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Stochastic Games for Smart Grid Energy Management with Prospect Prosumers

机译：具有前景的智能电网能源管理随机游戏   产消合一者

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In this paper, the problem of smart grid energy management under stochasticdynamics is investigated. In the considered model, at the demand side, it isassumed that customers can act as prosumers who own renewable energy sourcesand can both produce and consume energy. Due to the coupling between theprosumers' decisions and the stochastic nature of renewable energy, theinteraction among prosumers is formulated as a stochastic game, in which eachprosumer seeks to maximize its payoff, in terms of revenues, by controlling itsenergy consumption and demand. In particular, the subjective behavior ofprosumers is explicitly reflected into their payoff functions using prospecttheory, a powerful framework that allows modeling real-life human choices. Forthis prospect-based stochastic game, it is shown that there always exists astationary Nash equilibrium where the prosumers' trading policies in theequilibrium are independent of the time and their histories of the play.Moreover, a novel distributed algorithm with no information sharing amongprosumers is proposed and shown to converge to an $\epsilon$-Nash equilibrium.On the other hand, at the supply side, the interaction between the utilitycompany and the prosumers is formulated as an online optimization problem inwhich the utility company's goal is to learn its optimal energy allocationrules. For this case, it is shown that such an optimization problem admits ano-regret algorithm meaning that regardless of the actual outcome of the gameamong the prosumers, the utility company can follow a strategy that mitigatesits allocation costs as if it knew the entire demand market a priori.Simulation results show the convergence of the proposed algorithms to theirpredicted outcomes and present new insights resulting from prospect theory thatcontribute toward more efficient energy management in the smart grids.
机译：本文研究了随机动力学下的智能电网能源管理问题。在考虑的模型中，假设在需求方，客户可以充当拥有可再生能源并且可以生产和消费能源的生产者。由于生产者的决定与可再生能源的随机性之间的耦合，生产者之间的相互作用被表述为一个随机游戏，其中每个生产者都试图通过控制其能源消耗和需求来在收益方面最大化其收益。特别是，使用前景理论将生产者的主观行为明确反映到他们的回报功能中，该理论是一个强大的框架，可以对现实生活中的人类选择进行建模。对于这种基于前景的随机博弈，证明了始终存在平稳的纳什均衡，其中均衡者中的生产者的交易策略与时间和他们的游戏历史无关。此外，提出了一种新的分布式算法，该算法在生产者之间不共享信息另一方面，在供给方面，公用事业公司与生产者之间的相互作用被表述为一个在线优化问题，其中公用事业公司的目标是学习其最佳能源分配规则。对于这种情况，表明这种优化问题接受了ano-regret算法，这意味着不管生产者之间的游戏的实际结果如何，公用事业公司都可以遵循降低其分配成本的策略，就好像它知道整个需求市场一样。仿真结果表明了所提出算法在其预测结果上的收敛性，并提出了由前景理论产生的新见解，这些见解有助于智能电网中更有效的能源管理。

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