English

Reimagining Demand-Side Management with Mean Field Learning

Optimization and Control 2023-05-26 v2 Machine Learning Probability Applications Machine Learning

Abstract

Integrating renewable energy into the power grid while balancing supply and demand is a complex issue, given its intermittent nature. Demand side management (DSM) offers solutions to this challenge. We propose a new method for DSM, in particular the problem of controlling a large population of electrical devices to follow a desired consumption signal. We model it as a finite horizon Markovian mean field control problem. We develop a new algorithm, MD-MFC, which provides theoretical guarantees for convex and Lipschitz objective functions. What distinguishes MD-MFC from the existing load control literature is its effectiveness in directly solving the target tracking problem without resorting to regularization techniques on the main problem. A non-standard Bregman divergence on a mirror descent scheme allows dynamic programming to be used to obtain simple closed-form solutions. In addition, we show that general mean-field game algorithms can be applied to this problem, which expands the possibilities for addressing load control problems. We illustrate our claims with experiments on a realistic data set.

Keywords

Cite

@article{arxiv.2302.08190,
  title  = {Reimagining Demand-Side Management with Mean Field Learning},
  author = {Bianca Marin Moreno and Margaux Brégère and Pierre Gaillard and Nadia Oudjane},
  journal= {arXiv preprint arXiv:2302.08190},
  year   = {2023}
}
R2 v1 2026-06-28T08:41:39.028Z