Online Pricing via Stackelberg and Incentive Games in a Micro-Grid

Authors: Mendoza FG; Bauso D; and Konstantopoulos G

Published in: 18th European Control Conference (ECC), 25-28 Jun 2019, Naples, Italy. IEEE , pp. 3520-3525 https://doi.org/10.23919/ECC.2019.8795772

Date Published: 15 August 2019

Abstract: 

This paper deals with the analysis and design of online pricing mechanisms in micro-grids. Two cases are studied in which the market layer is modeled as an open-loop and closed-loop dynamical system respectively. In the case of open-loop market dynamics, the price is generated as equilibrium price of a Stackelberg game with an incentive strategy. In such Stackelberg game, the leader is the energy supplier, the follower is the consumer, and the leader plays an incentive strategy. In the case of closed-loop market dynamics, the price is obtained as a function of the power supplied and the demand. A stability analysis is provided for both cases, which sheds light on the transient and steady-state behavior of the system in terms of the grids time constant, inertial, damping and synchronizing coefficients. Conditions on the parameters that guarantee asymptotic stability are obtained for both open-loop and closed-loop configurations. The findings provide an insight on the impact of the time constant and damping coefficient on the system response. The study also elucidates the ways in which the suppliers decisions influence the output values, thus contributing to clarify the interconnection between the market and physical layers in a micro-grid.

Keywords: incentive strategy; steady-state behavior; synchronizing coefficients; damping coefficient; system response; microgrid; online pricing mechanisms; equilibrium price; Stackelberg game; open-loop market dynamics system; closed-loop market dynamics system; power demand; asymptotic stability.

Insights for EnergyREV:

The paper deals with the analysis and design of pricing mechanisms in a micro-grid system, where the market layer is modeled either in an open- or closed-loop architecture. The first insight provided by this framework (case 1) is the consideration of a Stackelberg game where the leader is the energy supplier, the follower is the consumer, and the leader plays an incentive strategy. The second insight (case 2) involves the case where the price is obtained as a function of the power supplied and the demand in a closed-loop market architecture, that investigates the interaction of the market layer with the physical layer.