寡头垄断能源市场中公用事业公司基于概率论的价格决策框架

Tiansong Cui, Yanzhi Wang, Xue Lin, Shahin Nazarian, Massoud Pedram
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引用次数: 0

摘要

采用动态电价方案的分布式发电和配电网是未来智能电网发展的主要趋势。智能电网是一个包含多个非合作公用事业公司的网络,这些公司向能源消费者提供依赖于使用时间的能源价格,并以最大化自己的利润为目标。分散式电网允许每个能源消费者在不同的公用事业公司之间有多种选择。本文引入了一个优化框架来确定寡头垄断能源市场中公用事业公司的能源价格。在每个计费期(一天)开始时,每家公用事业公司将公布计费期内的分时电价政策,每个能源消费者随后将选择一家公用事业公司进行能源供应,以最大限度地降低预期能源成本。公用事业公司之间的能源价格竞争是一个n人博弈,因为每个公用事业公司的定价策略都会影响其他公用事业公司的利润。为切合实际,本文适当考虑了用户能耗的预测误差,并假设每个时隙满足一定的概率分布。我们从最常用的正态分布开始,并将优化框架扩展到更一般的情况。提出了一种基于纳什均衡的公用事业公司定价策略,并证明了纳什均衡的唯一性。实验结果表明,本文提出的博弈论价格确定框架是有效的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A Probability Theory Based Price Determination Framework for Utility Companies in an Oligopolistic Energy Market
Distributed power generation and distribution network with the dynamic pricing scheme are the major trend of the future smart grid. A smart grid is a network which contains multiple non-cooperative utility companies that offer time-of-use dependent energy prices to energy consumers and aim to maximize their own profits. Decentralized power network allows each energy consumer to have multiple choices among different utility companies. In this paper, an optimization framework is introduced to determine the energy price for utility companies in an oligopolistic energy market. At the beginning of each billing period (a day), each utility company will announce the time-of-use dependent pricing policy during the billing period, and each energy consumer will subsequently choose a utility company for energy supply to minimize the expected energy cost. The energy pricing competition among utility companies forms an n-person game because the pricing strategy of each utility company will affect the profits of others. To be realistic, the prediction error of a user's energy consumption is properly accounted for in this paper and is assumed to satisfy certain probability distribution at each time slot. We start from the most commonly-used normal distribution and extend our optimization framework to a more general case. A Nash equilibrium-based pricing policy is presented for the utility companies and the uniqueness of Nash equilibrium is proved. Experimental results show the effectiveness of our game theoretic price determination framework.
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