Finding Equilibria in the Pool-Based Electricity Market With Strategic Wind Power Producers and Network Constraints
Finding Equilibria in the Pool-Based Electricity Market With Strategic Wind Power Producers and Network Constraints
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DOI：
10.1109/tpwrs.2016.2549003
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发表时间：
2017
影响因子：
6.6
通讯作者：
T. Dai;W. Qiao
中科院分区：
文献类型：
--
作者：
T. Dai;W. Qiao
本文提出了一个模型，以寻找在短期电力市场的大规模风电渗透的均衡。每个策略参与者的行为是通过一个两阶段的数学问题与均衡约束（MPEC），其中上层的问题最大化的利润的战略球员和下层的问题描述了清算过程的前一天和实时市场，同时考虑网络的约束。所有的MPEC的联合解决方案构成一个平衡问题与平衡约束（EPEC）。不确定的风力发电生产和需求是由一组合理的情景来表示的。利用对偶理论和Karush-Kuhn-Tucker条件，将每个MPEC转化为一个混合整数线性规划问题。利用博弈论和对角化算法求解EPEC，得到了电力市场的纳什均衡。通过案例研究验证了该模型的有效性。
This paper proposes a model to find the equilibria in the short-term electricity market with large-scale wind power penetration. The behavior of each strategic player is modeled through a two-stage mathematical problem with equilibrium constraints (MPEC), where the upper-level problem maximizes the profit of the strategic player and the lower-level problem describes the clearing processes of the day-ahead and real-time markets while considering the network constraints. The joint solution of all the MPECs constitutes an equilibrium problem with equilibrium constraints (EPEC). The uncertain wind power production and demand are represented by a set of plausible scenarios. By using the duality theory and Karush-Kuhn-Tucker condition, each MPEC is transferred into a mixed-integer linear programing problem. The Nash equilibria of the electricity market are obtained by solving the EPEC using Game theory and the diagonalization algorithm. Case studies are performed to show the effectiveness of the proposed model.