考虑因果仿射追索的自适应鲁棒前瞻调度的节点边际定价
Locational Marginal Pricing for Adaptive Robust Look-Ahead Dispatch with Casual Affine Recourse
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- John A. Paulson School of Engineering and Applied Sciences, Harvard University（哈佛大学约翰·A·保尔森工程与应用科学学院）
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中文总结 AI 辅助
本文针对净负荷不确定性下的自适应鲁棒前瞻经济调度，提出因果仿射追索（CAR）近似方法，构建CAR节点边际定价机制，通过多类算例验证其可衔接自适应鲁棒调度与市场定价，能解决灵活性定价失准等问题。
中文摘要 AI 辅助
本文针对净负荷不确定性下的自适应鲁棒前瞻经济调度（LAED）提出了一种边际定价机制。当前市场实践中，确定性多时段调度在预测误差较大时会对灵活性定价失准。完全自适应鲁棒（FAR）调度可捕捉此类不确定性，但相互竞争的最坏情况轨迹可能意味着不同的需求边际价值，导致市场出清时无单一价格可用。我们提出因果仿射追索（CAR）作为一种可处理的、可形成价格的近似方法。CAR用因果仿射响应策略替代独立优化的特定轨迹调度方案，得到了保留直流节点边际定价（DC LMP）标准能量与拥堵分解的市场出清模型。随后我们证明，CAR节点边际定价（CAR-LMP）结合调整爬坡率的当前结算方式，可支持调度跟踪并消除当前时段的机会损失成本。我们通过推导鲁棒对应关系求解CAR问题，并在精确小型直流实例、十机组系统及IEEE 300节点公共网络案例上给出计算验证。这些模拟结果表明，当鲁棒性未激活时，所提出的价格恰好收敛至确定性LAED-LMP；在爬坡率宽松的工况下保持稳定；在灵活性稀缺时产生具有经济意义的价格偏移。该定价机制为自适应鲁棒调度与基于市场的定价之间提供了实用的桥梁。
英文摘要
This paper develops a marginal pricing mechanism for adaptive robust look-ahead economic dispatch (LAED) under net-load uncertainty. In current market practice, deterministic multi-interval dispatch can misprice flexibility when forecast error is large. Fully adaptive robust (FAR) dispatch captures this uncertainty, but competing worst-case trajectories can imply different marginal values of demand, leaving no single price for market settlement. We propose causal affine recourse (CAR) as a tractable, price-forming approximation. CAR replaces independently optimized trajectory-specific schedules with a causal affine response policy, yielding a market-clearing model that retains the standard energy and congestion decomposition of DC Locational Marginal Pricing. We then demonstrate that CAR-LMP together with a ramp-adjusted current settlement supports dispatch-following and eliminates current-period lost opportunity costs. We solve the CAR problem by deriving a robust counterpart and present computational evidence on exact small DC instances, a ten-generator system, and an IEEE 300-bus public-network case. These simulations show that the proposed prices collapse exactly to deterministic LAED-LMP when robustness is inactive, remain stable in loose-ramp regimes, and produce economically meaningful price shifts when flexibility is scarce. The proposed pricing mechanism provides a practical bridge between adaptive robust dispatch and market-based pricing.
