In this paper, the state-feedback Nash game based mixed H2/H∞ design^（[1, 2]）has been extended for output feedback case. The algorithm is applied to control bioreactor system with a Laguerre-Wavelet Network（LWN）^...In this paper, the state-feedback Nash game based mixed H2/H∞ design^（[1, 2]）has been extended for output feedback case. The algorithm is applied to control bioreactor system with a Laguerre-Wavelet Network（LWN）^（[3, 4]）model of the bioreactor.This is achieved by using the LWN model as a deviation model and by successively linearising the deviation model along the state trajectory. For reducing the approximation error and to improve the controller performance, symbolic derivation algorithm, viz.,automatic differentiation is employed. A cautionary note is also given on the fragility of the output feedback mixed H2/H∞ model predictive controller^（[4, 5]）due to its sensitivity to its own parametric changes.展开更多
This paper introduces a model-free reinforcement learning technique that is used to solve a class of dynamic games known as dynamic graphical games. The graphical game results from to make all the agents synchronize t...This paper introduces a model-free reinforcement learning technique that is used to solve a class of dynamic games known as dynamic graphical games. The graphical game results from to make all the agents synchronize to the state of a command multi-agent dynamical systems, where pinning control is used generator or a leader agent. Novel coupled Bellman equations and Hamiltonian functions are developed for the dynamic graphical games. The Hamiltonian mechanics are used to derive the necessary conditions for optimality. The solution for the dynamic graphical game is given in terms of the solution to a set of coupled Hamilton-Jacobi-Bellman equations developed herein. Nash equilibrium solution for the graphical game is given in terms of the solution to the underlying coupled Hamilton-Jacobi-Bellman equations. An online model-free policy iteration algorithm is developed to learn the Nash solution for the dynamic graphical game. This algorithm does not require any knowledge of the agents＇ dynamics. A proof of convergence for this multi-agent learning algorithm is given under mild assumption about the inter-connectivity properties of the graph. A gradient descent technique with critic network structures is used to implement the policy iteration algorithm to solve the graphical game online in real-time.展开更多
为解决区域综合能源系统中多主体利益冲突、用户侧分布式储能投资成本高昂、容量利用不均以及碳排放量较高等问题,提出一种基于云储能服务商-综合能源系统运行商(integrated energy system operators,IESO)-负荷聚合商(load aggregators...为解决区域综合能源系统中多主体利益冲突、用户侧分布式储能投资成本高昂、容量利用不均以及碳排放量较高等问题,提出一种基于云储能服务商-综合能源系统运行商(integrated energy system operators,IESO)-负荷聚合商(load aggregators,LA)联盟三层博弈的区域综合能源系统低碳运行策略。首先,构建租赁云储能的IESO与LA的能源交易框架。其次,考虑到多个理性主体对盈利最大化的诉求,建立综合能源系统三层博弈模型。第一层为以IESO为主导者、LA联盟为伴随者的主从博弈;第二层为以云储能服务商为供给者、IESO为接收者的主从博弈;第三层是LA联盟成员之间的合作博弈,并采取非对称纳什议价法分配收益。最后,利用二分法、KKT条件结合交替方向乘子法(alternating direction multiplier method,ADMM)对该模型进行求解。仿真结果表明,该策略不仅能够促进系统低碳运行,而且能够满足各主体的经济性需求。展开更多
In this paper, we study an approach to environmental topics, through multicriteria partial cooperative games. In general, not all players wish to cooperate to solve a common problem, so we consider a model where only ...In this paper, we study an approach to environmental topics, through multicriteria partial cooperative games. In general, not all players wish to cooperate to solve a common problem, so we consider a model where only some decision-makers cooperate. Starting from the transformation of a coalition game into a strategic one, we give a new concept of solution for partial cooperative models proving an existence theorem.展开更多
This paper introduced the application of game theory in electricity power market. Moreover, the electricity pool model and the merit order dispatch method was introduced. In pool mode, participants are trying to maxim...This paper introduced the application of game theory in electricity power market. Moreover, the electricity pool model and the merit order dispatch method was introduced. In pool mode, participants are trying to maximize their benefit via competition with each other. Hence the market can be regarded as a non-cooperative game, especially, the electrical supply competition. Players (generators) could use strategic bidding to occupy advantages in competition. The bidding strategies of generators in electricity pool model were researched via build a 3-generator competition model. Moreover, Nash Equilibrium idea was used to explore generator’s optimal bidding strategy. The results show when players are in Nash Equilibrium;thestrategy is their optimal bidding strategy.展开更多
文摘In this paper, the state-feedback Nash game based mixed H2/H∞ design^（[1, 2]）has been extended for output feedback case. The algorithm is applied to control bioreactor system with a Laguerre-Wavelet Network（LWN）^（[3, 4]）model of the bioreactor.This is achieved by using the LWN model as a deviation model and by successively linearising the deviation model along the state trajectory. For reducing the approximation error and to improve the controller performance, symbolic derivation algorithm, viz.,automatic differentiation is employed. A cautionary note is also given on the fragility of the output feedback mixed H2/H∞ model predictive controller^（[4, 5]）due to its sensitivity to its own parametric changes.
