摘要翻译：
经典的Vickrey-Clarke-Groves(VCG)机制保证了激励相容性，即在静态一枪博弈中，所有代理人的说实话是一个占优势的策略。然而，在一个动态的环境中，代理人的跨期支付取决于预期的未来控制和支付，直接扩展VCG机制不足以保证激励相容。事实上，对于由一般随机动态系统组成的智能体来说，构造确保动态说实话优势的机制似乎是不可行的。本文的贡献在于证明了对于线性二次高斯(LQG)代理的特例，在仔细构造一个随时间分层支付序列的情况下，这种动态随机扩张确实存在。对于一组LQG代理，我们提出了一个改进的分层VCG支付机制，该机制将当前出价对未来收益的跨期影响解耦，并证明了在系统参数已知且代理是理性的情况下，动态状态说实话是一种主导策略。在电力系统中，一个独立的系统操作员(ISO)必须在保证社会最优的同时保证发电和消费的平衡，这是一个需要随机智能体进行这种最优动态协调的重要例子。目前的挑战是在所有代理商和国际标准化组织之间确定一个使社会福利最大化的投标方案，同时考虑到代理商的随机动态模型，因为太阳能/风能等可再生能源本质上是随机和动态的，负荷消耗也是随机和动态的，受到当地温度和设施热惯性等因素的影响。
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英文标题：
《The Strategic LQG System: A Dynamic Stochastic VCG Framework for Optimal
  Coordination》
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作者：
Ke Ma, P. R. Kumar
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最新提交年份：
2019
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分类信息：

一级分类：Electrical Engineering and Systems Science        电气工程与系统科学
二级分类：Systems and Control        系统与控制
分类描述：This section includes theoretical and experimental research covering all facets of automatic control systems. The section is focused on methods of control system analysis and design using tools of modeling, simulation and optimization. Specific areas of research include nonlinear, distributed, adaptive, stochastic and robust control in addition to hybrid and discrete event systems. Application areas include automotive and aerospace control systems, network control, biological systems, multiagent and cooperative control, robotics, reinforcement learning, sensor networks, control of cyber-physical and energy-related systems, and control of computing systems.
本部分包括理论和实验研究，涵盖了自动控制系统的各个方面。本节主要介绍利用建模、仿真和优化工具进行控制系统分析和设计的方法。具体研究领域包括非线性、分布式、自适应、随机和鲁棒控制，以及混合和离散事件系统。应用领域包括汽车和航空航天控制系统、网络控制、生物系统、多智能体和协作控制、机器人学、强化学习、传感器网络、信息物理和能源相关系统的控制以及计算系统的控制。
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一级分类：Computer Science        计算机科学
二级分类：Systems and Control        系统与控制
分类描述：cs.SY is an alias for eess.SY. This section includes theoretical and experimental research covering all facets of automatic control systems. The section is focused on methods of control system analysis and design using tools of modeling, simulation and optimization. Specific areas of research include nonlinear, distributed, adaptive, stochastic and robust control in addition to hybrid and discrete event systems. Application areas include automotive and aerospace control systems, network control, biological systems, multiagent and cooperative control, robotics, reinforcement learning, sensor networks, control of cyber-physical and energy-related systems, and control of computing systems.
cs.sy是eess.sy的别名。本部分包括理论和实验研究，涵盖了自动控制系统的各个方面。本节主要介绍利用建模、仿真和优化工具进行控制系统分析和设计的方法。具体研究领域包括非线性、分布式、自适应、随机和鲁棒控制，以及混合和离散事件系统。应用领域包括汽车和航空航天控制系统、网络控制、生物系统、多智能体和协作控制、机器人学、强化学习、传感器网络、信息物理和能源相关系统的控制以及计算系统的控制。
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英文摘要：
  The classic Vickrey-Clarke-Groves (VCG) mechanism ensures incentive compatibility, i.e., that truth-telling of all agents is a dominant strategy, for a static one-shot game. However, in a dynamic environment that unfolds over time, the agents' intertemporal payoffs depend on the expected future controls and payments, and a direct extension of the VCG mechanism is not sufficient to guarantee incentive compatibility. In fact, it does not appear to be feasible to construct mechanisms that ensure the dominance of dynamic truth-telling for agents comprised of general stochastic dynamic systems. The contribution of this paper is to show that such a dynamic stochastic extension does exist for the special case of Linear-Quadratic-Gaussian (LQG) agents with a careful construction of a sequence of layered payments over time. For a set of LQG agents, we propose a modified layered version of the VCG mechanism for payments that decouples the intertemporal effect of current bids on future payoffs, and prove that truth-telling of dynamic states forms a dominant strategy if system parameters are known and agents are rational.   An important example of a problem needing such optimal dynamic coordination of stochastic agents arises in power systems where an Independent System Operator (ISO) has to ensure balance of generation and consumption at all time instants, while ensuring social optimality. The challenge is to determine a bidding scheme between all agents and the ISO that maximizes social welfare, while taking into account the stochastic dynamic models of agents, since renewable energy resources such as solar/wind are stochastic and dynamic in nature, as are consumptions by loads which are influenced by factors such as local temperatures and thermal inertias of facilities.
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PDF链接：
https://arxiv.org/pdf/1803.06734