英文标题:
《Game theory analysis for carbon auction market through electricity
market coupling》
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作者:
Mireille Bossy, Nadia Maizi, Odile Pourtallier
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最新提交年份:
2015
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英文摘要:
In this paper, we analyze Nash equilibria between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers\' strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a clear Nash equilibrium on the power market that can be used to compute equilibrium prices on both markets as well as the related electricity produced and CO2 emissions released.
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中文摘要:
在本文中,我们分析了发电商在电力市场上出售其生产和在拍卖碳市场上购买二氧化碳排放配额之间的纳什均衡。发电商的策略通过电力生产的成本函数整合了两个市场的耦合。我们在电力市场上设定了一个明确的纳什均衡,可以用来计算两个市场的均衡价格,以及相关的发电量和二氧化碳排放量。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Mathematical Finance 数学金融学
分类描述:Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法,包括随机、概率和泛函分析、代数、几何和其他方法
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一级分类:Computer Science 计算机科学
二级分类:Computer Science and Game Theory 计算机科学与博弈论
分类描述:Covers all theoretical and applied aspects at the intersection of computer science and game theory, including work in mechanism design, learning in games (which may overlap with Learning), foundations of agent modeling in games (which may overlap with Multiagent systems), coordination, specification and formal methods for non-cooperative computational environments. The area also deals with applications of game theory to areas such as electronic commerce.
涵盖计算机科学和博弈论交叉的所有理论和应用方面,包括机制设计的工作,游戏中的学习(可能与学习重叠),游戏中的agent建模的基础(可能与多agent系统重叠),非合作计算环境的协调、规范和形式化方法。该领域还涉及博弈论在电子商务等领域的应用。
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