Multi-Agent Learning-Based Nearly Non-Iterative Stochastic Dynamic Transactive Energy Control of Networked Microgrids

Coordination of networked microgrids (MGs) offers a promising solution to utilize distributed resources flexibilities and accommodate renewable energy. This paper studies real-time coordination of distribution system operation (DSO) and MGs considering multivariate uncertainty. Current researches suffer from inadaptability to dynamic system uncertainty, extensive iterations, and dependence on prediction. To fill these gaps, A novel multi-agent learning based stochastic dynamic programming (MASDP) is proposed to obtain the optimal policy for entities. Specifically, transactive energy control (TEC) mechanism, which requires only market-based information interactions, is employed to facilitate coordination between MG and DSO. A data-driven offline self-learning is proposed for entities to learn how to manage resources in response to system uncertainty. After sufficient offline learning, online operation of MASDP can be run in both non-iterative and iterative manners, by which near-optimal/optimal real-time solutions of DSO and MGs can be given sequentially and distributedly. Numerical comparisons with state-of-art policies and TEC algorithms verify the optimality, efficiency, adaptability, and scalability of MASDP.