Comparisons of Auction Designs Through Multiagent Learning in Peer-to-Peer Energy Trading
Comparisons of Auction Designs Through Multiagent Learning in Peer-to-Peer Energy Trading
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DOI：
10.1109/tsg.2022.3190814
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发表时间：
2023-01
影响因子：
9.6
通讯作者：
Zibo Zhao;Chengzhi Feng;Andrew L. Liu
中科院分区：
文献类型：
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作者：
Zibo Zhao;Chengzhi Feng;Andrew L. Liu
分布式能源（DER），如太阳能电池板，正在迅速发展并重塑电力系统。为了促进DER，公用事业公司通常采用上网电价（FIT）来向DER所有者（又称产消者）支付固定费率，以向电网供应能源。作为FIT的替代方案，消费者和产消者可以以点对点（P2P）方式进行能源交易。在本文中，我们专注于一个P2P市场使用双重拍卖，其中的能源消费者/产消者的收益是由他们的出价和拍卖机制。然而，P2P能源拍卖的特点，包括零边际成本和公开的保留价，可能会使许多拍卖设计理论失效，阻碍市场发展。我们讨论了四个具体的清除机制：$k$ -双，维克里，McAfee和最大容量匹配（MVM）的影响，这样的功能。此外，我们提出了一个自动投标框架的基础上多代理，多臂强盗学习，其中每个代理只需要利用自己的投标历史，以确定如何出价在下一轮通过一定的遗憾最小化算法。数值结果表明，$k$ -double和McAfee拍卖似乎表现更好的投标人的盈余。然而，如果拍卖人也要求赔偿，MVM可以为拍卖人带来最大的利润。
Distributed energy resources (DERs), such as solar panels, are growing rapidly and reshaping power systems. To promote DERs, utility companies usually adopt feed-in-tariff (FIT) to pay DER owners (aka prosumers) fixed rates for supplying energy to the grid. As an alternative to FIT, consumers and prosumers can trade energy in a peer-to-peer (P2P) fashion. In this paper, we focus on a P2P market using double auctions, in which the payoffs of energy consumers/prosumers are determined by their bids and auction mechanisms. Special features of a P2P energy auction, however, including zero marginal cost and publicly-known reserve prices, may invalidate many theories on auction design and hinder market development. We discuss the impacts of such features on four specific clearing mechanisms: $k$ -double, Vickrey, McAfee and maximum volume matching (MVM). Furthermore, we propose an automated bidding framework based on multi-agent, multi-armed bandit learning, in which each agent only needs to utilize their own bidding history to determine how to bid in the next round through certain regret-minimizing algorithms. Numerical results show that the $k$ -double and McAfee auction appear to perform better in terms of bidders’ surplus. However, if the auctioneer also requires compensation, MVM can yield the most profit for the auctioneer.