Smart Markets for Black-box Capacity Allocation

黑匣子容量分配的智能市场

• 批准号: 1561381
• 负责人: Alfredo Garcia
• 金额: $ 24.26万
• 依托单位: University of Florida
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2016
• 资助国家: 美国
• 起止时间: 2016-09-01 至 2018-05-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1561381&HistoricalAwards=false
• 关键词: Smart; Markets; Black; box; Capacity

The term smart market refers to a market design in which clearing must be implemented by solving an optimization problem satisfying technical constraints that cannot otherwise be met via more traditional market structures (e.g. bilateral trading). All trading in a smart market is intermediated by a market manager in charge of clearing. Examples include electricity markets (where network capacity constraints must be satisfied while taking into account power flow) and spectrum auctions for allocating channels (where combinatorial optimization is needed to identify an efficient allocation). This project addresses the problem of designing smart markets when the solution of a non-trivial computational model has to be consulted to determine the feasibility of a given allocation profile. Since such a model is not transparent to the market manager, it is often referred to as a "black-box" model. As an example, the project will focus on the allocation of spectrum access under signaling technologies other than frequency division, which is an instance of this problem because a precise determination of communication capacity can only be obtained by consulting black-box models that take into account the effects of interference amongst users.This project will focus on the design of smart markets to ensure the efficient allocation of black-box capacity under incomplete information regarding the users' willingness to pay for capacity. The designs considered are iterative in nature. The idea is to allow (at each iteration) a form of self-scheduling by users onto available resources followed by a black-box evaluation of excess capacity, which in turn informs price updates. A key design novelty pertains to the use of different time-scales for pricing (fast) vs. capacity allocation (slow) adjustments. Personalized incentives for each user (in the forms of additional payments or transfers) guarantee that it is a dominant strategy for users to truthfully report their demand throughout the process. Several additional research directions including noisy black-box model and non-convex feasible regions will be considered. Additionally, the application of the smart market designs to electricity markets with high levels of renewable capacity will be considered. If successful, the project will contribute to ensuring that the market dispatch of available resources meets a certain reliability target with highly intermittent nature of renewable output.

智能市场指的是一种市场设计，在这种市场设计中，清算必须通过解决满足技术约束的优化问题来实现，而这些技术约束无法通过更传统的市场结构（例如双边交易）来满足。智能市场中的所有交易都由负责清算的市场经理进行中介。例子包括电力市场（在考虑功率流的同时必须满足网络容量约束）和用于分配通道的频谱拍卖（需要组合优化来确定有效的分配）。这个项目解决了设计智能市场的问题时，一个非平凡的计算模型的解决方案，必须咨询，以确定一个给定的分配配置文件的可行性。 由于这种模式对市场管理者来说是不透明的，因此通常被称为“黑箱”模式。 作为一个例子，该项目将侧重于在除频分以外的信令技术下分配频谱接入，这是这个问题的一个例子，因为只有通过咨询黑箱模型才能精确确定通信容量，该模型考虑了用户之间干扰的影响。该项目将集中于智能市场的设计，以确保有效地分配黑-在关于用户愿意为容量付费的信息不完整的情况下， 所考虑的设计本质上是迭代的。这个想法是允许（在每次迭代中）用户对可用资源进行某种形式的自我调度，然后对过剩容量进行黑盒评估，这反过来又会通知价格更新。一个关键的设计新奇涉及使用不同的时间尺度进行定价（快速）与容量分配（缓慢）调整。对每个用户的个性化激励（以额外支付或转账的形式）保证用户在整个过程中如实报告他们的需求是一个主导策略。几个额外的研究方向，包括噪声黑箱模型和非凸可行区域将被考虑。此外，将考虑将智能市场设计应用于具有高水平可再生能力的电力市场。如果成功，该项目将有助于确保可用资源的市场调度满足可再生能源输出高度间歇性的特定可靠性目标。