基于随机古诺博弈的需求响应聚合商与多主体风电商联合投标分布式优化策略  

Stochastic Cournot Game Based Distributed Optimization Strategy for Joint Bidding of Demand Response Aggregator and Multi-stakeholder Wind Power Producers

作　　者：何世远 王鲁浩 赵盛楠 杨明[2] 程新功[1] HE Shiyuan;WANG Luhao;ZHAO Shengnan;YANG Ming;CHENG Xingong(School of Electrical Engineering,University of Jinan,Jinan 250022,Shandong Province,China;Key Laboratory of Power System Intelligent Dispatch and Control(Shandong University),Ministry of Education,Jinan 250061,Shandong Province,China)

机构地区：[1]济南大学自动化与电气工程学院,山东省济南市250022 [2]电网智能化调度与控制教育部重点实验室(山东大学),山东省省济南市5250061

出　　处：《电网技术》2022年第12期4789-4799,共11页Power System Technology

基　　金：国家自然科学基金项目(61803174);国家重点研发计划项目(2019YFE0118400);山东省自然科学基金项目(ZR2019BF024)。

摘　　要：针对日前和实时电力交易市场中风电商投标运营问题,提出基于随机古诺博弈的需求响应(demandresponse,DR)聚合商与多主体风电商联合参与市场投标策略,以降低风电出力随机性对投标的扰动影响,满足市场参与者的多主体利益需求。首先,基于经典古诺博弈理论同时描述多主体风电商面向电力市场和面向DR市场的竞价机制,形成了联合投标价格及正、负DR资源价格。其次,基于条件风险价值(conditional value-at-risk,CVaR)方法建立计及风险量化的多主体风电商与DR资源联合投标权衡分布式优化模型,以协调各风电商的利润和风险管控。采用一致性交替方向乘子法对模型进行分布式求解并给出均衡解理论证明。最后,对比DR资源实时补偿方式和风电商与DR聚合商组成联营体方式,验证了所提策略在风电商投标稳定性及均衡多主体利益等方面的有效性与合理性。In order to address bidding problems for the wind power producers in the day-ahead and real-time markets,a stochastic Cournot game based joint energy bidding strategy for the demand response(DR) aggregators and multistakeholder wind power producers is proposed in this paper to mitigate the disturbance of the random wind power in the bidding processes.First,a bidding mechanism for multistakeholder wind power producers facing the electricity markets and the DR markets is formulated based on the Cournot game theory simultaneously to obtain the joint bidding prices and the positive and negative DR prices.Second,in order to coordinate the profits of the wind power producers and control the bidding risks,a trade-off distributed optimization model for the joint energy bidding of the multi-stakeholder wind power producers and the DR resources is developed based on the Conditional Value-at-Risk(CVaR) method.The consistent alternating direction multiplier method is used to solve the above model and a theoretical proof for the equilibrium solutions is given.Finally,the effectiveness and rationality of the proposed strategy in the aspects of the bidding stability and the adjusting multiple stakeholders are verified by comparing with the real-time DR resource compensation method and the alliance strategy of the wind power producers and the DR aggregators.

关 键 词：多主体风电商 需求响应聚合商 联合投标 古诺博弈 条件风险价值 

分 类 号：TM73[电气工程—电力系统及自动化]