Creation of Theoretical Foundation in Dynamic Mechanism Design
| Project/Area Number |
26330027
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Mathematical informatics
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| Research Institution | Hiroshima University |
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Principal Investigator |
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| Project Period (FY) |
2014-04-01 – 2018-03-31
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| Project Status |
Completed (Fiscal Year 2017)
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| Budget Amount *help |
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2016: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2015: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2014: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
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| Keywords | インセンティブ / ナッシュ均衡戦略 / パレート最適 / シュタッケルベルグ戦略 / マルコフジャンプ確率システム / 誘因戦略 / 有限長通信連絡線モデル / インセンティブシュタッケルベルグ戦略 / 大規模半正定値計画問題 / 外乱抑制 / シュタッケルベルグゲーム / 確率システム / 確定外乱 / 制度設計 / 動的ゲーム / 確率微分方程式 / マルコフ連鎖 |
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| Outline of Final Research Achievements |
In this research, a theoretical foundation which is part of designing a new dynamic mechanism that realizes supply and demand equilibrium in real time is investigated. Specifically, first, a mathematical model expressing power generation characteristics due to abrupt change in power generation time and weather inherent in renewable energy is represented by Markov jump stochastic system. Second, based on the incentive Stackelberg hierarchical strategy, a robust online incentive strategy that induces followers to leaders' team optimal solutions is established. In particular, a strategy design algorithm that achieves dynamic equilibrium incorporating time series is derived. Finally, a novel strategy is proposed such that the supply and demand equilibrium ensuring stable operation of the system in real time are both attained.
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Report
(5 results)
Research Products
(22 results)
