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Results for “generalized Nash equilibrium”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Security Constrained Distributed Transaction Model for Multiple Prosumers

Massive access of renewable energy has prompted demand-side distributed resources to participate in regulation and improve flexibility of power systems. With large-scale access of massive, decentralized, and diverse distributed resources, demand-side market members have transformed from traditional “consumers” to “prosumers”. To explore the distributed transaction model of prosumers, in this paper, a multi-prosumer distributed transaction model is proposed, and the Conditional Value-at-Risk (CVaR) theory is applied to quantify potential risks caused by the stochastic characteristics inherited from renewable energy. First, a prosumer model under constraints of the distribution network including photovoltaic units, fuel cells, energy storage system, central air conditioning and flexible loads is established, and a multi-prosumer distributed transaction strategy is proposed to achieve power sharing among multiple prosumers. Second, a prosumer transaction model based on CVaR is constructed to measure risks inherited from the uncertainty of PV output within the prosumer and ensure safety of system operation in extreme PV output scenarios. Then, the alternating direction multiplier method (ADMM) is utilized to solve the constructed model efficiently. Finally, distributed transaction costs of prosumers are distributed fairly based on the generalized Nash equilibrium to maximize social benefits. Simulation results show the multi-prosumer distributed transaction mechanism established under the proposed generalized Nash equilibrium method can encourage power sharing among prosumers, increasing their own income and social benefits. Also, the CVaR can assist decision making of prosumers in weighting the risks and benefits, improving system resilience through energy management of prosumers.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2019

Solving equilibrium problems using extended mathematical programming

We introduce an extended mathematical programming framework for specifying equilibrium problems and their variational representations, such as generalized Nash equilibrium, multiple optimization problems with equilibrium constraints, and (quasi-) variational inequalities, and computing solutions of them from modeling languages. We define a new set of constructs with which users annotate variables and equations of the model to describe equilibrium and variational problems. Our constructs enable a natural translation of the model from one formulation to another more computationally tractable form without requiring the modeler to supply derivatives. In the context of many independent agents in the equilibrium, we facilitate expression of sophisticated structures such as shared constraints and additional constraints on their solutions. We define shared variables and demonstrate their uses for sparse reformulation, economic equilibrium problems sharing economic states, mixed pricing behavior of agents, and so on. We give some equilibrium and variational examples from the literature and describe how to formulate them using our framework. Experimental results comparing performance of various complementarity formulations for shared variables are provided. Our framework has been implemented and is available within GAMS/EMP.

Equilibrium programming↗
DOE OSTI2019

Distributed formation control with open-loop Nash strategy

In this paper, we investigate game theoretical multiagent formation control problem. The main challenge of this problem is how to enable local execution of game strategies, e.g., Nash equilibrium, which generally requires global information in the presence of communication topology among agents. Toward this, we first derive open-loop Nash equilibrium for agents minimizing formation error based performance indices and proceed to introduce a distributed estimation scheme to facilitate local implementation of the derived Nash strategies. In addition, a shrinking horizon control technique is integrated into the proposed scheme to handle unexpected state changes. Finally, the proposed scheme is fully distributed and ensures an ϵ-Nash equilibrium. An illustrative examples is presented to verify the effectiveness.

42 ENGINEERING↗
DOE OSTI2019

GPLADD: Quantifying Trust in Government and Commercial Systems A Game-Theoretic Approach

Trust in a microelectronics-based system can be characterized as the level of confidence that a system is free of subversive alterations made during system development, or that the development process of a system has not been manipulated by a malicious adversary. Trust in systems has become an increasing concern over the past decade. This report introduces a novel game-theoretic framework, called GPLADD (Graph-based Probabilistic Learning Attacker and Dynamic Defender), for analyzing and quantifying system trustworthiness at the end of the development process, through the analysis of risk of development-time system manipulation. GPLADD represents attacks and attacker-defender contests over time. Here, time is an explicit constraint and allows incorporating the informational asymmetries between the attacker and defender into analysis. GPLADD includes an explicit representation of attack steps via multi-step attack graphs, attacker and defender strategies, and player actions at different times. GPLADD allows quantifying the attack success probability over time and the attacker and defender costs based on their capabilities and strategies. This ability to quantify different attacks provides an input for evaluation of trust in the development process. We demonstrate GPLADD on an example attack and its variants. We develop a method for representing success probability for arbitrary attacks and derive an explicit analytic characterization of success probability for a specific attack. We present a numeric Monte Carlo study of a small set of attacks, quantify attack success probabilities, attacker and defender costs, and illustrate the options the defender has for limiting the attack success and improving trust in the development process.

