开放市场角度下的多主体博弈行为分析
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1.山东理工大学电气与电子工程学院;2.山东科汇电力自动化股份有限公司

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国家重点研发计划


Analysis of multi-agent game behavior from the perspectiveof open market
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1.School of Electrical and Electronic Engineering,Shandong University of Technology,Zibo;2.Shandong Kehui Power Automation Company Limited,Zibo, China

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    摘要:

    电力市场开放环境下,出现了更多具有主观决策能力的主体。传统决策理论不足以解决多主体间较为复杂的互动行为,而博弈论能够应用于开放市场角度下的多主体博弈行为分析。本文考虑了一个由多个发电商、多个供应商以及多个用户组成的电力市场,建立了一个双层主从博弈协同的市场多主体优化调度模型。首先,在上层批发市场中,建立了基于双边合同机制的发电商-供应商主从博弈模型;其次,建立了计及实时电价机制的下层供应商-用户零售市场主从博弈模型。然后,本文给出了博弈纳什均衡解的存在性证明,并设计分布式算法进行求解。最后,通过仿真验证了本文所提出的模型在降低成本、保证供需平衡等方面的有效性。

    Abstract:

    In the open environment of the electricity market, there are more multi-type agents with subjective decision-making ability. Traditional decision theory is not enough to solve the complex interaction problem between multiple agents, but the game theory can be applied to the analysis of multi-agent game behavior from the perspective of open markets. In this paper, we consider an electricity market composed of multiple generators, multiple suppliers and multiple users, and establish a two-layer master-slave game cooperation model for optimal market multi-agent scheduling. Firstly, in the upper wholesale market, a master-slave game model based on bilateral contract mechanism is established. Secondly, a master-slave game model of the retail market is established, which takes into account the real-time price mechanism. Then, the existence of Nash equilibrium solution is proved, and distributed algorithm is designed to solve it. Finally, the simulation results show that the proposed model is effective in reducing the cost and ensuring the balance between supply and demand.

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历史
  • 收稿日期:2020-12-05
  • 最后修改日期:2021-08-06
  • 录用日期:2021-09-11
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