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arXiv 1803.04751math.OC
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作为可调节鲁棒Optimization的日前能源市场:可调度发电机、蓄电池和不确定可再生资源的时空定价

Day-Ahead Energy Market as Adjustable Robust Optimization: Spatio-Temporal Pricing of Dispatchable Generators, Storage Batteries, and Uncertain Renewable Resources

Takayuki Ishizaki, Masakazu Koike, Nobuyuki Yamaguchi, Yuzuru Ueda, Jun-ichi Imura

摘要:

我们提出了一天前的时空能源市场的建模和分析,其中每个有竞争力的聚合器的目的是通过管理不同的能源资源,如传统的发电机,蓄电池和不确定的可再生资源的复杂混合物,以赚取最高的利润。首先,我们开发了一个能源市场模型的可调鲁棒凸规划。这种市场建模是新颖的,因为每个聚合器的生产费用函数(评估实现一定量的时空能源生产的成本)是由“参数化”产生的多变量函数最大-最小程序,其中生产费用函数的变量作为连续参数而可调度资源的变量作为能量的可调节变量而被涉及平衡该公式能够以统一的方式合理地评估跨期可调度性增强的奖励和可再生能源不确定性的惩罚。此外,它能够强制执行市场监管,其中每个聚合器负责通过管理自己的可调度能源资源来吸收他的可再生能源不确定性。其次,从社会经济和个人经济的角度出发,在几个光伏渗透水平的前提下进行了数值分析。在这个数值分析,我们证明,可再生能源发电机并不总是有优先级的能源供应高于传统发电机,由于其不确定性和有限的可调度性,这意味着传统和可再生能源发电机的优点顺序可以逆转。此外,我们分析了竞争性能源市场的长期演变表明,可以找到一个社会均衡的电池渗透水平,在电池系统的增强,实现最大的个人利润。

英文摘要:

We present modeling and analysis of day-ahead spatio-temporal energy markets in which each competitive aggregator aims at making the highest profit by managing a complex mixture of different energy resources, such as conventional generators, storage batteries, and uncertain renewable resources. First, we develop an energy market model in terms of an adjustable robust convex program. This market modeling is novel in the sense that the prosumption cost function of each aggregator, which evaluates the cost to realize an amount of spatio-temporal energy prosumption, is a multi-variable function resulting from a "parameterized" max-min program, in which the variable of the prosumption cost function is involved as a continuous parameter and the variable of dispatchable resources is involved as an adjustable variable for energy balance. This formulation enables to reasonably evaluate a reward for intertemporal dispatchability enhancement and a penalty for renewable energy uncertainty in a unified way. In addition, it enables to enforce a market regulation in which every aggregator is responsible for absorbing his renewable energy uncertainty by managing his own dispatchable energy resources. Second, in view of social economy as well as personal economy, we conduct a numerical analysis on the premise of several photovoltaic penetration levels. In this numerical analysis, we demonstrate that renewable generators do not always have priority of energy supply higher than conventional generators due to their uncertainty and limited dispatchability, meaning that the merit order of conventional and renewable generators can reverse. Furthermore, we analyze long-term evolution of competitive energy markets demonstrating that there can be found a social equilibrium of battery penetration levels, at which maximum personal profit with respect to battery system enhancement is attained.

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