能源市场的理性分散广义纳什均衡求解
A rational decentralized generalized Nash equilibrium seeking for energy markets
摘要：
我们提出了一种方法来设计一个分散的能源市场，保证个人的理性（IR）的期望，在存在系统级的电网约束。我们制定的市场作为一个福利最大化的问题受到IR的约束，我们利用拉格朗日对偶模型的问题作为一个n人的非合作博弈与一个独特的广义纳什均衡（GNE）。我们提供了一个分布式算法，收敛到GNE。通过数值模拟研究了算法的收敛性和性质。
英文摘要：
We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to IR constraints, and we make use of Lagrangian duality to model the problem as a n-person non-cooperative game with a unique generalized Nash equilibrium (GNE). We provide a distributed algorithm which converges to the GNE. The convergence and properties of the algorithm are investigated by means of numerical simulations.
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