作为城市能耗的主体,智能楼宇低碳高效运行对实现“双碳”目标有着重要意义。为了增强楼宇经济性并提升楼宇能源共享和分布式能源消纳,提出了一种考虑楼宇特性、电能交易的楼宇群分布式优化调度模型。在楼宇优化层面,建立了以经济性和...作为城市能耗的主体,智能楼宇低碳高效运行对实现“双碳”目标有着重要意义。为了增强楼宇经济性并提升楼宇能源共享和分布式能源消纳,提出了一种考虑楼宇特性、电能交易的楼宇群分布式优化调度模型。在楼宇优化层面,建立了以经济性和温度舒适性需求为目标的楼宇多目标运行优化模型;在楼宇群能源共享层面,建立了端对端(peer to peer,P2P)楼宇交易市场,并提出了结合楼宇优化结果和市场风险的新型连续双向拍卖交易机制。通过将市场交易结果反馈至各楼宇优化层面,实现楼宇运行的迭代优化和楼宇群内能源的互动共享,利用鲁棒优化检验该模型在各类不确定场景中的有效性。仿真结果表明,在多场景中,所提的楼宇群分布式优化调度模型均能在优化楼宇经济性的同时,提升楼宇群能源互补和分布式能源消纳的能力。展开更多
In this paper, we develop a theoretical model to describe the dynamics of the trading volume under continuous double auction mechanism in limit order markets. We examine the formation process and statistical properti...In this paper, we develop a theoretical model to describe the dynamics of the trading volume under continuous double auction mechanism in limit order markets. We examine the formation process and statistical properties （including the mean, wriance, and realized value） of the buy side cumulative trading volume, sell side cumulative trading volume and total cumulative volume under continuous double auction mechanism by means of mathematical modeling based on Poisson process of order flows, and do some corresponding numerical simulations and comparative statics on the factors that would influence these three volumes aforementioned. The results indicate that these three volumes are all influenced by the factors including the arrival rate of orders, demands of each order, proportional structure between buy and sell orders, executed probability and time interval we examined. And our established theoretical model can well capture the dynamics of these three volumes under continuous double auction mechanism in limit order markets when all these factors interact.展开更多
Auction was widely used to tackle spectrum allocation and sharing in the secondary market under the condition of spectrum scarcity. In real communication system, such as broadband communication, the utilization of spe...Auction was widely used to tackle spectrum allocation and sharing in the secondary market under the condition of spectrum scarcity. In real communication system, such as broadband communication, the utilization of spectrum resource is various because of different requirements and complex application scenarios. So, these schemes cannot be directly applied to the above wireless communication system. To solve this problem, a new model where sellers/buyers can sell/buy multi-unit for heterogeneous spectrum was proposed and a truthful multi-unit double auction framework was designed for heterogeneous spectrum trading. A valuation function is first applied to represent the buyer's true valuation of the sub-band and reflect the buyer's satisfaction degree and a novel concept termed ‘virtual player' was introduced. Then the buyer group was constructed based on the conflict graph to reuse the same spectrum among interference-free buyers in both spatial and temporal domains. The winner determination strategy and algorithm of clearing price were designed elaborately. According to the theoretical analysis, the scheme can satisfy three critical economic properties: truthfulness, individual rationality, and budget balance. Finally, simulation results show that the proposed scheme can achieve better user satisfaction, auction efficiency and spectrum reuse rate for the real communication system. The proposed auction framework is practical and effective.展开更多
文摘作为城市能耗的主体,智能楼宇低碳高效运行对实现“双碳”目标有着重要意义。为了增强楼宇经济性并提升楼宇能源共享和分布式能源消纳,提出了一种考虑楼宇特性、电能交易的楼宇群分布式优化调度模型。在楼宇优化层面,建立了以经济性和温度舒适性需求为目标的楼宇多目标运行优化模型;在楼宇群能源共享层面,建立了端对端(peer to peer,P2P)楼宇交易市场,并提出了结合楼宇优化结果和市场风险的新型连续双向拍卖交易机制。通过将市场交易结果反馈至各楼宇优化层面,实现楼宇运行的迭代优化和楼宇群内能源的互动共享,利用鲁棒优化检验该模型在各类不确定场景中的有效性。仿真结果表明,在多场景中,所提的楼宇群分布式优化调度模型均能在优化楼宇经济性的同时,提升楼宇群能源互补和分布式能源消纳的能力。
文摘In this paper, we develop a theoretical model to describe the dynamics of the trading volume under continuous double auction mechanism in limit order markets. We examine the formation process and statistical properties （including the mean, wriance, and realized value） of the buy side cumulative trading volume, sell side cumulative trading volume and total cumulative volume under continuous double auction mechanism by means of mathematical modeling based on Poisson process of order flows, and do some corresponding numerical simulations and comparative statics on the factors that would influence these three volumes aforementioned. The results indicate that these three volumes are all influenced by the factors including the arrival rate of orders, demands of each order, proportional structure between buy and sell orders, executed probability and time interval we examined. And our established theoretical model can well capture the dynamics of these three volumes under continuous double auction mechanism in limit order markets when all these factors interact.
基金supported by the National Natural Science Foundation of China(61531007,51877010)
文摘Auction was widely used to tackle spectrum allocation and sharing in the secondary market under the condition of spectrum scarcity. In real communication system, such as broadband communication, the utilization of spectrum resource is various because of different requirements and complex application scenarios. So, these schemes cannot be directly applied to the above wireless communication system. To solve this problem, a new model where sellers/buyers can sell/buy multi-unit for heterogeneous spectrum was proposed and a truthful multi-unit double auction framework was designed for heterogeneous spectrum trading. A valuation function is first applied to represent the buyer's true valuation of the sub-band and reflect the buyer's satisfaction degree and a novel concept termed ‘virtual player' was introduced. Then the buyer group was constructed based on the conflict graph to reuse the same spectrum among interference-free buyers in both spatial and temporal domains. The winner determination strategy and algorithm of clearing price were designed elaborately. According to the theoretical analysis, the scheme can satisfy three critical economic properties: truthfulness, individual rationality, and budget balance. Finally, simulation results show that the proposed scheme can achieve better user satisfaction, auction efficiency and spectrum reuse rate for the real communication system. The proposed auction framework is practical and effective.
