LQG电网实时定价与支点机制

Yusuke Okajima, T. Murao, K. Hirata, K. Uchida
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引用次数: 8

摘要

我们考虑一个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);一个具有规定的动态机制的博弈是这样进行的:每个代理决定一个私人控制来最小化它自己的成本函数,公用事业管理公用事业和代理之间的信息传输,并决定命令信号,称为价格,以最小化公共成本函数。我们讨论了一种机制的设计,它将个体的私有控制的自私和战略决定整合到理性个体可以接受的最优公共控制中。本文考虑的模型是电网的线性模型,这是所谓的平均系统频率模型的一种特殊情况,但我们也在每个agent的动态模型中加入高斯白扰动,以考虑到可再生资源的随机性。假设每个私人成本函数和公共成本函数都是二次函数,我们推导出指令信号方案(即定价方案)和激励成本的明确公式,灵感来自经济学机制设计理论中的枢轴函数,这是我们在固定水平控制和后退水平控制情况下的机制设计的特点。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Real time pricing and pivot mechanism for LQG power networks
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.
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