智能电网环境下主从博弈模型及应用实例

HIERARCHAL GAME AND ITS APPLICATIONS IN THE SMART GRID

工程博弈论立足于应用博弈论的基本理论、建模与求解方法,并考虑工程实际技术条件解决工程设计与试验中的优化决策问题.智能电网作为一个融合先进电力、通讯、控制和计算机技术的巨维信息-物理系统,其优化设计、规划、调度和控制等问题本质上属于复杂系统多主体多目标优化决策理论范畴,而由于各优化目标之间的竞争属性以及决策主体的多元化,使得应用工程博弈论突破智能电网面临的上述关键技术瓶颈成为可能,其中主从博弈问题是工程博弈论的难点和热点之一.有鉴于此,论文从非合作博弈角度出发,梳理总结了智能电网环境下的四类典型主从博弈问题,构建了Nash-Stackelberg-Nash博弈模型,提出了一般性求解方法.针对一个零售市场定价与调度的仿真算例,验证了所提模型与方法的有效性和正确性.论文所提方法对研究工程决策中的其他问题具有重要的借鉴价值,同时也为工程博弈论提供了新的理论增长点.

The Engineering Game Theory tackles optimal decision making problems by using theory, modeling framework, and solution methodology of game theories, while considering technical constraints in practical engineering. As a huge cyber-physical system that integrates sophisticated energy, communication, control, and computation technologies, the designing, planning, operation, and control of the smart grid renders multi-agent and multi-objective decision problems. In light of the conflictions among different objectives as well as diversity of the decision agents, the application of Engineering Game Theory provides an appropriate tool for overcoming these challenges faced by the smart grid. The hierarchal game is becoming a hot and difficult topic in Engineering Game Theory due to its capability of modeling multiple kinds of competitions. In view of this, starting from the perspective of non-cooperative game, this paper summarizes four typical hierarchal decision problems in the smart grid, studies a generalized Nash-Stackelberg-Nash game model and discusses its solution method. Case studies demonstrate the validness of the proposed model and method by applying it in the energy pricing and dispatch problem in a competitive retail energy market. The proposed model and algorithm also provides a comprehensive reference for other decision problems in practical engineering, and enhances the theoretical foundations of the Engineering Game Theory.