2264. Learning Prosumer Behavior in Energy Communities: Integrating Bilevel Programming and Online Learning
Invited abstract in session TA-46: Optimization and learning in energy and transport, stream Energy Economics & Management.
Tuesday, 8:30-10:00Room: Newlyn 1.07
Authors (first author is the speaker)
| 1. | Lesia Mitridati
|
| Technical University of Denmark (DTU) | |
| 2. | Bennevis Crowley
|
| Department of Wind and Energy Systems, Technical University of Denmark | |
| 3. | Jalal Kazempour
|
| Department of Wind and Energy Systems, Technical University of Denmark (DTU) | |
| 4. | Mahnoosh Alizadeh
|
| UC Santa Barbara |
Abstract
Dynamic pricing through bilevel programming is widely used for demand response but often assumes perfect knowledge of prosumer behavior, which is unrealistic in practical applications. This paper presents a novel framework that integrates bilevel programming with online learning, specifically Thompson sampling, to overcome this limitation. The approach dynamically sets optimal prices while simultaneously learning prosumer behaviors through observed responses, eliminating the need for extensive pre-existing datasets. Applied to an energy community providing capacity limitation services to a distribution system operator, the framework allows the community manager to infer individual prosumer characteristics, including usage patterns for photovoltaic systems, electric vehicles, home batteries, and heat pumps. Numerical simulations with 25 prosumers, each represented by 10 potential signatures, demonstrate rapid learning with low regret, with most prosumer characteristics learned within five days and full convergence achieved in 100 days.
Keywords
- OR in Energy
- Machine Learning
- Electricity Markets
Status: accepted
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