37 attack↗
DOE OSTI2019

Nash Embedding and Equilibrium in Pure Quantum States

With respect to probabilistic mixtures of the strategies in non-cooperative games, quantum game theory provides guarantee of fixed-point stability, the so-called Nash equilibrium. This permits players to choose mixed quantum strategies that prepare mixed quantum states optimally under constraints. Here, we show here that fixed-point stability of Nash equilibrium can also be guaranteed for pure quantum strategies via an application of the Nash embedding theorem, permitting players to prepare pure quantum states optimally under constraints.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Approximating Nash Equilibrium in Day-ahead Electricity Market Bidding with Multi-agent Deep Reinforcement Learning

In this paper, a day-ahead electricity market bidding problem with multiple strategic generation company (GEN-CO) bidders is studied. The problem is formulated as a Markov game model, where GENCO bidders interact with each other todevelop their optimal day-ahead bidding strategies. Considering unobservable information in the problem, a model-free and data-driven approach, known as multi-agent deep deterministic policy gradient (MADDPG), is applied for approximating the Nash equilibrium (NE) in the above Markov game. The MADDPG algorithm has the advantage of generalization due to the automatic feature extraction ability of the deep neural networks. The algorithm is tested on an IEEE 30-bus system with three competitive GENCO bidders in both an uncongested caseand a congested case. Comparisons with a truthful bidding strategy and state-of-the-art deep reinforcement learning methods including deep Q network and deep deterministic policy gradient (DDPG) demonstrate that the applied MADDPG algorithm can find a superior bidding strategy for all the market participants with increased profit gains. In addition, the comparison with a conventional model-based method shows that the MADDPG algorithm has higher computational efficiency, which is feasible for real-world applications.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2019

Discrete game-theoretic analysis of defense in correlated cyber-physical systems

A cyber-physical system (CPS) is composed of a discrete number of cyber and physical components and subject to internal failures and external disruptions. The functionality of CPS therefore is determined not only by cyber and physical components but the adversary’s attacker strategy. We characterize the effect of cyber-physical interdependency on the CPS survival probability using a product-form function with cyber and physical exponential correlation coefficients. We model simultaneous and sequential discrete games between the provider and attacker on a CPS infrastructure to analyze its survivability and reinforcement strategy at Nash equilibrium. Our results show that the cyber and physical correlation coefficients can significantly affect CPS survival probability. In general, the provider’s cyber- (or physical-) reinforcement level increases as the cyber- (or physical-) attack level increases. In each of cyber and physical domains, the reinforcement level first increases then decreases in its own correlation coefficient, probability of successful component attacks, and maximum level of available resources, but decreases in the correlation coefficient of the other domain. We apply this game-theoretic analysis to a cloud computing infrastructure, and show that its residual capacity is relatively high when the attacker has no information about the distribution of servers. Finally, a high level of survival probability does not necessarily lead to high utility.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Remarks on Hierarchic Control for a Linearized Micropolar Fluids System in Moving Domains

We study a Stackelberg strategy subject to the evolutionary linearized micropolar fluids equations in domains with moving boundaries, considering a Nash multi-objective equilibrium (non necessarily cooperative) for the “follower players” (as is called in the economy field) and an optimal problem for the leader player with approximate controllability objective. We will obtain the following main results: the existence and uniqueness of Nash equilibrium and its characterization, the approximate controllability of the linearized micropolar system with respect to the leader control and the existence and uniqueness of the Stackelberg–Nash problem, where the optimality system for the leader is given.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Cyber-Physical Correlations for Infrastructure Resilience: A Game-Theoretic Approach

