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We formulate for the first time the economic dispatch problem in anintegrated electrical and gas distribution system as a game equilibrium problembetween distributed prosumers. Specifically, by approximating the non-lineargas-flow equations either with a mixed-integer second order cone or apiece-wise affine model and by assuming that electricity and gas prices dependlinearly on the total consumption we obtain a potential mixed-integer game. Tocompute an approximate generalized Nash equilibrium, we propose an iterativetwo-stage method that exploits a problem convexification and the gas flowmodels. We quantify the quality of the computed solution and perform anumerical study to evaluate the performance of our method.

A two-stage approach for a mixed-integer economic dispatch game in integrated electrical and gas distribution systems