面向能源市场的理性去中心化广义纳什均衡求解
算子代数
2018-08-08 v2
摘要
我们提出一种设计去中心化能源市场的方法，在存在系统级电网约束时，以期望意义下保证个体理性（IR）。我们将该市场建模为带 IR 约束的福利最大化问题，并利用拉格朗日对偶将其建模为具有唯一广义纳什均衡（GNE）的 n 人非合作博弈。我们提供了一种收敛到 GNE 的分布式算法。该算法的收敛性与性质通过数值模拟进行了研究。
引用
@article{arxiv.1806.01073,
title = {$L^{2}$-Wasserstein distances of tracial $W^{*}$-algebras and their disintegration problem},
author = {David F. Hornshaw},
journal= {arXiv preprint arXiv:1806.01073},
year = {2018}
}
备注
51 pages, 2 figures. Streamlined exposition and corrected minor mistakes. Proposition 2.3 (old version) was replaced by Subsection 3.2 (new version) and an assumption that vertical gradients decompose into fibre gradients was added. Vertical gradients have become a special case of the setting of Subsection 2.4. Much of the fourth section has thus been re-worked