In several critical infrastructures, the cyber and physical parts are correlated so that disruptions to one affect the other and hence the whole system. These correlations may be exploited to strategically launch components attacks, and hence must be accounted for ensuring the infrastructure resilience, specified by its survival probability. We characterize the cyber-physical interactions at two levels: (i) the failure correlation function specifies the conditional survival probability of cyber sub-infrastructure given the physical sub-infrastructure as a function of their marginal probabilities, and (ii) the individual survival probabilities of both sub-infrastructures are characterized by first-order differential conditions. We formulate a resilience problem for infrastructures composed of discrete components as a game between the provider and attacker, wherein their utility functions consist of an infrastructure survival probability term and a cost term expressed in terms of the number of components attacked and reinforced. We derive Nash Equilibrium conditions and sensitivity functions that highlight the dependence of infrastructure resilience on the cost term, correlation function and sub-infrastructure survival probabilities. These results generalize earlier ones based on linear failure correlation functions and independent component failures. We apply the results to models of cloud computing infrastructures and energy grids.

cyber-physical infrastructures↗
DOE OSTI2024

A Decentralized Market Mechanism for Energy Communities under Operating Envelopes

Here, we propose an operating envelopes (OEs) aware energy community market mechanism that dynamically charges/rewards its members based on two-part pricing. The OEs are imposed exogenously by a regulated distribution system operator (DSO) on the energy community's revenue meter and is subject to a generalized net energy metering (NEM) tariff design. By formulating the interaction of the community operator and its members as a Stackelberg game, we show that the proposed two-part pricing achieves a Nash equilibrium and maximizes the community's social welfare in a decentralized fashion while ensuring that the community's operation abides by the OEs. The market mechanism conforms with the cost-causation principle and guarantees community members a surplus level no less than their maximum surplus when they autonomously face the DSO. The dynamic and uniform community price is a monotonically decreasing function of the community's aggregate renewable generation. We also analyze the impact of exogenous parameters such as NEM rates and OEs on the value of joining the community. Lastly, through numerical studies, we showcase the community's welfare, and pricing, and compare its members' surplus to customers under the DSO's regime.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2016

Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

Submodular optimization problems and greedy strategies: A survey

The greedy strategy is an approximation algorithm to solve optimization problems arising in decision making with multiple actions. How effective is the greedy strategy compared to the optimal solution? In this survey, we mainly consider two classes of optimization problems where the objective function is submodular. The first is set submodular optimization, which is to choose a set of actions to optimize a set submodular objective function, and the second is string submodular optimization, which is to choose an ordered set of actions to optimize a string submodular function. Our emphasis here is on performance bounds for the greedy strategy in submodular optimization problems. Specifically, we review performance bounds for the greedy strategy, more general and improved bounds in terms of curvature, performance bounds for the batched greedy strategy, and performance bounds for Nash equilibria.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Defense strategies for infrastructures with multiple systems of components

In several critical infrastructures correlations between the constituent systems represent certain vulnerabilities: disruptions to one may propagate to others and possibly to the entire infrastructure. The correlations between the systems are characterized in two ways in this paper: (i) the aggregate failure correlation function specifies the conditional failure probability of the infrastructure given the failure of an individual system, and (ii) the pairwise correlation function between two systems specifies the failure probability of one system given the failure of the other. The survival probabilities of individual systems satisfy firstorder differential conditions that generalize the contest success functions and statistical independence conditions. We formulate a problem of ensuring the resilience of an infrastructure as a game between the provider and attacker; their utility functions are sums of infrastructure survival probability terms and cost terms, both expressed in terms of the numbers of system components attacked and reinforced. We derive Nash Equilibrium conditions and sensitivity functions that highlight the dependence of infrastructure resilience on the cost terms, correlation functions, and individual system survival probabilities. We apply these results to models of distributed cloud computing and energy grid infrastructures.

