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Privacy Impact on Generalized Nash Equilibrium in Peer-to-Peer Electricity Market

Ilia Shilov 1 Hélène Le Cadre 2 Ana Bušić 1
1 DYOGENE - Dynamics of Geometric Networks
Inria de Paris, CNRS - Centre National de la Recherche Scientifique : UMR 8548, DI-ENS - Département d'informatique - ENS Paris
Abstract : We consider a peer-to-peer electricity market, where agents hold private information that they might not want to share. The problem is modeled as a noncooperative communication game, which takes the form of a Generalized Nash Equilibrium Problem, where the agents determine their randomized reports to share with the other market players, while anticipating the form of the peer-to-peer market equilibrium. In the noncooperative game, each agent decides on the deterministic and random parts of the report, such that (a) the distance between the deterministic part of the report and the truthful private information is bounded and (b) the expectation of the privacy loss random variable is bounded. This allows each agent to change her privacy level. We characterize the equilibrium of the game, prove the uniqueness of the Variational Equilibria and provide a closed form expression of the privacy price. In addition, we provide a closed form expression to measure the impact of the privacy preservation caused by inclusion of random noise and deterministic deviation from agents' true values. Numerical illustrations are presented on the 14-bus IEEE network.
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https://hal.inria.fr/hal-03112775
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Submitted on : Sunday, January 17, 2021 - 4:16:38 PM
Last modification on : Friday, January 21, 2022 - 3:16:16 AM
Long-term archiving on: : Sunday, April 18, 2021 - 6:12:20 PM

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  • HAL Id : hal-03112775, version 1
  • ARXIV : 2101.06922

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Ilia Shilov, Hélène Le Cadre, Ana Bušić. Privacy Impact on Generalized Nash Equilibrium in Peer-to-Peer Electricity Market. Operations Research Letters, Elsevier, 2021, 49, pp.759-766. ⟨hal-03112775⟩

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