Real time pricing and pivot mechanism for LQG power networks
Real time pricing and pivot mechanism for LQG power networks
复制标题
LQG电网的实时定价和枢轴机制
DOI：
10.1109/cca.2013.6662798
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发表时间：
2013
期刊：
影响因子：
--
通讯作者：
K. Uchida
中科院分区：
文献类型：
--
作者：
Yusuke Okajima;T. Murao;K. Hirata;K. Uchida
我们考虑了一个含有发电商和/或用户的动态博弈模型，称为代理人，以及一个公共佣金，称为公用事业；具有规定的动态机制的博弈被执行，使得每个代理人决定私人控制以最小化其自身的成本泛函，而公用事业管理公用事业和代理人之间的信息传输，并决定称为价格的命令信号，以最小化公共成本泛函。我们讨论了将代理人对私人控制的自私和战略决定整合到理性代理人可以接受的最优公共控制中的机制的设计。本文所考虑的模型是电力网络的线性模型，这是该模型的特例，即所谓的平均系统频率模型，但为了考虑可再生资源的随机性，我们还在每个智能体的动态模型中加入了白高斯扰动。假设每个私人成本泛函和公共成本泛函都是二次的，我们从经济学的机制设计理论中的枢轴函数出发，推导出命令信号方案，即定价方案和激励成本的显式公式，这些公式表征了我们的机制设计在固定水平控制和滚动水平控制两种情况下的形式。
We consider a dynamic game model of power networks with generators and/or consumers, called agents, and one public commission, called utility; a game with a prescribed dynamic mechanism is performed such that each agent decides a private control to minimize its own cost functional, and the utility manages information transmissions between the utility and agents and decides command signals, called prices, to minimize a public cost functional. We discuss designs of the mechanism that integrates selfish and strategic determinations of private controls by the agents into the optimal public controls that rational agents can accept. The model considered in this paper is the linear models of power networks, which is a special case of the model so-called average system frequency models, but we also include white Gaussian disturbances in each dynamic model of the agents in order to take account into the stochastic nature of renewable resources. Assuming that each private cost functional as well as the public cost functional is quadratic, we derive explicit formulas of the command signalling scheme, i.e., pricing scheme, and the incentive cost, inspired by the pivot function in the mechanism design theory literate from economics, that characterize our mechanism design in both formulations of the fixed horizon control and the receding horizon control cases.