scholarly journals A Generalized Nash Equilibrium analysis of the interaction between a peer-to-peer financial market and the distribution grid

2021 ◽  
Author(s):  
Ilia Shilov ◽  
Helene Le Cadre ◽  
Ana Busic
Keyword(s):  
Nash Equilibrium ◽  
Financial Market ◽  
Peer To Peer ◽  
Equilibrium Analysis ◽  
Generalized Nash Equilibrium ◽  
Distribution Grid

scholarly journals Peer-to-peer electricity market analysis: From variational to Generalized Nash Equilibrium

2020 ◽  
Vol 282 (2) ◽  
pp. 753-771 ◽  
Author(s):  
Hélène Le Cadre ◽  
Paulin Jacquot ◽  
Cheng Wan ◽  
Clémence Alasseur
Keyword(s):  
Nash Equilibrium ◽  
Electricity Market ◽  
Peer To Peer ◽  
Market Analysis ◽  
Generalized Nash Equilibrium

scholarly journals A note on supervised classification and Nash-equilibrium problems

2017 ◽  
Vol 51 (2) ◽  
pp. 329-341
Author(s):  
Nicolas Couellan
Keyword(s):  
Nash Equilibrium ◽  
Support Vector Machines ◽  
Supervised Classification ◽  
Dual Space ◽  
Equilibrium Problems ◽  
Support Vector ◽  
Generalized Nash Equilibrium ◽  
Class Separation ◽  
Vector Machines ◽  
Generalized Nash Equilibrium Problems

In this note, we investigate connections between supervised classification and (Generalized) Nash equilibrium problems (NEP & GNEP). For the specific case of support vector machines (SVM), we exploit the geometric properties of class separation in the dual space to formulate a non-cooperative game. NEP and Generalized NEP formulations are proposed for both binary and multi-class SVM problems.

Sign in / Sign up

Export Citation Format

Share Document