Minarchenko I. Search of Nash equilibrium in quadratic nonconvex game with weighted potential // CEUR Workshop Proceedings. Vol.2098. 2018. P.291-303. We consider an n-player nonconvex continuous game with quadratic payoffs, multi-dimensional strategy spaces, and possibly shared constraints on strategies, and investigate conditions when this game admits a weighted potential. Since a potential is generally nonconvex in this case, we propose local and global search procedures for maximizing it over...
Теги: d.c decomposition , nash equilibrium , nonconvex optimization , weighted potential , computation theory , game theory , quadratic programming , d.c. decomposition , global search procedure , mixed integer linear programming problems , nash equilibria , nonconvex quaDresvyanskaya N.V. An investigation of a bilevel energy market model // CEUR Workshop Proceedings. Vol.1623. 2016. P.564-573. The two-level model of interaction between power producers (GC) and System Operator (SO) is considered. The upper level corresponds to GC which try to increase their profit by distortion information about the characteristics operating costs of their power plants. The lower level corresponds to SO which solves the generation scheduling problem on the basis of technical parameters...
Теги: bilevel optimization , electricity market , mixed-integer quadratic programming , nash equilibrium , nonco-operative game , commerce , computation theory , electric power systems , game theory , integer programming , operating costs , operations research , optimizatiMinarchenko I. Search of nash equilibrium in quadratic n-person game // Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol.9869 LNCS. 2016. P.509-521. ISBN (print): 9 783 319 . DOI: 10.1007/978-3-319-44914-2_40 This paper is devoted to Nash equilibrium search in quadratic n-person game, where payoff function of each player is quadratic with respect to its strategic variable. Interactions between players are defined...
Теги: computation theory , game theory , learning algorithms , local search (optimization) , operations research , d.c. decomposition , extragradient methods , nash equilibria , nikaido-isoda functions , support fun
