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Computing Cournot Equilibria in Two Settlement Electricity Markets with Transmission Constraints
Big Island, Hawaii January 05-January 08
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/HICSS.2004.10023Proceedings of the 37th Annual Hawaii ...
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"Computing Cournot Equilibria in Two Settlement Electricity Markets with Transmission Constraints," Hawaii International Conference on System Sciences, vol. 2, pp. 20051b, Proceedings of the 37th Annual Hawaii International Conference on System Sciences (HICSS'04) - Track 2, 2004.
 
 
BibTex
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@article{ 10.1109/HICSS.2004.10023,
author = {},
title = {Computing Cournot Equilibria in Two Settlement Electricity Markets with Transmission Constraints},
journal ={Hawaii International Conference on System Sciences},
volume = {2},
year = {2004},
issn = {1530-1605},
pages = {20051b},
doi = {http://doi.ieeecomputersociety.org/10.1109/HICSS.2004.10023},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
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TY - CONF
JO - Hawaii International Conference on System Sciences
TI - Computing Cournot Equilibria in Two Settlement Electricity Markets with Transmission Constraints
SN - 1530-1605
SP
EP
PY - 2004
KW - null
VL - 2
JA - Hawaii International Conference on System Sciences
ER -
 
We formulate a two-settlement equilibrium in competitive electricity markets as a subgame-perfect Nash equilibrium in which each generation .rm solves a Mathematical Program with Equilibrium Constraints (MPEC), given other firms? forward and spot strategies. We implement two computational approaches, one of which is based on a Penalty Interior Point Algorithm and the other is based on a steepest descent approach. We apply the algorithm to a six node illustrative example.
Citation:
"Computing Cournot Equilibria in Two Settlement Electricity Markets with Transmission Constraints," hicss, vol. 2, pp.20051b, Proceedings of the 37th Annual Hawaii International Conference on System Sciences (HICSS'04) - Track 2, 2004
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