基于IGDT的地区型电热气市场分层迭代交易研究

Stratified Iterative Trading of Local Multi-energy Market Based on IGDT

作为推动能源革命的重要市场手段,能源互联地区分布交易需根据地区多能源交易的特点,考虑可再生能源出力与负荷预测偏差风险来制定有效的市场策略,优化地区型多能源市场交易的灵活性与鲁棒性。首先,建立了完全竞争环境下各参与者基于自身交易意愿,以效能最大化为目标制定报价报量、市场统一出清的地区电热气市场交易双层优化模型。其次,提出了上下层交互迭代博弈优化方法,通过参与者迭代博弈优化交易策略与市场迭代出清,提高参与者的交易灵活性并实现其效能最大化;通过市场能源供需关系与迭代效能变化情况来优化报价作为已知值,避免双层嵌套多子目标优化模型的非线性复杂求解。此外,为减小可再生能源出力与负荷预测偏差对参与者效能与市场交易的影响,基于信息间隙理论(information gap decision theory,IGDT)方法,在保证参与者最低效能条件下最大化预测偏差,求得的交易策略具有强鲁棒性。算例结果表明,分层交互迭代博弈机制能够实现地区电热气交易市场均衡,最大化参与者的效能与社会福利,具有较好的灵活性与经济性;通过IGDT方法,针对参与者可接受的不同效能偏差,最大化参与者所能承受的随机变量不确定度,使得交易决策具有较好的鲁棒性和可执行性。

As an important market means to promote energy revolution, the regional distribution trading in the energy interconnection area needs to develop effective market strategies according to the characteristics of the local multi-energy trading and considering the risks of renewable energy output and load forecast deviation, so as to optimize the flexibility and robustness of the regional multi-energy market trading. First of all, a two-layer optimization model of the regional electric heating market trading is established based on each participant’s trading willingness and efficiency maximization in the perfect competition environment.Secondly, the two-level game interactive iteration optimization method is put forward. Through the iteration optimization trading strategies and market clearing of the game participants,the participants’ trading flexibility is improved and its effectiveness maximized. Taking the optimized quotation as the known values according to the market changes, energy supply and demand and the iterative efficiency, the nonlinear complex solution is avoided in the double nested children target optimization model. In addition, in order to reduce the impact of the renewable energy output and the load forecast deviation on the participants’ efficiency and the market trading, the IGDT method is used to maximize the forecast deviation under the condition of ensuring the minimum efficiency of the participants, and the obtained trading strategy has strong robustness. The results of the example show that the layered interactive iterative game mechanism can achieve the equilibrium of the regional electric heat trading market,maximize the efficiency of the participants and the social welfare, and has good flexibility and economy. By means of the IGDT method, the uncertainty of the random variables that the participants can tolerate is maximized according to the different performance deviations that the participants can accept, so that the trading decision has better robustness and operability.