用于风险有限的可再生能源定价的概率统计系统稳健策略合成
关键词:可再生能源;概率统计系统;策略合成;风险有限
摘 要:We address the problem of synthesizing optimal energy pricing strategies, while quantitatively constraining the risk due to uncertainty for the network operator and guaranteeing quality-of-service for the users. We use Ellipsoidal Markov Decision Processes (EMDP) to model the decision-making scenario. These models are trained with measured data and allow to quantitatively capture the uncertainty in the prediction of energy generation. We then cast the constrained optimization problem as the strategy synthesis problem for EMDPs, with the goal to maximize the total expected reward constrained to properties expressed using the Probabilistic Computation Tree Logic (PCTL), and propose a novel sound and complete synthesis algorithm. An experimental comparison shows the effectiveness of our method with respect to previous approaches presented in the literature.