Learning with Adaptive Conservativeness for Distributionally Robust Optimization: Incentive Design for Voltage Regulation
Autor: | Liang, Zhirui, Li, Qi, Comden, Joshua, Bernstein, Andrey, Dvorkin, Yury |
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Rok vydání: | 2024 |
Předmět: | |
Druh dokumentu: | Working Paper |
Popis: | Information asymmetry between the Distribution System Operator (DSO) and Distributed Energy Resource Aggregators (DERAs) obstructs designing effective incentives for voltage regulation. To capture this effect, we employ a Stackelberg game-theoretic framework, where the DSO seeks to overcome the information asymmetry and refine its incentive strategies by learning from DERA behavior over multiple iterations. We introduce a model-based online learning algorithm for the DSO, aimed at inferring the relationship between incentives and DERA responses. Given the uncertain nature of these responses, we also propose a distributionally robust incentive design model to control the probability of voltage regulation failure and then reformulate it into a convex problem. This model allows the DSO to periodically revise distribution assumptions on uncertain parameters in the decision model of the DERA. Finally, we present a gradient-based method that permits the DSO to adaptively modify its conservativeness level, measured by the size of a Wasserstein metric-based ambiguity set, according to historical voltage regulation performance. The effectiveness of our proposed method is demonstrated through numerical experiments. Comment: This paper was accepted for publication and presentation in the Proceedings of the IEEE Control and Decision Conference in Milano, Italy 2024 |
Databáze: | arXiv |
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