Dynamic balanced integration mechanism for LQG power networks with independent types
Dynamic balanced integration mechanism for LQG power networks with independent types
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独立类型LQG电网动态平衡整合机制
DOI：
10.1109/cdc.2014.7039597
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发表时间：
2014
期刊：
影响因子：
--
通讯作者：
K. Uchida
中科院分区：
文献类型：
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作者：
T. Murao;Yusuke Okajima;K. Hirata;K. Uchida
我们考虑一种电力网络的动态博弈模型，其中包括发电机和/或消费者（称为代理）和一个公共委员会（称为公用事业）。执行具有规定动态机制的博弈，使得每个代理决定私人控制以最小化他自己的成本函数，并且公用事业公司决定价格以最小化公共成本函数并管理信息传输。本文的模型是电力网络的通用线性高斯模型，其中每个代理都有一个包含其私有信息的类型参数。在此背景下，受经济学机制设计理论中激励成本的启发，我们讨论了一种将理性主体对私人控制的战略决策整合到最优公共控制中的机制设计，以实现社会福利最大化、贝叶斯激励相容和预算平衡。在固定视野和后退视野情况下，提出了两种动态平衡积分机制。
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 private control to minimize his own cost functional, and the utility decides prices to minimize a public cost functional and manages information transmissions. The model of this paper is a generic linear Gaussian model of power networks in which each agent has a type parameter with one's private information. In this setting, inspired by the incentive cost in the mechanism design theory from economics, we discuss designs of a mechanism that integrates strategic determinations of private controls by the rational agents into optimal public control that achieve social welfare maximization, Bayesian incentive compatibility and budget balance. Two dynamic balanced integration mechanisms are proposed in both formulations of the fixed horizon and the receding horizon cases.