Hierarchical Mean-Field Type Control of Price Dynamics for Electricity in Smart Grid

作     者：FRIHI Zahrate El Oula CHOUTRI Salah Eddine BARREIRO-GOMEZ Julian TEMBINE Hamidou FRIHI Zahrate El Oula;CHOUTRI Salah Eddine;BARREIRO-GOMEZ Julian;TEMBINE Hamidou

作者机构：Laboratory of Probability and Statistics(La PS)Department of MathematicsBadji-Mokhtar UniversityB.P.12Annaba 23000Algeria. NYUAD Research InstituteNew York University Abu DhabiUAE Learning&Game Theory LaboratoryNew York University Abu DhabiSaadiyat Campus PO Box 129188UAE 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2022年第35卷第1期

页      面：1-17页

核心收录：

学科分类：080802[工学-电力系统及其自动化] 0808[工学-电气工程] 08[工学] 

基　　金：support from Tamkeen under the NYU Abu Dhabi Research Institute grant CG002 U.S.Air Force Office of Scientific Research under Grant No.FA955017-1-0259 

主　　题：Electricity price dynamics hierarchical control mean-field-type control smart grids 

摘      要：This paper solves a mean-field type hierarchical optimal control problem in electricity *** authors consider n-1 prosumers and one *** ith prosumer,for 1in,is a leader of the(i-1)th prosumer and is a follower of the(i+1)th *** first player(agent)is the follower at the bottom whereas the nth is the leader at the *** problem is described by a linear jump-diffusion system of conditional mean-field type,where the conditioning is with respect to common noise,and a quadratic cost functional involving,the square of the conditional expectation of the controls of the *** authors provide a semi-explicit solution of the corresponding meanfield-type hierarchical control problem with common ***,the authors illustrate the obtained result via a numerical example with two different scenarios.