Linear programs for resource sharing among heterogeneous agents: a probabilistic analysis of the maximum capacity in terms of number of agents

Conference item

We consider a multi-agent resource sharing problem that can be represented by a linear program. The amount of resource to be shared is fixed, and each agent adds to the linear cost and constraint a term that depends on some randomly extracted parameters, thus modelling heterogeneity among agents. We study the probability that the arrival of a new agent does not affect the optimal value and the resource share of the other agents, which means that the system cannot accommodate the request of a further agent and has reached its saturation limit. In particular, we determine the maximum number of requests for the shared resource that the system can accommodate in a probabilistic sense. This result is proven by first formulating the dual of the resource sharing linear program, and then showing that this is a random linear program. Using results from the scenario theory for randomized optimization, we bound the probability of constraint violation for the dual optimal solution, and prove that this is equivalent with the primal optimal value remaining unchanged upon arrival of a new agent. We discuss how this can be thought of as probabilistic sensitivity analysis and offer an interpretation of this setting in an electric vehicle charging control problem.

Authors: Falsone, A; Margellos, K; Garatti, S; Prandini, M

• Publication status: Published
• Peer review status: Peer reviewed
• Publisher: Institute of Electrical and Electronics Engineers
• Host title: CDC 2017: 56th IEEE Conference on Decision and Control
• Journal: CDC 2017: 56th IEEE Conference on Decision and Control
• Publication date: 2018-01-23
• Acceptance date: 2017-08-01
• DOI: 10.1109/CDC.2017.8264226