Control in Social and Economic Systems

Game-theoretic approach to analysis of future regional power supply system

A. S. Belenky, D. C. Bolkunov

National Research University "Higher School of Economics", Moscow

Abstract: We design the elements of an automated tool for the quantitative analysis of the future regional power supply system based on the opinion of regional authorities on the current and future availability of power supply services in the industry and in the domestic sector. A mathematical model is suggested to estimate the return of investment into new power station and storage construction. The model includes a non-cooperative game on polyhedra, where the first player’s payoff function adds up from the bilinear and the linear function of vector arguments, whereas the the payoff function of the second player is a bilinear function of the same arguments. We prove that equilibria in this game can be found by solving a dual pair of linear programming problems. These equilibria determine, in particular, the volume of investment for generators and the electricity price for consumers, which are mutually acceptable to both parties.

Keywords: convex polyhedra, control in large systems, linear programming, Nash equilibrium, saddle points, two-person game.

UDC: 519.832.3
BBK: 22.18

Received: February 3, 2015
Published: September 30, 2015

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