Derivation of a mathematical structure for market-based transmission augmentation in oligopoly electricity markets using multilevel programming

In this paper, we derive and evaluate a new mathematical structure for market-based augmentation of the transmission system. The closed-form mathematical structure can capture both the efficiency benefit and competition benefit of the transmission capacity. The Nash solution concept is employed to m...

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Main Authors: Hesamzadeh, M., Biggar, D., Hosseinzadeh, N., Wolfs, Peter
Other Authors: IEEE
Format: Conference Paper
Published: IEEE 2009
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/11575
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author Hesamzadeh, M.
Biggar, D.
Hosseinzadeh, N.
Wolfs, Peter
author2 IEEE
author_facet IEEE
Hesamzadeh, M.
Biggar, D.
Hosseinzadeh, N.
Wolfs, Peter
author_sort Hesamzadeh, M.
building Curtin Institutional Repository
collection Online Access
description In this paper, we derive and evaluate a new mathematical structure for market-based augmentation of the transmission system. The closed-form mathematical structure can capture both the efficiency benefit and competition benefit of the transmission capacity. The Nash solution concept is employed to model the price-quantity game among GenCos. The multiple Nash equilibria of the game are located through a characterisation of the problem in terms of minima of the R function. The worst Nash equilibrium is used in the mechanism of transmission augmentation. The worst Nash equilibrium is defined as the one which maximises the social cost, total generation cost + total value of lost load. Thorough analysis of a simple three-node network is presented to clearly highlight the mechanism of the derived mathematical structure from different perspectives.
first_indexed 2025-11-14T06:55:35Z
format Conference Paper
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institution Curtin University Malaysia
institution_category Local University
last_indexed 2025-11-14T06:55:35Z
publishDate 2009
publisher IEEE
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spelling curtin-20.500.11937-115752017-10-02T02:27:29Z Derivation of a mathematical structure for market-based transmission augmentation in oligopoly electricity markets using multilevel programming Hesamzadeh, M. Biggar, D. Hosseinzadeh, N. Wolfs, Peter IEEE pricing power transmission economics power markets game theory In this paper, we derive and evaluate a new mathematical structure for market-based augmentation of the transmission system. The closed-form mathematical structure can capture both the efficiency benefit and competition benefit of the transmission capacity. The Nash solution concept is employed to model the price-quantity game among GenCos. The multiple Nash equilibria of the game are located through a characterisation of the problem in terms of minima of the R function. The worst Nash equilibrium is used in the mechanism of transmission augmentation. The worst Nash equilibrium is defined as the one which maximises the social cost, total generation cost + total value of lost load. Thorough analysis of a simple three-node network is presented to clearly highlight the mechanism of the derived mathematical structure from different perspectives. 2009 Conference Paper http://hdl.handle.net/20.500.11937/11575 IEEE fulltext
spellingShingle pricing
power transmission economics
power markets
game theory
Hesamzadeh, M.
Biggar, D.
Hosseinzadeh, N.
Wolfs, Peter
Derivation of a mathematical structure for market-based transmission augmentation in oligopoly electricity markets using multilevel programming
title Derivation of a mathematical structure for market-based transmission augmentation in oligopoly electricity markets using multilevel programming
title_full Derivation of a mathematical structure for market-based transmission augmentation in oligopoly electricity markets using multilevel programming
title_fullStr Derivation of a mathematical structure for market-based transmission augmentation in oligopoly electricity markets using multilevel programming
title_full_unstemmed Derivation of a mathematical structure for market-based transmission augmentation in oligopoly electricity markets using multilevel programming
title_short Derivation of a mathematical structure for market-based transmission augmentation in oligopoly electricity markets using multilevel programming
title_sort derivation of a mathematical structure for market-based transmission augmentation in oligopoly electricity markets using multilevel programming
topic pricing
power transmission economics
power markets
game theory
url http://hdl.handle.net/20.500.11937/11575