多虚拟电厂参与日前电力市场的鲁棒竞标博弈方法  

Robust bidding game approach for multiple virtual power plants participating in day-ahead electricity market

作　　者：宋嘉启 杨永标 徐青山[1,2] 刘知秋 张翔颖 SONG Jiaqi;YANG Yongbiao;XU Qingshan;LIU Zhiqiu;ZHANG Xiangying(School of Electrical Engineering,Southeast University,Nanjing 210096,China;Nanjing Center for Applied Mathematics,Nanjing 211135,China)

机构地区：[1]东南大学电气工程学院,江苏南京210096 [2]南京应用数学中心,江苏南京211135

出　　处：《电力自动化设备》2023年第5期77-85,共9页Electric Power Automation Equipment

基　　金：江苏省重点研发计划项目(BE2020688)。

摘　　要：针对风电出力的不确定性和多元决策主体间的复杂博弈关系对虚拟电厂(VPP)参与日前电力市场的竞标方案的影响,提出了一种基于非合作博弈理论和鲁棒优化思想的多VPP参与日前市场的竞标博弈方法。设计了多VPP同时参与能量市场和调峰市场的非合作博弈框架和相应的交易流程。建立了各VPP在其余竞标主体报价方案的基础上,聚合多种分布式能源参与市场交易的非合作博弈竞标模型。计及风电出力不确定性对VPP运营的影响,通过强对偶理论和鲁棒优化方法将确定性竞标模型扩展为鲁棒优化模型,并在模型中引入了鲁棒调节系数来灵活调整VPP竞标方案的保守性。通过重复执行多轮竞标博弈的求解策略,直至各市场主体均不能从单方面改变投标方案中获利后,确定各VPP在日前市场中的综合出清方案。算例分析表明,所提方法给出了VPP在能量市场和调峰市场的投标优化方案,可为VPP最优参与电力市场多类型交易产品提供参考。Aiming at the impacts of the uncertainty of wind power output and the complex game relation⁃ship among multiple decision makers on the bidding scheme of virtual power plant(VPP)participating in the day-ahead electricity market,a bidding game approach for multiple VPPs participating in the day-ahead market based on the non-cooperative game theory and robust optimization idea is proposed.The non-coopera⁃tive game framework and corresponding trading process are designed for multiple VPPs to participate in the energy market and peak regulating market simultaneously.Then,the non-cooperative game bidding model is established for each VPP to aggregate multiple distributed energy sources to participate in market transac⁃tion based on the offer schemes of the remaining bidders.Considering the impact of the uncertainty of wind power output on VPP operation,the deterministic bidding model is extended to the robust optimization model by strong pairwise theory and robust optimization method,and the robust adjustment factor is introduced in the model to flexibly adjust the conservativeness of VPP bidding scheme.By repeating the solution strategy of multiple rounds of bidding game until each market player cannot make profit from the unilateral varia⁃tion of bidding scheme,the comprehensive clearing scheme of each VPP in the day-ahead market is deter⁃mined.Case study analysis shows that the proposed method gives the bidding optimal scheme for VPP in the energy market and peak regulating market,which can provide a reference for the optimal participation of VPP in multiple types of trading products in the electricity market.

关 键 词：虚拟电厂 电力市场 非合作博弈 强对偶理论 鲁棒优化 

分 类 号：TM73[电气工程—电力系统及自动化] F123.9[经济管理—世界经济]