A Multi-Resolution Large Population Game Framework for Smart Grid Demand Response Management

Abstract : Dynamic demand response (DR) management is becoming an integral part of power system and market operational practice. Motivated by the smart grid DR management problem, we propose a multi-resolution stochastic differential game-theoretic framework to model the players' intra-group and inter-group interactions in a large population regime. We study the game in both risk-neutral and risk-sensitive settings, and provide closed-form solutions for symmetric mean-field responses in the case of homogenous group population, and characterize the symmetric mean-field Nash equilibrium using the Hamilton-Jacobi-Bellman (HJB) equation together with the Fokker-Planck-Kolmogorov (FPK) equation. Finally, we apply the framework to the smart grid DR management problem and illustrate with a numerical example.
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Communication dans un congrès
Roberto Cominetti and Sylvain Sorin and Bruno Tuffin. NetGCOOP 2011 : International conference on NETwork Games, COntrol and OPtimization, Oct 2011, Paris, France. IEEE, 2011
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Quanyan Zhu, Tamer Basar. A Multi-Resolution Large Population Game Framework for Smart Grid Demand Response Management. Roberto Cominetti and Sylvain Sorin and Bruno Tuffin. NetGCOOP 2011 : International conference on NETwork Games, COntrol and OPtimization, Oct 2011, Paris, France. IEEE, 2011. 〈hal-00643670〉

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