考虑风险分摊的多主体交易及利润分配方法  

Multi-agent Transaction and Profit Distribution Method Considering Risk Allocation

作　　者：唐佳圆 赵文彬 卢武 高源 TANG Jiayuan;ZHAO Wenbin;LU Wu;GAO Yuan(College of Electrical Engineering,Shanghai University of Electric Power,Shanghai 200090,China)

机构地区：[1]上海电力大学电气工程学院,上海200090

出　　处：《电气传动》2022年第15期38-45,共8页Electric Drive

基　　金：国家自然科学基金资助项目(51707113)。

摘　　要：在电力市场环境下,虚拟电厂实现联合运营关键在于内部多主体间的利益分配。为解决虚拟电厂内各主体清洁能源出力不确定性对联盟最终利润分配的影响,基于条件风险价值理论(CVaR)和蒙特卡洛(Monte Carlo)模拟方法建立虚拟电厂内部计及各主体不确定性风险的惩罚成本函数,形成考虑风险分摊机制的多主体合作博弈模型;分析各个主体风险大小对收益的影响,采用纳什谈判理论构建考虑各主体不确定性风险和边际效益等因素的利润分配模型,最终实现虚拟电厂总收益的合理分配。通过算例仿真表明该模型能有效降低系统运行的风险,最大化各主体利益,证明该分配方法的合理性。Under the electric power market environment,the key to achieve the joint operation of virtual power plants lies in the profit distribution among the internal multi-subjects.To solve the impact of the final profit distribution,which is caused by the uncertainty of the clean energy output of each main body in the virtual power plant,based on both CVaR and Monte Carlo simulation method,a penalty cost function considering the uncertain risks of each subject in the virtual power plant was built,a multi-agent cooperative game model considering a risksharing mechanism was formed.Analyzing the impact of each subject's risk on returns,The Nash negotiation theory was adopted to construct a profit distribution model comprehensively considering various aspects such as uncertain risks of each main body and marginal benefits.Finally,a reasonable distribution of the total revenue in the virtual power plant would be realized.Numerical example simulation shows that the model can effectively reduce the risk of system operation and maximize the benefits of each subject.Consequently,the distribution method is proved reasonable.

关 键 词：虚拟电厂 联合运营 条件风险价值 风险分摊 合作博弈 纳什谈判 

分 类 号：TM28[一般工业技术—材料科学与工程]