Coordination of bidding strategies in day-ahead energy and spinning reserve markets
Coordination of bidding strategies in day-ahead energy and spinning reserve markets
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日前能源和旋转储备市场竞价策略的协调
DOI：
10.1016/s0142-0615(01)00038-2
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发表时间：
2002
影响因子：
5.2
通讯作者：
A. David
中科院分区：
文献类型：
--
作者：
F. Wen;A. David
在本文中，建立最优协调的投标策略的竞争性供应商在日前的能源和旋转备用市场的问题。假设每个供应商分别向能量和旋转储备市场投标24个线性能量供应功能和24个线性旋转储备供应功能，每小时一个，并且对于所有24个交付小时，每个市场被单独和同时清算。每个供应商对机组承诺做出决定，并选择线性能量和旋转备用供应函数中的系数，以最大限度地提高总效益，并取决于对竞争对手供应商在两个市场中如何投标的预期。在此基础上，提出了日前能量和旋转备用市场的整体协调竞价策略。首先开发随机优化模型来描述这两种不同的投标方案，然后使用遗传算法（GA）来建立最佳协调的投标策略，为每个方案，并制定一个整体的投标策略，为未来一天的能源和旋转储备市场。一个数值例子是用来说明该方法的基本特征。
In this paper, the problem of building optimally coordinated bidding strategies for competitive suppliers in day-ahead energy and spinning reserve markets is addressed. It is assumed that each supplier bids 24 linear energy supply functions and 24 linear spinning reserve supply functions, one for each hour, into the energy and spinning reserve markets, respectively, and each market is cleared separately and simultaneously for all the 24 delivery hours. Each supplier makes decisions on unit commitment and chooses the coefficients in the linear energy and spinning reserve supply functions to maximise total benefits, subject to expectations about how rival suppliers will bid in both markets. Two different bidding schemes have been suggested for each hour, and based on them an overall coordinated bidding strategy in the day-ahead energy and spinning reserve market is then developed. Stochastic optimisation models are first developed to describe these two different bidding schemes and a genetic algorithm (GA) is then used to build the optimally coordinated bidding strategies for each scheme and to develop an overall bidding strategy for the day-ahead energy and spinning reserve markets. A numerical example is utilised to illustrate the essential features of the method.