基金supported by the Deanship of Scientific Research at King Fahd University of Petroleum & Minerals Project(No.JF141002)the National Science Foundation(No.ECCS-1405173)+3 种基金the Office of Naval Research(Nos.N000141310562,N000141410718)the U.S. Army Research Office(No.W911NF-11-D-0001)the National Natural Science Foundation of China(No.61120106011)the Project 111 from the Ministry of Education of China(No.B08015)
文摘This paper introduces a model-free reinforcement learning technique that is used to solve a class of dynamic games known as dynamic graphical games. The graphical game results from to make all the agents synchronize to the state of a command multi-agent dynamical systems, where pinning control is used generator or a leader agent. Novel coupled Bellman equations and Hamiltonian functions are developed for the dynamic graphical games. The Hamiltonian mechanics are used to derive the necessary conditions for optimality. The solution for the dynamic graphical game is given in terms of the solution to a set of coupled Hamilton-Jacobi-Bellman equations developed herein. Nash equilibrium solution for the graphical game is given in terms of the solution to the underlying coupled Hamilton-Jacobi-Bellman equations. An online model-free policy iteration algorithm is developed to learn the Nash solution for the dynamic graphical game. This algorithm does not require any knowledge of the agents＇ dynamics. A proof of convergence for this multi-agent learning algorithm is given under mild assumption about the inter-connectivity properties of the graph. A gradient descent technique with critic network structures is used to implement the policy iteration algorithm to solve the graphical game online in real-time.
文摘为解决区域综合能源系统中多主体利益冲突、用户侧分布式储能投资成本高昂、容量利用不均以及碳排放量较高等问题,提出一种基于云储能服务商-综合能源系统运行商(integrated energy system operators,IESO)-负荷聚合商(load aggregators,LA)联盟三层博弈的区域综合能源系统低碳运行策略。首先,构建租赁云储能的IESO与LA的能源交易框架。其次,考虑到多个理性主体对盈利最大化的诉求,建立综合能源系统三层博弈模型。第一层为以IESO为主导者、LA联盟为伴随者的主从博弈;第二层为以云储能服务商为供给者、IESO为接收者的主从博弈;第三层是LA联盟成员之间的合作博弈,并采取非对称纳什议价法分配收益。最后,利用二分法、KKT条件结合交替方向乘子法(alternating direction multiplier method,ADMM)对该模型进行求解。仿真结果表明,该策略不仅能够促进系统低碳运行,而且能够满足各主体的经济性需求。
文摘In this paper, we study an approach to environmental topics, through multicriteria partial cooperative games. In general, not all players wish to cooperate to solve a common problem, so we consider a model where only some decision-makers cooperate. Starting from the transformation of a coalition game into a strategic one, we give a new concept of solution for partial cooperative models proving an existence theorem.
文摘This paper introduced the application of game theory in electricity power market. Moreover, the electricity pool model and the merit order dispatch method was introduced. In pool mode, participants are trying to maximize their benefit via competition with each other. Hence the market can be regarded as a non-cooperative game, especially, the electrical supply competition. Players (generators) could use strategic bidding to occupy advantages in competition. The bidding strategies of generators in electricity pool model were researched via build a 3-generator competition model. Moreover, Nash Equilibrium idea was used to explore generator’s optimal bidding strategy. The results show when players are in Nash Equilibrium;thestrategy is their optimal bidding strategy.
