跨区域现货市场下多主体购售能主从博弈模型

Multi-agent Purchase and Sale Master-slave Game Model in Cross-regional Spot Market

建设(跨区域)现货市场与培养综合型售能公司是当前我国电力市场发展主要方向。在设计区域电力现货市场交易机制基础上,提出一种考虑多个从方均衡的主从博弈模型,模拟多类型售电主体参与下的市场行为,其中,主方为公益型系统运营主体(independent system operator,ISO),从方为单一售电公司和拥有有机朗肯循环、生物质能热电联供(combined heat and power,CHP)设备单元的综合能源公司。为此,分别构建电价出清模型以及售电(能)公司购售电决策模型,同时考虑设备全寿命周期成本以及土地和能源补贴的不确定性因素。采用基于满意度的交互式约束变尺度算法对该非线性多目标主从博弈问题进行求解。结果表明,跨区域市场能够实现区域间电价耦合,改善区域内电能短缺或过剩的情况;综合能源公司抗市场波动能力较强且利润较为稳定,但计及设备成本后,其经济性与单一售电公司相比并不具有明显优势。

Constructing (cross-regional) spot market and cultivating comprehensive sales companies are the main direction for development of China's electricity market. Based on the design of regional power spot market trading mechanism, this paper proposes a Stackelberg model that considers multiple slave equilibriums and simulates the market behaviors of multiple types of power sellers. The master party is an independent system operator (ISO) of public welfare type. The slave party includes single electricity sale companies and integrated energy companies with organic-Rankine-cycle (ORC) and biomass combined heat-and-power (CHP) equipment unit. Therefore, an electricity price clearing model and an electricity (energy) sales company's purchase-and-sale decision-making model are constructed separately, taking into account equipment life cycle cost and uncertainty of land and energy subsidies. This nonlinear multi-objective master-slave game problem is solved with satisfaction-based interactive constrained variable-scale algorithm. Results show that the cross-regional market can realize inter-regional electricity price coupling and improve shortage or surplus of electric energy in the region. The comprehensive energy company has stable profit and strong ability against market fluctuation. But after considering the equipment cost, its economy has no obvious advantage compared with single electricity sale companies.