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Mathematics > Optimization and Control

arXiv:2210.02323 (math)
[Submitted on 5 Oct 2022]

Title:Distributed Online Generalized Nash Equilibrium Tracking for Prosumer Energy Trading Games

Authors:Yongkai Xie, Zhaojian Wang, John Z.F. Pang, Bo Yang, Xinping Guan
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Abstract:With the proliferation of distributed generations, traditional passive consumers in distribution networks are evolving into "prosumers", which can both produce and consume energy. Energy trading with the main grid or between prosumers is inevitable if the energy surplus and shortage exist. To this end, this paper investigates the peer-to-peer (P2P) energy trading market, which is formulated as a generalized Nash game. We first prove the existence and uniqueness of the generalized Nash equilibrium (GNE). Then, an distributed online algorithm is proposed to track the GNE in the time-varying environment. Its regret is proved to be bounded by a sublinear function of learning time, which indicates that the online algorithm has an acceptable accuracy in practice. Finally, numerical results with six microgrids validate the performance of the algorithm.
Subjects: Optimization and Control (math.OC)
Cite as: arXiv:2210.02323 [math.OC]
  (or arXiv:2210.02323v1 [math.OC] for this version)
  https://doi.org/10.48550/arXiv.2210.02323

Submission history

From: Zhaojian Wang [view email]
[v1] Wed, 5 Oct 2022 15:22:46 UTC (327 KB)
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