Distributed Online Generalized Nash Equilibrium Tracking for Prosumer Energy Trading Games

With the proliferation of distributed generations, traditional passive consumers in distribution networks are evolving into "prosumers", which can both produce and consume energy. Energy trading with the main grid or between prosumers is inevitable if the energy surplus and shortage exist. To this end, this paper investigates the peer-to-peer (P2P) energy trading market, which is formulated as a generalized Nash game. We first prove the existence and uniqueness of the generalized Nash equilibrium (GNE). Then, an distributed online algorithm is proposed to track the GNE in the time-varying environment. Its regret is proved to be bounded by a sublinear function of learning time, which indicates that the online algorithm has an acceptable accuracy in practice. Finally, numerical results with six microgrids validate the performance of the algorithm.

I. Introduction

The explosive growth of distributed generation in distribution networks together with the advancement of communication and control technology at the consumer level have gradually transformed the traditionally passive consumers into "prosumers", which can both produce and consume energy [1]. Then, energy trading with the main grid or between prosumers is inevitable since energy surplus and shortage are bound to exist [2]. In this situation, the peer-to-peer (P2P) market, which operates in a distributed manner, is more popular due to the ever-increasing number of prosumers, in which the various prosumers can be self-organized to operate economically and reliably under a given market mechanism [3]. In addition, the increasing penetration and an aggravating volatility of renewable generation calls for online market clearing methods. In this paper, we intend to investigate the distributed online energy trading market for prosumers.