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Applications of Mean Field Games
Mean field prescriptive game approaches for the large-scale coordination of electric loads in smart grids
Roland P. Malhamé, Polytechnique Montréal
Wednesday, November 17, 2021
Abstract: As the level of penetration of intermittent renewable energy sources increases in power systems,
energy supply side reliability decreases. In this context, the flexibility afforded by electric loads
associated with energy storage such as space heaters, air conditioners or water heaters becomes a
crucial asset as these loads can be deferred or anticipated to mitigate energy supply variability. We
consider the case of an aggregator coordinating a very large number of small residential electric space
heating loads. The aggregator pursues two possible distinct objectives over a fixed time interval: (i)
Reducing/increasing the loads mean energy requirements; (ii) Achieving a fixed mean load power
demand rate. Both control problems are approached via a mean field prescriptive linear quadratic (LQ)
game framework. (i) is solved using a nonstandard LQ game with cost coefficients involving a time
integral of an error signal. (ii) is solved using a novel inverse mean field equilibrium approach.
Based on joint work with A. Kizilkale, R. Salhab and Q. Lénet.