摘要
风力发电具有较大的不确定性和较差的可调度性,当风电商参与日前电力市场投标竞争时,如何处理其中标出力与实际出力的偏差,是含风电电力市场设计的重要课题之一。首先,引入需求响应（demand response,DR）交易市场处理风电商的日前市场投标偏差,其中,DR交易市场的价格由DR用户投标竞争决定。其次,建立风电商参与投标的日前市场与DR交易市场联合均衡模型,其中,在日前市场中风电商和传统发电商以供应函数投标方式参与竞价;在DR交易市场中,针对风电实际出力不足和过剩两种情况,用户分别以供应函数和需求函数投标方式参与竞价;并采用蒙特卡洛模拟和场景缩减技术模拟风电实际出力。然后,将该均衡模型的求解转化为一个凸优化问题的求解,在理论上严格证明了均衡解的存在性和唯一性。并考虑到实际应用中存在的信息不对称性,采用分布式优化算法进行求解。最后,通过算例分析验证理论模型和求解方法的合理性及有效性。
Wind power has features of uncertainty and poor dispatch ability. When wind power producers （WPPs） bid in the day-ahead electricity market, how to address the deviation between the bid output and the actual output is one of the important topics in the design of electricity markets with WPPs. First, a demand response exchange （DRX） market was introduced to tackle WPP＇s bid deviations and the DRX market price was determined by the bids of DR customers. Second, a joint equilibrium model of the day-ahead market and the DRX market was proposed. In this model, the supply function bid form was applied by both WPP and conventional power producers in the day-ahead market. In the DRX market, the supply function and demand function bid modes were respectively applied by DR customers to deal with WPP＇s output deficit and surplus. In addition, Monte Carlo simulation and scenario reduction techniques were applied to tackle the uncertainty in the actual output of wind power. Thirdly, the equilibrium problems were solved by converting into convex optimization problems and the existence and uniqueness of the Nash equilibrium was theoretically proved. Considering the information asymmetry in practical application, a distributed algorithm was further proposed to find the equilibrium outcomes. Finally, numerical examples are presented to verify the reasonableness and effectiveness of the proposed model and algorithms.
作者
王晛
张凯
张少华
WANG Xian;ZHANG Kai;ZHANG Shaohua(Department of Automation,Shanghai University,Jingan District,Shanghai 200072,China)
出处
《中国电机工程学报》
EI
CSCD
北大核心
2018年第19期5738-5750,共13页
Proceedings of the CSEE
关键词
日前电力市场
风电投标偏差
需求响应
寡头竞争均衡模型
分布式算法
day-ahead electricity market
wind power bid deviation
demand response
oligopolistic equilibrium model
distributed algorithm
