Distributed optimization with Markovian switching targets and stochastic observation noises with applications to DC microgrids

作     者：Siyu XIE Leyi WANG Masoud H.NAZARI George YIN Gun LI 

作者机构：School of Aeronautics and Astronautics University of Electronic Science and Technology of China Department of Electrical and Computer Engineering Wayne State University Department of Mathematics University of Connecticut 

出 版 物：《Science China(Information Sciences)》 (中国科学:信息科学(英文版))

年 卷 期：2022年第65卷第12期

页      面：232-247页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 080802[工学-电力系统及其自动化] 0808[工学-电气工程] 07[理学] 08[工学] 070105[理学-运筹学与控制论] 0701[理学-数学] 

基　　金：supported by Research Start-up Fund of UESTC(Grant No. Y030222059002042) 

主　　题：constraint optimization noisy observation output variation Markovian switching target distributed algorithm DC microgrid 

摘      要：A distributed optimization problem with Markovian switching targets and stochastic observation noises is considered in this paper. In order to solve target following and renewable following for microgrid(MG) optimal power balancing, and to attenuate observation noises simultaneously, distributed optimization algorithms are developed. The interaction between observation noises and Markovian switching targets may introduce a fundamental tradeoff in reducing the optimization errors and choosing the step size. Furthermore, under infrequent Markovian switching assumptions, the mean-square optimization error bounds, the switching ordinary differential equation(ODE) limit, and the asymptotic distributions of the optimization errors are established rigorously and comprehensively. A simulation example on a DC MG is presented to show the main results of the paper.