2021/01/18 by Ilia Shilov, Shilov, Ilia, Hélène Le Cadre +3 · 1 citation
Decision Sciences · Engineering · #Auction Theory and Applications #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC) #Smart Grid Energy Management #Smart Grid Security and Resilience
paper · pdf · doi:10.48550/arxiv.2101.06922
openalex publication_date 2021/01/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We consider a peer-to-peer electricity market, where agents hold private\ninformation that they might not want to share. The problem is modeled as a\nnoncooperative communication game, which takes the form of a Generalized Nash\nEquilibrium Problem, where the agents determine their randomized reports to\nshare with the other market players, while anticipating the form of the\npeer-to-peer market equilibrium. In the noncooperative game, each agent decides\non the deterministic and random parts of the report, such that (a) the distance\nbetween the deterministic part of the report and the truthful private\ninformation is bounded and (b) the expectation of the privacy loss random\nvariable is bounded. This allows each agent to change her privacy level. We\ncharacterize the equilibrium of the game, prove the uniqueness of the\nVariational Equilibria and provide a closed form expression of the privacy\nprice. In addition, we provide a closed form expression to measure the impact\nof the privacy preservation caused by inclusion of random noise and\ndeterministic deviation from agents' true values. Numerical illustrations are\npresented on the 14-bus IEEE network.\n