MESW02 | Prof. Michael Hintermüller | Generalized Nash Equilibrium Problems with Application скачать в хорошем качестве

MESW02 | Prof. Michael Hintermüller | Generalized Nash Equilibrium Problems with Application

MESW02 | Prof. Michael Hintermüller | Generalized Nash Equilibrium Problems with Application to Spot Markets with Gas Transport Speaker: Professor Michael Hintermüller (Weierstraß-Institut für Angewandte Analysis und Stochastik) Date: 21st Mar 2019 - 16:30 to 17:15 Venue: INI Seminar Room 1 Title: Generalized Nash Equilibrium Problems with Application to Spot Markets with Gas Transport Event: (MESW02) Electricity systems of the future: incentives, regulation and analysis for efficient investment Abstract: A class of noncooperative Nash equilibrium problems is presented, in which the feasible set of each player is perturbed by the decisions of their competitors via a convex constraint. In addition, for every vector of decisions, a common “state” variable is given by the solution of an affine linear equation. The resulting problem is therefore a generalized Nash equilibrium problem (GNEP). The existence of an equilibrium for this problem is demonstrated, and first-order optimality conditions are derived under a constraint qualification. An approximation scheme is proposed, which involves the solution of a parameter-dependent sequence of standard Nash equilibrium problems. An associated path-following strategy based on the Nikaido–Isoda function is then proposed. Function space- based numerics for parabolic GNEPs and a spot-market model are developed. ------------------- FOLLOW US 🌐| Website: https://www.newton.ac.uk 🎥| Main Channel:    / @isaacnewtoninstitute   🐦| Twitter:   / newtoninstitute   💬| Facebook:   / newton.institute   📷| Instagram:   / isaacnewtoninstitute   🔗| LinkedIn:   / isaac-newton-institute-for-mathematical-sc...   SEMINAR ROOMS 🥇| INI Seminar Room 1:    / @iniseminarroom1   🥈| INI Seminar Room 2:    / @iniseminarroom2   🛰️| INI Satellite Events:    / @inisatellite   ABOUT The Isaac Newton Institute is a national and international visitor research institute. It runs research programmes on selected themes in mathematics and the mathematical sciences with applications over a wide range of science and technology. It attracts leading mathematical scientists from the UK and overseas to interact in research over an extended period. 👉 Learn more about us and our events here: https://www.newton.ac.uk