This paper presents heuristics applied to the mathematical programming method for dealing with the constraints on generation capacities and transmission line flows. A new formulation based on the heuristics is provided with a set of linear and nonlinear equations, and an algorithm is suggested for using the heuristics and the newly-formulated equations.

TWO STEP ALGORITHM FOR SOLVING REGULARIZED GENERALIZED MIXED VARIATIONAL INEQUALITY PROBLEM

  • Kazmi, Kaleem Raza;Khan, Faizan Ahmad;Shahza, Mohammad
    • 대한수학회보
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    • 제47권4호
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    • pp.675-685
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    • 2010
  • In this paper, we consider a new class of regularized (nonconvex) generalized mixed variational inequality problems in real Hilbert space. We give the concepts of partially relaxed strongly mixed monotone and partially relaxed strongly $\theta$-pseudomonotone mappings, which are extension of the concepts given by Xia and Ding [19], Noor [13] and Kazmi et al. [9]. Further we use the auxiliary principle technique to suggest a two-step iterative algorithm for solving regularized (nonconvex) generalized mixed variational inequality problem. We prove that the convergence of the iterative algorithm requires only the continuity, partially relaxed strongly mixed monotonicity and partially relaxed strongly $\theta$-pseudomonotonicity. The theorems presented in this paper represent improvement and generalization of the previously known results for solving equilibrium problems and variational inequality problems involving the nonconvex (convex) sets, see for example Noor [13], Pang et al. [14], and Xia and Ding [19].

A Power Allocation Algorithm Based on Variational Inequality Problem for Cognitive Radio Networks

  • Zhou, Ming-Yue;Zhao, Xiao-Hui
    • Journal of Information Processing Systems
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    • 제13권2호
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    • pp.417-427
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    • 2017
  • Power allocation is an important factor for cognitive radio networks to achieve higher communication capacity and faster equilibrium. This paper considers power allocation problem to each cognitive user to maximize capacity of the cognitive systems subject to the constraints on the total power of each cognitive user and the interference levels of the primary user. Since this power control problem can be formulated as a mixed-integer nonlinear programming (NP) equivalent to variational inequality (VI) problem in convex polyhedron which can be transformed into complementary problem (CP), we utilize modified projection method to solve this CP problem instead of finding NP solution and give a power control allocation algorithm with a subcarrier allocation scheme. Simulation results show that the proposed algorithm performs well and effectively reduces the system power consumption with almost maximum capacity while achieve Nash equilibrium.

도매전력시장에서 N명 발전사업자의 꾸르노 모델을 이용한 혼합 내쉬 균형점 도출 방법론 개발 연구 (A Study on Evaluation Method of Mixed Nash Equilibria by Using the Cournot Model for N-Genco. in Wholesale Electricity Market)

  • 임정열;이기송;양광민;박종배;신중린
    • 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.

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A Robust Levitation Controller Design for Electromagnetic Levitation System

  • Kim, Choon-Kyung;Kim, Jong-Moon;Park, Min-Kook;Kwon, Soon-Man
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.37.6-37
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    • 2001
  • In this paper, a robust levitation controller for an attractive MAGLVE system is designed. The design of an H$\infty$ controller based on LMI method is proposed for the control of a simple magnetic levitation system. Attractive MAGLEV system is highly nonlinear and open-loop unstable, and has a very restricted equilibrium region, Also, this system has to tolerate various disturbances caused by propulsion. Thus a robust feedback controller is needed to control the system efficiently. We first formulate a mathematical model for the single magnet levitation system. Then we set up an H$\infty$ control problem as a mixed sensitivity problem where the augmented plant is constructed with frequency weighting function ...

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