考虑用户风险规避的V2G备用消费价格补贴CVaR模型研究

CVaR models for consumer price subsidy of V2G reserve considering user’s risk aversion

在单风险中性电网公司与单风险规避用户组成的V2G备用销售侧系统中,用户的风险规避及电网公司对其的消费价格补贴都会直接影响用户备用预订和消费行为.在CVaR风险度量准则下,构建了考虑用户风险规避的V2G备用消费价格补贴CVaR模型,并分别求解了一体化和分散决策下有、无消费价格补贴时的用户最优备用预订容量,以及有消费价格补贴下电网公司的均衡消费价格补贴.在此基础上,给出了利用消费价格补贴协调该V2G备用销售侧系统且达到Pareto改进时用户风险规避程度、电网公司备用预订合约价格以及消费价格补贴之间满足的解析关系.最后,将模型拓展到双方考虑用户风险规避信息不对称,分析用户隐瞒风险规避程度的动机及其对有消费价格补贴下的分散决策CVaR模型的影响.研究发现:在消费价格补贴策略下,风险规避型用户的最优V2G备用预订容量与其风险规避值负相关,而与备用预订的合约价格正相关;用户的风险规避值会对其均衡时的CVaR利润产生先负向后正向的影响;在电网公司与用户对后者风险规避程度存在信息不对称的情形下,用户为了提高获得的最优CVaR利润,具有虚假报高风险规避值的动机.数值算例也验证了所提出的模型与理论分析的可行性.

In a V2G reserve sales side system composed of a single risk-neutral grid corporation and a single risk-averse user,both the user's risk aversion and grid corporation's consumer price subsidy will directly affect former's reserve subscription and consumption behaviors.Under the CVaR risk measure criterion,the CVaR models for consumer price subsidy of V2G reserve considering user's risk aversion are constructed,and the user's optimal reserve subscription capacity in the decentralized and integrated decision with or without consumer price subsidy are solved respectively,as well as the grid corporation's equilibrium consumer price subsidy.On this basis,the analytical relationships among the degree of user's risk aversion,grid corporation's reserve contract price and consumer price subsidy are presented when the V2G reserve sales side system is coordinated to achieve Pareto improvement.Finally,the models are extended to the models in which two parties consider the information asymmetry in user's risk aversion,and the motivation of user concealing the degree of risk aversion and its impact on the decentralized decision CVaR model for consumer price subsidy are analyzed.The results indicate that the risk averse user's optimal V2G reserve subscription capacity is negatively correlated with his risk aversion value under the consumer price subsidy strategy,while positively correlated with the contract price of reserve reservation.In the case of information asymmetry existing between grid corporation and user,the latter is motivated to falsely report high risk evasion value in order to improve his optimal CVaR profit.The results of numerical example also verify the feasibility of the proposed models and theoretical analysis.