Distributed Control of Micro-Storage Devices With Mean Field Games
File(s)
Accepted version
Author(s)
De Paola, A
Angeli, D
Strbac, G
Type
Journal Article
Abstract
This paper proposes a fully distributed control strategy
for the management of micro-storage devices that perform
energy arbitrage. For large storage populations the problem can
be approximated as a differential game with infinite players
(Mean Field Game). Through the resolution of coupled partial
differential equations (PDEs), it is possible to determine, as a
fixed point, the optimal feedback strategy for each player and
the resulting price of energy if that strategy is applied. Once
this price is calculated, it can be communicated to the devices
which are able to independently determine their optimal charge
profile. Simulation results are provided, calculating the fixed
point through numerical integration of the PDEs. The original
model is then extended in order to consider additional elements
such as multiple population of devices and demand uncertainty.
for the management of micro-storage devices that perform
energy arbitrage. For large storage populations the problem can
be approximated as a differential game with infinite players
(Mean Field Game). Through the resolution of coupled partial
differential equations (PDEs), it is possible to determine, as a
fixed point, the optimal feedback strategy for each player and
the resulting price of energy if that strategy is applied. Once
this price is calculated, it can be communicated to the devices
which are able to independently determine their optimal charge
profile. Simulation results are provided, calculating the fixed
point through numerical integration of the PDEs. The original
model is then extended in order to consider additional elements
such as multiple population of devices and demand uncertainty.
Date Issued
2015-03-05
Date Acceptance
2015-02-03
Citation
IEEE Transactions on Smart Grid, 2015, 7 (2), pp.1119-1127
ISSN
1949-3061
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Start Page
1119
End Page
1127
Journal / Book Title
IEEE Transactions on Smart Grid
Volume
7
Issue
2
Copyright Statement
© 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Sponsor
Engineering & Physical Science Research Council (E
Grant Number
EP/I031650/1
Subjects
Science & Technology
Technology
Engineering, Electrical & Electronic
Engineering
Energy arbitrage
mean field games (MFGs)
micro-storage
SYSTEMS
Publication Status
Published