考虑分布式代不确定性的能源互联网日前交易市场博弈定价模型

Jingwei Hu, Qiuye Sun, F. Teng
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引用次数: 6

摘要

本文设计了一种考虑分布式代(dg)不确定性的能源互联网分布式交易机制。为了配合能源互联网这一新的能源框架,提出了一种新的能源接入模式——自能源(WE -Energy),以方便能源监管、能源交易和信息交互。首先,考虑一个区域内多个相互连接的WEs,其中在给定时间,一些WEs有多余的能源可供出售以赚取利润,称为剩余WEs,但一些WEs需要购买额外的能源以满足当地需求,称为短WEs。在交易机制下,市场出清价格(MCP)是由供给和需求共同决定的。然后,建立了考虑分布式代(dg)不确定性的贝叶斯博弈模型,并将分布式代(dg)作为投标供需,对WEs之间的策略进行了分析。根据hessian矩阵,分别证明了盈余wes和短期wes之间存在唯一的贝叶斯-纳什均衡,并利用KKT条件求解了该均衡。数值计算结果表明,所设计的MPC能较好地反映供需关系,使所有WEs的效用最大化。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A game-theoretic pricing model for Energy Internet in day-ahead trading market considering distributed generations uncertainty
This paper designs a distributed trading mechanism for Energy Internet in which the uncertainty of distributed generations (DGs) is considered. In order to match up Energy Internet, the new energy frame, a novel energy accessing mode called We-Energy (WE) is proposed for the convenience of energy regulation, energy trading and information interaction. First, multiple interconnected WEs are considered in a region where, at a given time, some WEs have superfluous energy for sale to make profits called Surplus-WEs, but some WEs need to buy additional energy to meet local demands called Short-WEs. Under the trading mechanism, the market clearing price (MCP) is determined by supplies as well as demands. Then, a Bayesian game model considering distributed generations (DGs) uncertainty is established to analyze the strategies among WEs, which are assumed as the bidding supplies and demands. A unique Bayesian-Nash equilibrium among Surplus-WEs and Short-WEs are proved respectively according to hessian matrix, and solved by using the Karush-Kuhn-Tucker (KKT) conditions. Numerical results show that the designed MPC can reflect the relationship of supply and demand better, and maximize the utility of all the WEs.
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