Continuous-time marginal pricing of electricity
Continuous-time marginal pricing of electricity
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DOI：
10.1109/tpwrs.2016.2597288
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发表时间：
2017-05
期刊：
影响因子：
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通讯作者：
M. Parvania;Roohallah Khatami
中科院分区：
文献类型：
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作者：
M. Parvania;Roohallah Khatami
目前的离散时间电价的做法开始不足以提供一个准确的经济信号，反映在电力系统的负荷和发电计划的连续时间变化。本文介绍了连续时间边际电价的基本数学理论。首先将连续时间机组组合问题转化为约束变分问题，然后定义连续时间经济调度问题（艾德ED），其中二进制组合变量固定为最优值。然后证明了连续时间边际电价等于连续时间艾德问题中变分功率平衡约束的拉格朗日乘子。连续时间边际电价不仅依赖于发电成本增量率，还依赖于机组的爬坡成本增量率，从而将爬坡成本嵌入到边际电价的计算中。数值结果表明，连续时间边际电价反映了电力系统中不断变化的负荷和发电计划的行为。
The current practice of discrete-time electricity pricing starts to fall short in providing an accurate economic signal reflecting the continuous-time variations of load and generation schedule in power systems. This paper introduces the fundamental mathematical theory of continuous-time marginal electricity pricing. We first formulate the continuous-time unit commitment (UC) problem as a constrained variational problem, and subsequently define the continuous-time economic dispatch (ED) problem where the binary commitment variables are fixed to their optimal values. We then prove that the continuous-time marginal electricity price equals to the Lagrange multiplier of the variational power balance constraint in the continuous-time ED problem. The proposed continuous-time marginal price is not only dependent to the incremental generation cost rate, but also to the incremental ramping cost rate of the units, thus embedding the ramping costs in calculation of the marginal electricity price. The numerical results demonstrate that the continuous-time marginal price manifests the behavior of the constantly varying load and generation schedule in power systems.