Two-Scale Stochastic Control for Smart-Grid Powered Coordinated Multi-Point Systems

In this paper, a novel two-scale stochastic control framework is put forth for smart-grid powered coordinated multi-point (CoMP) systems. Taking into account renewable energy sources (RES), dynamic pricing, two-way energy trading facilities and imperfect energy storage devices, the energy management task is formulated as an infinite-horizon optimization problem minimizing the time-averaged energy transaction cost, subject to the users' quality of service (QoS) requirements. Leveraging the Lyapunov optimization approach and the stochastic subgradient method, a two- scale online control (TS-OC) approach is developed to make online control decisions at two timescales. It is analytically established that the TS-OC is capable of yielding a feasible and asymptotically near-optimal solution.