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Communication Dans Un Congrès Année : 2023

Learning Market Equilibria Using Performative Prediction: Balancing Efficiency and Privacy

Résumé

We consider a peer-to-peer electricity market modeled as a network game, where End Users (EUs) minimize their cost by computing their demand and generation while satisfying a set of local and coupling constraints. Their nominal demand constitutes sensitive information, that they might want to keep private. We prove that the network game admits a unique Variational Equilibrium, which depends on the private information of all the EUs. A data aggregator is introduced, which aims to learn the EUs’ private information. The EUs might have incentives to report biased and noisy readings to preserve their privacy, which creates shifts in their strategies. Relying on performative prediction, we define a decision-dependent game G^stoch to couple the network game with a data market. Two variants of the Repeated Stochastic Gradient Method (RSGM) are proposed to compute the Performatively Stable Equilibrium solution of G^stoch, that outperform RSGM with respect to efficiency gap minimization, privacy preservation, and convergence rates in numerical simulations.
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Dates et versions

hal-03816949 , version 1 (17-10-2022)
hal-03816949 , version 2 (29-03-2023)

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Raphaël Taisant, Mandar Datar, Hélène Le Cadre, Eitan Altman. Learning Market Equilibria Using Performative Prediction: Balancing Efficiency and Privacy. ECC 2023 - European Control Conference, Jun 2023, Bucharest, Romania. ⟨10.23919/ECC57647.2023.10178247⟩. ⟨hal-03816949v2⟩
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