A Bi-Level Optimization Formulation of Priority Service Pricing
A Bi-Level Optimization Formulation of Priority Service Pricing
复制标题
优先服务定价的双层优化公式
DOI：
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发表时间：
2020
影响因子：
6.6
通讯作者：
P. Chevalier
中科院分区：
文献类型：
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作者：
Yuting Mou;A. Papavasiliou;P. Chevalier
优先服务定价是通过提供具有不同可靠性水平的电力即服务来动员住宅需求响应的一种有前途的方法。更高的可靠性水平对应更高的价格。适当的定价可以保证消费者自行选择与系统可提供的可靠性相对应的可靠性级别。然而，传统的菜单设计理论基于许多严格的假设，这些假设在实践中可能不会得到遵守，例如生成器的良好凸成本函数。在本文中，我们设计了一个优先服务菜单作为 Stackelberg 博弈的均衡解，该博弈被建模为涉及垂直集成公用事业和消费者的双层优化问题。我们将均衡重新表述为混合整数问题。采用这种方法后，我们可以将菜单设计问题集成到日前单位承诺模型中。这使我们能够设计出完全满足公司利润要求的菜单。该方法通过一个玩具数值示例以及比利时电力市场的大型模型进行了说明。
Priority service pricing is a promising approach for mobilizing residential demand response, by offering electricity as a service with various levels of reliability. Higher levels of reliability correspond to higher prices. Proper pricing guarantees that consumers self-select a level of reliability that corresponds to the reliability that the system can offer. However, the traditional theory for menu design is based on numerous stringent assumptions, which may not be respected in practice, such as well-behaved convex cost functions for generators. In this article, we design a priority service menu as the equilibrium solution to a Stackelberg game, which is modeled as a bi-level optimization problem involving a vertically integrated utility and consumers. We reformulate the equilibrium as a mixed-integer problem. As a consequence of this approach, we can integrate the menu design problem within a day-ahead unit commitment model. This allows us to design a menu which exactly meets the profit requirements of a firm. The approach is illustrated on a toy numerical example as well as a large-scale model of the Belgian power market.