相关论文: An Extended Mean Field Game for Storage in Smart G…

We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the…

We study the mean field game problem for a nervous system consisting of a large number of neurons with mean-field interaction. In this system, each neuron can modulate its spiking activity by controlling its membrane potential to…

In this paper, the problem of grid-to-vehicle energy exchange between a smart grid and plug-in electric vehicle groups (PEVGs) is studied using a noncooperative Stackelberg game. In this game, on the one hand, the smart grid that acts as a…

Shared energy storage systems (ESS) present a promising solution to the temporal imbalance between energy generation from renewable distributed generators (DGs) and the power demands of prosumers. However, as DG penetration rates rise,…

Mean field type games (MFTGs) describe Nash equilibria between large coalitions: each coalition consists of a continuum of cooperative agents who maximize the average reward of their coalition while interacting non-cooperatively with a…

In this article, we investigate the competitive interaction between electrical vehicles or hybrid oil-electricity vehicles in a Cournot market consisting of electricity transactions to or from an underlying electricity distribution network.…

The advent of intelligent agents who produce and consume energy by themselves has led the smart grid into the era of "prosumer", offering the energy system and customers a unique opportunity to revaluate/trade their spot energy via a…

High shares of variable renewable energy necessitate substantial energy storage capacity. However, it remains unclear how to design a market that, on the one hand, ensures a stable and sufficient income for storage firms, and, on the other…

This paper investigates effects of realistic, non-ideal, decisions of energy users as to whether to participate in an energy trading system proposed for demand-side management of a residential community. The energy trading system adopts a…

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…

In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic cost are studied under infinite-horizon discounted utility function. ZSMFTG are a class of games in which two decision makers whose utilities sum to…

The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…

An important function of aggregators is to enable the participation of small energy storage units in electricity markets. This paper studies two generally overlooked aspects related to aggregators of energy storage: i) the relationship…

In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

Spot electricity markets are considered under a Game-Theoretic framework, where risk averse players submit orders to the market clearing mechanism to maximise their own utility. Consistent with the current practice in Europe, the market…

In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic utility are studied under infinite-horizon discounted utility function. ZSMFTG are a class of games in which two decision makers whose utilities sum…

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

We consider the general problem of resource sharing in societal networks, consisting of interconnected communication, transportation, energy and other networks important to the functioning of society. Participants in such network need to…

Achieving the economical and stable operation of Multi-microgrids (MMG) systems is vital. However, there are still some challenging problems to be solved. Firstly, from the perspective of stable operation, it is necessary to minimize the…

This paper addresses a class of network games played by dynamic agents using their outputs. Unlike most existing related works, the Nash equilibrium in this work is defined by functions of agent outputs instead of full agent states, which…