Smart Markets for Black-box Capacity Allocation

黑匣子容量分配的智能市场

• 批准号: 1561381
• 负责人: Alfredo Garcia
• 金额: $ 24.26万
• 依托单位: University of Florida
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2016
• 资助国家: 美国
• 起止时间: 2016-09-01 至 2018-05-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1561381&HistoricalAwards=false
• 关键词: Smart; Markets; Black; box; Capacity

The term smart market refers to a market design in which clearing must be implemented by solving an optimization problem satisfying technical constraints that cannot otherwise be met via more traditional market structures (e.g. bilateral trading). All trading in a smart market is intermediated by a market manager in charge of clearing. Examples include electricity markets (where network capacity constraints must be satisfied while taking into account power flow) and spectrum auctions for allocating channels (where combinatorial optimization is needed to identify an efficient allocation). This project addresses the problem of designing smart markets when the solution of a non-trivial computational model has to be consulted to determine the feasibility of a given allocation profile. Since such a model is not transparent to the market manager, it is often referred to as a "black-box" model. As an example, the project will focus on the allocation of spectrum access under signaling technologies other than frequency division, which is an instance of this problem because a precise determination of communication capacity can only be obtained by consulting black-box models that take into account the effects of interference amongst users.This project will focus on the design of smart markets to ensure the efficient allocation of black-box capacity under incomplete information regarding the users' willingness to pay for capacity. The designs considered are iterative in nature. The idea is to allow (at each iteration) a form of self-scheduling by users onto available resources followed by a black-box evaluation of excess capacity, which in turn informs price updates. A key design novelty pertains to the use of different time-scales for pricing (fast) vs. capacity allocation (slow) adjustments. Personalized incentives for each user (in the forms of additional payments or transfers) guarantee that it is a dominant strategy for users to truthfully report their demand throughout the process. Several additional research directions including noisy black-box model and non-convex feasible regions will be considered. Additionally, the application of the smart market designs to electricity markets with high levels of renewable capacity will be considered. If successful, the project will contribute to ensuring that the market dispatch of available resources meets a certain reliability target with highly intermittent nature of renewable output.

智能市场一词是指在市场设计中必须通过解决满足技术限制的优化问题来实施的市场设计，否则这些限制无法通过更传统的市场结构（例如双边交易）来满足。负责清算的市场经理介入了智能市场中的所有交易。示例包括电力市场（考虑到电力流时必须满足网络容量限制）和用于分配渠道的频谱拍卖（需要组合优化以识别有效的分配）。当必须咨询非平凡计算模型的解决方案以确定给定分配概况的可行性时，该项目解决了设计智能市场的问题。 由于这种模型对市场经理不透明，因此通常称为“黑框”模型。 例如，该项目将重点介绍频率部以外的信号技术下的频谱访问的分配，这是此问题的一个例子，因为只能通过咨询黑盒模型来获得通信能力的精确确定，以考虑到这一点用户之间的干扰的影响。该项目将重点介绍智能市场的设计，以确保在不完整的信息中有效地分配黑盒容量，以了解用户愿意支付容量的费用。 所考虑的设计本质上是迭代的。这个想法是允许（在每次迭代中）用户对可用资源进行自我安排的一种形式，然后对超额容量进行黑框评估，从而为价格更新提供了信息。一个关键的设计新颖性与使用不同时间尺度的价格（快速）和容量分配（慢）调整有关。每个用户的个性化激励措施（以其他付款或转让的形式）确保用户在整个过程中真实地报告其需求是一种主导策略。将考虑几个其他研究方向，包括嘈杂的黑盒模型和非凸线可行区域。此外，还将考虑将智能市场设计应用于具有较高可再生能力的电力市场。如果成功，该项目将有助于确保市场发货可用的可靠性目标具有高度间歇性的可再生能源性能。