Rao, Nageswara S↗
DOE OSTI2017

Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach

In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochastic Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

On Defense Strategies for Recursive System of Systems Using Aggregated Correlations

We consider a class of Recursive System of Systems (RSoS), wherein systems are recursively defined and the basic systems at finest level are composed of discrete cyber and physical components. This formulation captures the models of systems that are adaptively refined to account for their varied structure, such as sites of a heterogenous distributed computing infrastructure. The components can be disrupted by cyber of physical means, and can also be suitably reinforced to survive the attacks. We characterize the disruptions at each level of recursion using aggregate failure correlation functions that specify the conditional failure probability of RSoS given the failure of an individual system at that level. At finest levels, the survival probabilities of basic systems satisfy simple product-form, first order differential conditions using the multiplier functions, which generalize conditions based on contest success functions and statistical independence of component survival probabilities. We formulate the problem of ensuring the performance of RSoS as a game between an attacker and a provider, each with a utility function composed of a survival probability term and a cost term, both expressed in terms of the number of basic system components attacked and reinforced. We derive sensitivity functions at Nash Equilibrium that highlight the dependence of survival probabilities of systems on cost terms, correlation functions, and their partial derivatives. We apply these results to a simplified model of distributed high-performance computing infrastructures.

Rao, Nageswara↗
DOE OSTI2019

Decision-Making in Complex Dynamical Systems of Systems With One Opposing Subsystem

Many complex dynamical systems consist of a large number of interacting subsystems that operate harmoniously and make decisions that are designed for the benefit of the entire enterprise. If, in an attempt to disrupt the operation of the entire system, one subsystem gets attacked and is made to operate in a manner that is adversarial with the others, then the entire system suffers, resulting in an adversarial decision-making environment among its subsystems. Such an environment may affect not only the decision-making process of the attacked subsystem but also possibly the other remaining subsystems as well. The disruption caused by the attacked subsystem may cause the remaining subsystems to either coalesce as a unified team making team-based decisions, or disintegrate and act as independent decision-making entities. The decision-making process in these types of complex systems of systems is best analyzed within the general framework of cooperative and non-cooperative game theory. In this paper, we will develop an analysis that provides a theoretical basis for modeling the decision-making process in such complex systems. We show how cooperation among the subsystems can produce Noninferior Nash Strategies (NNS) that are fair and acceptable to all subsystems within the team while at the same time provide the subsystems in the team with the security of the Nash equilibrium against the opposing attacked subsystem. We contrast these strategies with the all Nash Strategies (NS) that would result if the operation of the entire system disintegrated and became adversarial among all subsystems as a result of the attack. An example of a system consisting of three subsystems with one opposing subsystem as a result of an attack is included to illustrate the results.

Talebi, Shahriar↗
DOE OSTI2015

Defense of Cyber Infrastructures Against Cyber-Physical Attacks Using Game-Theoretic Models

The operation of cyber infrastructures relies on both cyber and physical components, which are subject to incidental and intentional degradations of different kinds. Within the context of network and computing infrastructures, we study the strategic interactions between an attacker and a defender using game-theoretic models that take into account both cyber and physical components. The attacker and defender optimize their individual utilities expressed as sums of cost and system terms. First, we consider a Boolean attack-defense model, wherein the cyber and physical sub-infrastructures may be attacked and reinforced as individual units. Second, we consider a component attack-defense model wherein their components may be attacked and defended, and the infrastructure requires minimum numbers of both to function. We show that the Nash equilibrium under uniform costs in both cases is computable in polynomial time, and it provides high-level deterministic conditions for the infrastructure survival. When probabilities of successful attack and defense, and of incidental failures are incorporated into the models, the results favor the attacker but otherwise remain qualitatively similar. This approach has been motivated and validated by our experiences with UltraScience Net infrastructure, which was built to support high-performance network experiments. In conclusion, the analytical results, however, are more general, and we apply them to simplified models of cloud and high-performance computing infrastructures.

97 MATHEMATICS AND COMPUTING↗