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arXiv 2609.00541eess.SYcs.SYecon.EM

无全额补偿加价的多区间调度最优统一定价

Optimal Uniform Pricing for Multi-Interval Dispatch without Make-Whole Uplifts

Valentina Norambuena-Guzman, Cong Chen, Lang Tong, Timothy D. Mount

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中文总结 AI 辅助

针对带 ramp 约束发电机和不准确净负荷预测的网络,本文提出最优统一定价规则,可消除 OOM 全额补偿支付、最小化用户支付,还能抑制发电机抬高报价的激励。

中文摘要 AI 辅助

在具有 ramp 约束发电机和不准确净负荷预测的网络中,实用的滚动窗口调度会导致节点边际电价(LMP)低于发电机的报价。在这种情况下,市场外(OOM)结算用于补偿发电机并维持跟踪调度的激励,但 OOM 会产生负面影响,包括不透明的实时价格信号、歧视性补偿以及不实报价的激励。本文提出一种最优统一定价规则,可最小化用户支付、消除 OOM 全额补偿支付、保留基于 LMP 的阻塞费用并确保收入充足性。我们推导了该定价规则的闭式形式,并将其与现有定价方案关联。数值比较显示,发电机利润可观且价格波动降低,但更高的发电机利润伴随着用户支付增加,这反映了在市场内统一分配 ramp 成本,同时保留了实时市场结算中广泛使用的基于 LMP 的阻塞费用。数值结果还表明,在带 OOM 结算的 LMP 下,价格接受型发电机有激励抬高报价,而在测试的报价范围内,所提定价规则下不存在该激励。

英文摘要

In a network with ramp-limited generators and inaccurate net-demand forecasts, practical rolling-window dispatch can drive locational marginal prices (LMPs) below generators' bid-in offers. In such cases, out-of-market (OOM) settlements are used to compensate generators and maintain dispatch-following incentives, but OOM can have negative consequences, including nontransparent real-time price signals, discriminatory compensation, and incentives for untruthful bidding. This paper presents an optimal uniform pricing rule that minimizes demand payments, eliminates OOM make-whole payments, preserves LMP-based congestion charges, and ensures revenue adequacy. We derive the proposed pricing rule in closed form and relate it to existing pricing schemes. Numerical comparisons demonstrate favorable generator profits and reduced price volatility. However, higher generator profits are accompanied by increased demand payments, reflecting the in-market, uniform allocation of ramping costs while preserving the LMP-based congestion charges widely used in real-time market settlements. The numerical results also show that, under LMP with OOM settlement, a price-taking generator has an incentive to inflate its offer, whereas this incentive is absent under the proposed pricing rule within the tested bid range.

发表机构

  • Cornell University(康奈尔大学)
  • Dartmouth College(达特茅斯学院)

机构由 AI 辅助整理,请以论文原文为准。

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