Bayesian Nash Equilibrium in Electricity Spot Markets: An Affine-Plane Approximation Approach.
Pranjal Pragya VermaMohammad Reza HesamzadehRoss BaldickDarryl Ross BiggarKesanakurthy Shanti SwarupDipti SrinivasanPublished in: IEEE Trans. Control. Netw. Syst. (2022)
Keyphrases
- nash equilibrium
- spot market
- game theory
- game theoretic
- electricity markets
- variational inequalities
- nash equilibria
- pareto optimal
- mixed strategy
- market clearing
- pure strategy
- stackelberg game
- electronic commerce
- garch model
- regret minimization
- solution concepts
- fictitious play
- worst case
- decision theory
- repeated games
- learning algorithm
- cooperative
- equilibrium strategies
- profit maximizing
- cooperative games
- market participants
- stock market
- approximation algorithms
- bidding strategies