一种两阶段随机功率出售机制
A Two Stage Mechanism For Selling Random Power
摘要：
我们提出了一个两阶段的拍卖机制，可再生能源发电商（或聚合）可以用来分配可再生能源之间的LSE。拍卖会提前一天举行。LSE提交投标，说明其每单位的估值，以及在发电量不足的情况下的实时履行成本。我们提出了一个分配规则和去分配规则，最大化预期的社会福利。由于LSE是战略性的，可能不会如实报告其私人估值和成本，我们设计了两部分付款，一部分在第一阶段，在实现可再生能源发电水平W之前支付，另一部分稍后确定作为补偿支付给那些在短缺情况下必须取消分配的LSE。我们提出了一个两阶段的随机VCG机制，我们证明是激励兼容的预期（预期收益最大化投标人将如实投标），个人理性的预期（所有参与者的预期收益是非负的），也是有效的。据我们所知，这是第一个销售随机商品的两阶段机制。
英文摘要：
We present a two stage auction mechanism that renewable generators (or aggregators) could use to allocate renewable energy among LSEs. The auction is conducted day- ahead. LSEs submit bids specifying their valuation per unit, as well as their real-time fulfillment costs in case of shortfall in generation. We present an allocation rule and a de-allocation rule that maximizes expected social welfare. Since the LSEs are strategic and may not report their private valuations and costs truthfully, we design a two-part payment, one made in Stage 1, before renewable energy generation level W is realized, and another determined later to be paid as compensation to those LSEs that have to be de-allocated in case of a shortfall. We proposes a two-stage Stochastic VCG mechanism which we prove is incentive compatible in expectation (expected payoff maximizing bidders will bid truthfully), individually rational in expectation (expected payoff of all participants is non-negative) and is also efficient. To the best of our knowledge, this is the first such two-stage mechanism for selling random goods.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
