Modeling and Design of Real-Time Pricing Systems Based on Markov Decision Processes

• 作者: Ichiro Maruta Kazunori Sakurama Koichi Kobayashi Shun-ichi Azuma
• 来源期刊: 应用数学(英文)
• 学科: 医学
• 关键词: MARKOV DECISION PROCESS OPTIMAL Control REAL-TIME PRICING System
• 年，卷（期）: yysxyw_2014,（10）
• 页码范围: 1485-1495
• 页数: 11页
• 分类号: R73

摘要

A real-time pricing system of electricity is a system that charges different electricity prices for different hours of the day and for different days, and is effective for reducing the peak and flattening the load curve. In this paper, using a Markov decision process (MDP), we propose a modeling method and an optimal control method for real-time pricing systems. First, the outline of real-time pricing systems is explained. Next, a model of a set of customers is derived as a multi-agent MDP. Furthermore, the optimal control problem is formulated, and is reduced to a quadratic programming problem. Finally, a numerical simulation is presented.