Modelling power markets with multi-stage stochastic Nash equilibria.
Joaquim Dias GarciaRaphael ChabarPublished in: CoRR (2019)
Keyphrases
- multistage
- nash equilibria
- stochastic programming
- stochastic optimization
- stochastic games
- game theory
- incomplete information
- production system
- single stage
- assembly systems
- nash equilibrium
- fictitious play
- game theoretic
- pure strategy
- dynamic programming
- attack detection
- electricity markets
- finite horizon
- lot sizing
- learning automata
- lot streaming
- congestion games
- solution concepts
- machine learning
- optimal policy
- cooperative