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Networks and Spatial Economics

, Volume 13, Issue 3, pp 307–326 | Cite as

Solving Discretely-Constrained Nash–Cournot Games with an Application to Power Markets

  • Steven A. Gabriel
  • Sauleh Ahmad SiddiquiEmail author
  • Antonio J. Conejo
  • Carlos Ruiz
Article

Abstract

This paper provides a methodology to solve Nash–Cournot energy production games allowing some variables to be discrete. Normally, these games can be stated as mixed complementarity problems but only permit continuous variables in order to make use of each producer’s Karush–Kuhn–Tucker conditions. The proposed approach allows for more realistic modeling and a compromise between integrality and complementarity to avoid infeasible situations.

Keywords

Nash Cournot Integer Discrete Game theory Power market 

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Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  • Steven A. Gabriel
    • 1
  • Sauleh Ahmad Siddiqui
    • 2
    Email author
  • Antonio J. Conejo
    • 3
  • Carlos Ruiz
    • 3
  1. 1.Department of Civil and Environmental Engineering and the Applied Mathematics, Statistics, and Scientific Computation ProgramUniversity of MarylandCollege ParkUSA
  2. 2.Department of Civil Engineering and the Johns Hopkins Systems InstituteJohns Hopkins UniversityBaltimoreUSA
  3. 3.Department of Electrical EngineeringUniversity of Castilla - La ManchaCiudad RealSpain

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