标题： 能源市场的理性去中心化广义纳什均衡寻求 显示英文标题

标题： A rational decentralized generalized Nash equilibrium seeking for energy markets

摘要： 我们提出一种设计去中心化能源市场的方法，在存在系统级电网约束的情况下，保证期望个体理性（IR）。 我们将市场形式化为一个受IR约束的福利最大化问题，并利用拉格朗日对偶性将问题建模为一个具有唯一广义纳什均衡（GNE）的n人非合作博弈。 我们提供一个分布式算法，该算法收敛到GNE。 通过数值仿真研究了算法的收敛性和特性。 显示英文摘要

摘要： We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to IR constraints, and we make use of Lagrangian duality to model the problem as a n-person non-cooperative game with a unique generalized Nash equilibrium (GNE). We provide a distributed algorithm which converges to the GNE. The convergence and properties of the algorithm are investigated by means of numerical simulations.