多主体市场下的园区综合能源系统随机鲁棒运行优化  

Stochastic Robust Operation Optimization for Park-level Integrated Energy System in Multi-stakeholder Market

作　　者：周丽红 于浩[1] 李鹏[1] 王成山[1] ZHOU Lihong;YU Hao;LI Peng;WANG Chengshan(Key Laboratory of Smart Grid of Ministry of Education(Tianjin University),Tianjin 300072,China)

机构地区：[1]智能电网教育部重点实验室(天津大学),天津市300072

出　　处：《电力系统自动化》2023年第24期100-109,共10页Automation of Electric Power Systems

基　　金：国家自然科学基金资助项目(51907139)。

摘　　要：园区综合能源系统(PIES)是提升消费侧能效水平的重要方案,同时其运行将受到市场价格不确定性的影响,需要在运行优化中予以考虑。但由于配电市场的参与主体较多,价格形成机制多样,准确刻画市场运作和价格波动特征极为困难。考虑多主体配电市场交易公平性基本原则,提出一种基于配电网风险中性定价的PIES随机鲁棒运行优化方法。首先,在风险中性测度下,类比资产价格过程,建立分布式能源系统和配电网运营商的售电定价模型,以确定市场环境下的配电网售电合理价格;其次,基于该合理价格,采用箱型不确定集等方法刻画配电网运营商售电价格以及源荷不确定性,建立了PIES两阶段随机鲁棒运行优化模型,基于列与约束生成算法和强对偶理论实现了模型求解;最后,算例结果验证了配电网售电合理价格模型的有效性和必要性、随机鲁棒运行优化方法相较传统随机优化和鲁棒优化方法的优点,以及市场电价不确定性对系统运行结果的影响。Park-level integrated energy system(PIES)is one of the significant schemes to improve the energy efficiency level of the consumption side.Meanwhile,its operation is affected by the uncertainty of the market price,which needs to be taken into account during the operation optimization.However,it is extremely difficult to accurately describe the characteristics of market operation and price fluctuation on account of the massive participants and the diverse mechanisms of price formation in the distribution market.In this paper,considering the basic principle of fair transaction in multi-agent distribution market,a stochastic robust operation optimization method based on risk-neutral pricing of distribution networks is proposed for the PIES.Firstly,the selling electricity pricing model of the distributed energy system and distribution network operators is established by analogy with the asset price process under risk-neutral measures,which is applied with the reasonable electricity price of distribution networks in the market environment.Secondly,a PIES two-stage stochastic robust operation optimization model is established by employing the box-type uncertainty set and other methods to depict the uncertainty of electricity price and source-load based on the reasonable price,which is solved using the column constraint generation algorithm and the strong duality theory.Finally,the numerical experimental results verify that the reasonable price model for electricity sales is effective and necessary in distribution networks,as well as the advantage of the stochastic robust operation optimization method compared with the traditional stochastic operation method and robust method,and the influence of the uncertainty electricity price on operation methods.

关 键 词：园区综合能源系统 配电网 风险中性 合理定价 不确定性 几何布朗运动 随机鲁棒优化 

分 类 号：TM73[电气工程—电力系统及自动化] TK01[动力工程及工程热物理]