Related papers: An Extended Mean Field Game for Storage in Smart G…
We study mean field portfolio games with consumption. For general market parameters, we establish a one-to-one correspondence between Nash equilibria of the game and solutions to some FBSDE, which is proved to be equivalent to some BSDE.…
This paper introduces a consensus-based generalized multi-population aggregative game coordination approach with application to electric vehicles charging under transmission line constraints. The algorithm enables agents to seek an…
We study a new class of Markov games, \emph(multi-player) zero-sum Markov Games} with \emph{Networked separable interactions} (zero-sum NMGs), to model the local interaction structure in non-cooperative multi-agent sequential…
This paper studies the problem of Nash equilibrium approximation in large-scale heterogeneous mean-field games under communication and computation constraints. A deterministic mean-field game is considered in which the non-linear utility…
The smart grid incentivizes distributed agents with local generation (e.g., smart homes, and microgrids) to establish multi-agent systems for enhanced reliability and energy consumption efficiency. Distributed energy trading has emerged as…
In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…
We propose a generic strategic network resource sharing game between a set of players representing operators. The players negotiate which sets of players share given resources, serving users with varying sensitivity to interference. We…
The increasing integration of renewable energy introduces a great challenge to the supply and demand balance of the power grid. To address this challenge, this paper formulates a Stackelberg Markov game (SMG) between an aggregator and…
In this paper, we study the problem of multiple stochastic agents interacting in a dynamic game scenario with continuous state and action spaces. We define a new notion of stochastic Nash equilibrium for boundedly rational agents, which we…
This paper studies the feasibility of integrating a community energy storage (CES) system with rooftop photovoltaic (PV) power generation for demand-side management of a neighbourhood while maintaining the distribution network voltages…
We formulate for the first time the economic dispatch problem in an integrated electrical and gas distribution system as a game equilibrium problem between distributed prosumers. Specifically, by approximating the non-linear gas-flow…
This paper studies the dynamic pricing mechanism for data products in demand-driven markets through a game-theoretic framework. We develop a three-tier Stackelberg game model to capture the hierarchical strategic interactions among key…
Mean-Field Control (MFC) is a powerful tool to solve Multi-Agent Reinforcement Learning (MARL) problems. Recent studies have shown that MFC can well-approximate MARL when the population size is large and the agents are exchangeable.…
This article introduces a novel mean-field game model for multi-sector economic growth in which a dynamically evolving externality, influenced by the collective actions of agents, plays a central role. Building on classical growth theories…
The rapid expansion of distributed energy resources (DERs) is one of the most significant changes to electricity systems around the world. Examples of DERs include solar panels, small natural gas-fueled generators, combined heat and power…
This paper studies the solution of joint energy storage (ES) ownership sharing between multiple shared facility controllers (SFCs) and those dwelling in a residential community. The main objective is to enable the residential units (RUs) to…
We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…
In this paper, a static non-cooperative game formulation of the problem of distributed charging in electrical vehicle (EV) networks is proposed. This formulation allows one to model the interaction between several EV which are connected to…
In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…
In future distribution grids, prosumers (i.e., energy consumers with storage and/or production capabilities) will trade energy with each other and with the main grid. To ensure an efficient and safe operation of energy trading, in this…