基于信息间隙决策理论的绿证实时定价问题研究  

Green certificate real-time pricing based on information gap decision theory

作　　者：李军祥[1] 刘艳丽 王溪 LI Junxiang;LIU Yani;WANG Xi(Business School and School of Intelligent Emergency Management,University of Shanghai for Science and Technology,Shanghai 200093,China)

机构地区：[1]上海理工大学管理学院和智慧应急管理学院,上海200093

出　　处：《电力系统保护与控制》2024年第24期32-43,共12页Power System Protection and Control

基　　金：国家自然科学基金项目资助(72071130,71871144);大学生创新项目资助(XJ2023156)。

摘　　要：随着绿证交易制度不断完善,如何更好地维持绿证交易市场供需平衡及削峰填谷是目前亟需解决的问题。针对该问题,借鉴实时电价思想,提出基于需求管理的绿证实时定价机制。构建系统社会福利最大化模型,利用拉格朗日对偶和梯度投影法计算拉格朗日乘子即影子价格,得到最优实时绿证价格。其次,考虑到可再生能源出力具有不确定性因素,通过引入信息间隙决策理论(information gap decision theory,IGDT),构建风险规避模型和风险偏好模型以探究可再生能源聚合商不同态度下社会福利的变化,为系统经济稳定运行提供参考。最后,利用Yalmip和Gurobi进行仿真模拟。结果表明,所提模型可有效实现绿证供需平衡,提高可再生能源利用率,实现系统低碳经济稳定运行的目标。With the steady enhancement of the green certificate trading system,maintaining the equilibrium between supply and demand in the green certificate trading market,alongside addressing peak shaving and valley filling challenges,has emerged as a pressing concern.To tackle this issue,inspired by the concept of real-time electricity pricing,a demand-based real-time green certificate pricing mechanism is put forth.A model aimed at maximizing system social welfare is formulated,employing the Lagrange duality and gradient projection methods to compute the Lagrange multiplier,commonly referred to as the shadow price,the optimal real-time pricing for green certificates is thus obtained.Secondly,taking into account the uncertainty associated with renewable energy output,both risk aversion and risk-seeking models are established through the incorporation of information gap decision theory(IGDT).Changes in social welfare under varying attitudes of renewable energy aggregators are investigated,providing valuable insights for maintaining the economic stability of the system.Finally,simulations are performed using Yalmip and Gurobi.The results demonstrate that the proposed model effectively balances green certificate supply and demand,enhances renewable energy utilization,and accomplishes the objective of low-carbon,economically stable system operation.

关 键 词：可再生能源 绿色证书 实时定价 影子价格 信息间隙决策理论 

分 类 号：X196[环境科学与工程—环境科学]