引用本文: | 王沛,王韵楚,林哲敏,季超,齐慧,杨莉,何川,林振智.考虑不确定性的火电发电商现货-深度调峰市场优化决策[J].电力自动化设备,2024,44(5):208-216. |
| WANG Pei,WANG Yunchu,LIN Zhemin,JI Chao,QI Hui,YANG Li,HE Chuan,LIN Zhenzhi.Optimal decision in spot-deep peak regulation market for thermal power suppliers considering uncertainty[J].Electric Power Automation Equipment,2024,44(5):208-216. |
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摘要: |
针对电力现货市场与深度调峰市场联合运行背景下发电商电能量利润空间压缩、深度调峰功能亟待拓展等问题,提出考虑不确定性的发电商现货-深度调峰市场优化策略。基于Stackelberg博弈,构建兼顾联合市场利润和风险的发电商日前报价策略双层优化模型。在上层模型中,以发电商联合市场利润最大化为目标,对发电商分段报价进行优化;在下层模型中,考虑竞争对手报价场景的不确定性,提出电力现货-深度调峰市场联合出清模型。针对净负荷不确定性,引入波动不确定度参数,将双层模型转换为基于信息间隙决策理论的发电商现货-深度调峰市场决策模型。基于安徽省实际市场数据进行仿真验证,得到适应不同负荷场景的发电商联合市场日前报价策略,结果表明考虑不确定性的联合优化决策能够有效规避负荷不确定性带来的利润波动风险。 |
关键词: 现货-深度调峰联合市场 发电商竞价策略 Stackelberg博弈 不确定性 信息间隙决策理论 |
DOI:10.16081/j.epae.202311014 |
分类号: |
基金项目:国家重点研发计划项目(2022YFB2403100) |
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Optimal decision in spot-deep peak regulation market for thermal power suppliers considering uncertainty |
WANG Pei1, WANG Yunchu1, LIN Zhemin2, JI Chao2, QI Hui2, YANG Li1, HE Chuan2, LIN Zhenzhi1
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1.College of Electrical Engineering, Zhejiang University, Hangzhou 310027, China;2.Anhui Power Exchange Center Co.,Ltd.,Hefei 230051, China
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Abstract: |
Aiming at the problems such as the spatial compression of electric energy profit of power suppliers and the urgent need to expand the deep peak regulation function under the background of joint operation of electricity spot market and deep peak regulation market, an optimization strategy of power suppliers in spot-deep peak regulation market considering the uncertainty is proposed. Based on Stackelberg game, a bi-level optimization model of day-ahead bidding strategy for power suppliers is constructed considering the profit and risk of the joint market. In the upper level model, the segmented quotation price of power suppliers is optimized with the maximum profit of power suppliers in the joint market as the object. In the lower level model, a joint clearing model of electricity spot-deep peak regulation market is proposed conside-ring the uncertainty of quotation price scenarios of the competitors. Aiming at the uncertainty of net load, a fluctuation uncertainty parameter is introduced, and the bi-level model is converted into a decision model of power suppliers in spot-deep peak regulation market based on the information gap decision theory. The simulation and verification based on the actual market data of Anhui province is carried out, the day-ahead bidding strategies of power suppliers adapting to different load scenarios in the joint market are obtained, and the results show that the joint optimal decision considering the uncertainty can effectively avoid the risk of profit fluctuation brought by the load uncertainty. |
Key words: spot-deep peak regulation joint market bidding strategy of power suppliers Stackelberg game uncertainty information gap decision theory |