Linear-quadratic mean-field-type games-based stochastic model predictive control: A microgrid energy storage application

J. Barreiro-Gomez; T. E. Duncan; H. Tembine

doi:10.23919/acc.2019.8814722

Linear-quadratic mean-field-type games-based stochastic model predictive control: A microgrid energy storage application

J. Barreiro-Gomez, T. E. Duncan, H. Tembine

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

In this paper, we study the design of a stochastic predictive controller based on discrete-time mean-field-type games (MFTG-SPC) involving an arbitrary number of decision makers. We consider a dynamical system described by a stochastic difference equation that includes mean-field terms, e.g., the expected value for both the system state and control inputs. In addition, the cost function incorporates the mean and variance of both system state and control inputs. We provide a semi-explicit solution for the optimization problem that is behind the predictive controller. Finally, we present some simulations over a microgrid application consisting of the energy storage problem.

Original language	English (US)
Title of host publication	2019 American Control Conference, ACC 2019
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	3224-3229
Number of pages	6
ISBN (Electronic)	9781538679265
DOIs	https://doi.org/10.23919/acc.2019.8814722
State	Published - Jul 2019
Event	2019 American Control Conference, ACC 2019 - Philadelphia, United States Duration: Jul 10 2019 → Jul 12 2019

Publication series

Name	Proceedings of the American Control Conference
Volume	2019-July
ISSN (Print)	0743-1619

Conference

Conference	2019 American Control Conference, ACC 2019
Country/Territory	United States
City	Philadelphia
Period	7/10/19 → 7/12/19

Keywords

Direct method
Mean-field-type games
Mean-variance minimization
Semiexplicit solution
Stochastic predictive control

ASJC Scopus subject areas

Electrical and Electronic Engineering

Access to Document

10.23919/acc.2019.8814722

Cite this

Barreiro-Gomez, J., Duncan, T. E., & Tembine, H. (2019). Linear-quadratic mean-field-type games-based stochastic model predictive control: A microgrid energy storage application. In 2019 American Control Conference, ACC 2019 (pp. 3224-3229). Article 8814722 (Proceedings of the American Control Conference; Vol. 2019-July). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.23919/acc.2019.8814722

Linear-quadratic mean-field-type games-based stochastic model predictive control: A microgrid energy storage application. / Barreiro-Gomez, J.; Duncan, T. E.; Tembine, H.
2019 American Control Conference, ACC 2019. Institute of Electrical and Electronics Engineers Inc., 2019. p. 3224-3229 8814722 (Proceedings of the American Control Conference; Vol. 2019-July).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Barreiro-Gomez, J, Duncan, TE & Tembine, H 2019, Linear-quadratic mean-field-type games-based stochastic model predictive control: A microgrid energy storage application. in 2019 American Control Conference, ACC 2019., 8814722, Proceedings of the American Control Conference, vol. 2019-July, Institute of Electrical and Electronics Engineers Inc., pp. 3224-3229, 2019 American Control Conference, ACC 2019, Philadelphia, United States, 7/10/19. https://doi.org/10.23919/acc.2019.8814722

Barreiro-Gomez J, Duncan TE, Tembine H. Linear-quadratic mean-field-type games-based stochastic model predictive control: A microgrid energy storage application. In 2019 American Control Conference, ACC 2019. Institute of Electrical and Electronics Engineers Inc. 2019. p. 3224-3229. 8814722. (Proceedings of the American Control Conference). doi: 10.23919/acc.2019.8814722

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Linear-quadratic mean-field-type games-based stochastic model predictive control: A microgrid energy storage application

Abstract

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Keywords

ASJC Scopus subject areas

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