考虑有限理性的钢铁生产企业电-碳市场交易决策方法

Bidding Strategy for Iron-and-steel Enterprises in Electricity and Carbon Market Considering Bounded Rationality

钢铁企业参与碳排放权交易市场对实现“双碳”目标具有重要意义,但是面对电、碳市场的价格波动和交易主体非理性心理,钢铁企业如何制定交易策略极具挑战。为此,提出了考虑有限理性的钢铁生产企业电-碳市场交易决策方法。首先,构建钢铁生产系统能耗及自备电厂出力的模型,建立钢铁生产过程的物质流-电能流-碳排流关系。然后,基于前景理论分析钢铁企业决策时的有限理性特征,构建钢铁企业电-碳市场交易决策模型,上层为有限理性的钢铁企业收益模型,下层为电力市场和碳市场出清模型。之后,采用KKT定理和强对偶定理,将所提模型转化为混合整数线性规划问题,以实现快速求解。最后,采用IEEE30节点算例验证了方法的有效性和计算效率。

The participation of iron and steel enterprise in the carbon market is of great significance for realizing the goal of"Carbon Peak&Carbon Neutrality".In the face of the price fluctuation of the electricity and carbon markets and the irrational psychology of the trading entities,it is extremely challenging for iron-and-steel enterprises(ISE)to formulate the trading strategy.Therefore,a bidding strategy for electricity-carbon market trading of ISE considering bounded rationality is proposed.Firstly,the model of steel production system consumption and power generation of captive power plant is set up,and material-electricity-carbon relationship model of steel production process is presented.Then,based on the prospect theory,the bounded rationality characteristics of ISE is analyzed in decision-making,and an electricity-carbon market trading decision-making model is constructed for steel production enterprises,with the upper layer being a bounded rationality ISE revenue model,and the lower layer being the electricity market and carbon market clearing model.After that,the KKT theorem and strong duality theorem are used to transform the double-layer mixed-integer nonlinear model into a mixed-integer linear programming problem for fast solution.Finally,the effectiveness and computational efficiency of the method are verified by using the IEEE 30-node case.