State Estimation for the Individual and the Population in Mean Field Control With Application to Demand Dispatch

DOI10.1109/TAC.2016.2572880MaRDI QIDQ5282365zbMATH OpenOpenAlexFDO

Authors Yue Chen, Ana Bušić, Sean P. Meyn

Publication date 27 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.00088

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

Abstract: This paper concerns state estimation problems in a mean field control setting. In a finite population model, the goal is to estimate the joint distribution of the population state and the state of a typical individual. The observation equations are a noisy measurement of the population. The general results are applied to demand dispatch for regulation of the power grid, based on randomized local control algorithms. In prior work by the authors it has been shown that local control can be carefully designed so that the aggregate of loads behaves as a controllable resource with accuracy matching or exceeding traditional sources of frequency regulation. The operational cost is nearly zero in many cases. The information exchange between grid and load is minimal, but it is assumed in the overall control architecture that the aggregate power consumption of loads is available to the grid operator. It is shown that the Kalman filter can be constructed to reduce these communication requirements,

Cited in

(11)

• Linear-quadratic delayed mean-field social optimization
• An integral control formulation of mean field game based large scale coordination of loads in smart grids
• Mean field linear-quadratic control: uniform stabilization and social optimality
• Optimal control and stabilization for linear continuous-time mean-field systems with delay
• Social optima of backward linear-quadratic-Gaussian mean-field teams
• Mixed Nash games and social optima for linear-quadratic forward-backward mean-field systems
• Ergodic theory for controlled Markov chains with stationary inputs
• Risk-sensitive mean field games with major and minor players
• Kullback–Leibler-Quadratic Optimal Control
• A unified framework for coordination of thermostatically controlled loads
• Rational expectations: an approach of anticipated linear-quadratic social optima

This page was built for publication: State Estimation for the Individual and the Population in Mean Field Control With Application to Demand Dispatch

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5282365)