  Microgrids (MG) are anticipated to be important players in the future smart
grid. For proper operation of MGs an Energy Management System (EMS) is
essential. The EMS of an MG could be rather complicated when renewable energy
resources (RER), energy storage system (ESS) and demand side management (DSM)
need to be orchestrated. Furthermore, these systems may belong to different
entities and competition may exist between them. Nash equilibrium is most
commonly used for coordination of such entities however the convergence and
existence of Nash equilibrium can not always be guaranteed. To this end, we use
the correlated equilibrium to coordinate agents, whose convergence can be
guaranteed. In this paper, we build an energy trading model based on mid-market
rate, and propose a correlated Q-learning (CEQ) algorithm to maximize the
revenue of each agent. Our results show that CEQ is able to balance the revenue
of agents without harming total benefit. In addition, compared with Q-learning
without correlation, CEQ could save 19.3% cost for the DSM agent and 44.2% more
benefits for the ESS agent.
