Aplicação de Teoria de Jogos no Mercado de Energia

Resumo

Game Theory, specifically Nash Equilibrium, is a powerful tool for solving complex coordination and optimization
problems in power systems. The application of this theory allows modeling the interaction between multiple agents, such as generators and consumers, who make interdependent decisions about energy production, consumption, and pricing. In energy markets, Game Theory helps finding an efficient market equilibrium where each agent maximizes their profit without any agent being able to unilaterally improve their strategy. The use of distributed learning algorithms, such as reinforcement learning, allows agents to adjust their strategies based on local information and interactions with other agents. These algorithms can converge to a Nash Equilibrium even in dynamic and uncertain environments, such as energy markets where  prices are updated every 15 minutes based on current supply and demand. The application of Artificial Intelligence (AI) is crucial for handling the massive amount of data and complexity of modern electrical systems. AI algorithms help model complex problems and calculate optimized cost functions, improving the efficiency and stability of power systems. This work presents the application of game theory and multisystemic thinking in the analysis of Photovoltaic Penetration Level. The prisioner dilema was applied to model the relationship between a consumer and a power distribution company. The proposed analysis can be used to model the interaction between power consumers and power distribution companies that define the cost of the energy in electric grids