考虑马尔可夫决策的产消者P2P电能交易非合作博弈模型

Non-cooperative Game Model of Prosumer P2P Electricity Trading Considering Markov Decision

随着电力市场改革的推进和分布式能源在用户端的大规模发展,基于产消者端对端(P2P)的电能交易逐渐成为促进分布式能源消纳的重要解决方案。为解决产消者多阶段P2P电能交易中互动行为的强不确定性、状态转移概率不明晰等问题,提出了一种考虑Markov决策过程的产消者P2P电能交易非合作博弈模型。首先,引入可将用户行为聚合的Markov决策过程,解决了产消者由阶段性交易决策随机性导致的用电行为不确定性问题。其次,针对产消者在P2P电能交易市场中相互竞争的角色地位,建立了考虑Markov决策过程的非合作博弈模型,以产消者收益最大化为目标,结合需求响应计算P2P交易的最优电价。再次,在证明非合作博弈Nash均衡解存在的基础上,采用Nikaido-Isoda函数将博弈问题等效转化为全局最优问题,并采用分布式算法进行求解,获取最优Nash均衡解,保障产消者最大收益。最后,通过算例证明了所提方法的有效性与可行性。

With the advancement of electricity market reform and the large-scale development of distributed energy at the user end,electricity trading based on prosumer peer-to-peer(P2P)has gradually become an important solution to promoting the consumption of distributed energy.To address the strong uncertainty of interactive behavior and unclear probability of state transition in multistage P2P electricity trading of prosumers,a non-cooperative game model of prosumer P2P electricity trading considering Markov decision process(MDP)is proposed.Firstly,a MDP that aggregates user behavior is introduced to solve the uncertainty problem of electricity consumption behavior caused by the randomness of stage trading decisions among prosumers.Secondly,in view of the competitive roles of prosumers in the P2P electricity trading market,a non-cooperative game model considering MDP is established to calculate the optimal price of P2P trading in combination with demand response with the goal of maximizing the profit of prosumers.Then,on the basis of proving the existence of Nash equilibrium solutions in non-ooperative games,the Nikaido-Isoda function is used to equivalently transform the game problem into a global optimal problem,and distributed algorithms are used to solve it to obtain the optimal Nash equilibrium solution,ensuring the maximum profit for prosumers.Finally,the effectiveness and feasibility of the proposed method are demonstrated through numerical examples.