基于主从博弈的虚拟电厂参与多元竞争市场投标策略研究

Bidding strategy for a virtual power plant participating in a multiple competitive market based on the Stackelberg game

虚拟电厂(virtual power plant,VPP)可以聚合多元异构分布式能源(distributed energy resource,DER)灵活参与电力市场,但受市场多元主体投标行为不确定性的影响,VPP在日前电力市场面临着潜在的投标需求流标风险。为解决多元竞争电力市场中电价电量不确定性影响下VPP的优化申报问题,提出一种VPP灵活分段投标策略。首先,基于分布式能源运行特性构建了虚拟电厂聚合可调节能力评估方法,在考虑电力平衡需求的基础上,提出按可调节能力划分区间的VPP灵活分段投标策略。然后,构建了虚拟电厂参与日前电力现货市场投标的主从博弈模型,以实现VPP收益及社会效益的最大化。最后,采用强对偶理论和大M法将该均衡约束规划问题(equilibrium problems with equilibrium constraints,EPEC)转化为混合整数线性规划问题(mixed integer linear program,MILP)求解。算例结果表明,VPP采用灵活分段投标策略参与日前电力市场,可以充分利用其可调节能力,保障其投标需求有效中标,有效提升了VPP收益及社会效益。

Virtual power plants(VPP)can aggregate multiple heterogeneous distributed energy resources(DER)to flexibly participate in the energy market.However,because of the uncertainty of bidding strategies of market participants,VPPs face potential risks of bidding failure in the day-ahead energy market.To solve the problem of VPPs’optimal bidding strategy given the uncertainty of electricity price and quantity in the multiple competitive electricity market,a VPP flexible segmented bidding strategy is proposed.First,VPPs’aggregated regulation capacity estimation method is constructed based on the operational characteristics of DERs,and a flexible segmented bidding quantity range of VPP is proposed considering power balance demand.Then,a VPPs’day ahead energy market bidding model based on the Stackelberg game is established to realize the maximization of VPP profit and social welfare.Finaly,strong duality theory and the‘big-M’method are introduced to transfer the equilibrium problems with equilibrium constraints(EPEC)into a mixed integer linear program(MILP).The results of case studies indicate that the adoption of the flexible segmented bidding strategy in the day ahead electricity market can fully exploit VPP regulation capacity,ensure the effective bidding of electricity quantity demand,and increase VPP profit and social benefit.