风电和电动汽车组成虚拟电厂参与电力市场的博弈模型
|
摘要
风电与电动汽车(EV)等储能装置联合运行,有助于缓解风电不确定性对电网带来的影响。为了研究风电商与EV聚合商以合作模式组成虚拟电厂(VPP)参与电力市场投标竞争对市场均衡结果的影响,基于寡头竞争的博弈均衡理论,分别建立风电商和EV聚合商以VPP合作模式参与投标竞争,以及以非合作模式独立参与投标竞争的电力市场多时段随机博弈均衡模型,采用场景生成与削减技术计入风速不确定性,并引入投标偏差惩罚机制。根据合作博弈理论,采用Shapley值法对VPP合作收益在风电商和EV聚合商之间进行分配。最后,算例分析验证了模型的合理性和有效性,并表明风电商和EV聚合商以VPP合作模式参与投标竞争时,能有效减少投标偏差,并能增加风电商和EV聚合商各自的利润,因而风电商和EV聚合商具有自愿组成VPP参与电力市场竞争的动机。
Joint operation of wind power with electric vehicles(EVs)and other energy storage devices is helpful to alleviate the negative effects of wind power integration on power systems.To study the impacts of a virtual power plant(VPP)formed by wind power producer(WPP)and EV aggregator on electricity market equilibrium outcomes,based on oligopolistic game theory,two stochastic multi-period game equilibrium models of electricity market are proposed.One is for the case where a VPP is formed by WPP and EV aggregator and bids in the day-ahead electricity market,the other is for the case where the WPP and EV aggregator bid independently in a non-cooperative mode.In these models,the scenario generation and reduction technique is employed to deal with the uncertainty of wind speed,and a bid error penalty mechanism is taken into consideration.Secondly,the Shapley value method in cooperative game theory is applied to allocate the VPP profits between WPP and EV aggregator.Finally,numerical examples are presented to verify reasonableness and effectiveness of the proposed models.It is shown that the bid error will be lowered and both profits of WPP and EV aggregator will increase when WPP and EV aggregator bid in a VPP mode,which means that WPP and EV aggregator have incentives to voluntarily form a VPP to participate in the electricity market.
Joint operation of wind power with electric vehicles(EVs)and other energy storage devices is helpful to alleviate the negative effects of wind power integration on power systems.To study the impacts of a virtual power plant(VPP)formed by wind power producer(WPP)and EV aggregator on electricity market equilibrium outcomes,based on oligopolistic game theory,two stochastic multi-period game equilibrium models of electricity market are proposed.One is for the case where a VPP is formed by WPP and EV aggregator and bids in the day-ahead electricity market,the other is for the case where the WPP and EV aggregator bid independently in a non-cooperative mode.In these models,the scenario generation and reduction technique is employed to deal with the uncertainty of wind speed,and a bid error penalty mechanism is taken into consideration.Secondly,the Shapley value method in cooperative game theory is applied to allocate the VPP profits between WPP and EV aggregator.Finally,numerical examples are presented to verify reasonableness and effectiveness of the proposed models.It is shown that the bid error will be lowered and both profits of WPP and EV aggregator will increase when WPP and EV aggregator bid in a VPP mode,which means that WPP and EV aggregator have incentives to voluntarily form a VPP to participate in the electricity market.
引文
[1]马莉,范孟华,郭磊,等.国外电力市场最新发展动向及其启示[J].电力系统自动化,2014,38(13):1-9.DOI:10.7500/AEPS20140520007.MA Li,FAN Menghua,GUO Lei,et al.Latest development trends of international electricity markets and their enlightenment[J].Automation of Electric Power Systems,2014,38(13):1-9.DOI:10.7500/AEPS20140520007.
[2]袁小明,程时杰,文劲宇.储能技术在解决大规模风电并网问题中的应用前景分析[J].电力系统自动化,2013,37(1):14-18.YUAN Xiaoming,CHENG Shijie,WEN Jinyu.Prospects analysis of energy storage application in grid integration of largescale wind power[J].Automation of Electric Power Systems,2013,37(1):14-18.
[3]HU W,SU C,CHEN Z,et al.Optimal operation of plug-in electric vehicles in power systems with high wind power penetrations[J].IEEE Transactions on Sustainable Energy,2013,4(3):577-585.
[4]NIETA A A,CONTRERAS J,CATALO JP S.Optimal single wind hydro-pump storage bidding in day-ahead markets including bilateral contracts[J].IEEE Transactions on Sustainable Energy,2016,7(3):1284-1294.
[5]WANG Y,ZHOU Z,BOTTERUD A,et al.Stochastic coordinated operation of wind and battery energy storage system considering battery degradation[J].Journal of Modern Power Systems and Clean Energy,2016,4(4):581-592.
[6]刘吉臻,李明扬,房方,等.虚拟发电厂研究综述[J].中国电机工程学报,2014,34(29):5103-5111.LIU Jizhen,LI Mingyang,PANG Fang,et al.Review on virtual power plant[J].Proceedings of the CSEE,2014,34(29):5103-5111.
[7]NIKONOWICA I,MILEWSKI J.Virtual power plants-general review:structure,application and optimization[J].Journal of Power Technologies,2012,92(3):135-149.
[8]李建林,田立亭,来小康.能源互联网背景下的电力储能技术展望[J].电力系统自动化,2015,39(23):15-25.DOI:10.7500/AEPS20150906004.LI Jianlin,TIAN Liting,LAI Xiaokang.Outlook of electricity energy storage technologies under Energy Internet background[J].Automation of Electric Power Systems,2015,39(23):15-25.DOI:10.7500/AEPS20150906004.
[9]王晛,谢鸣,张少华.考虑电动汽车的电力市场均衡分析[J].电网技术,2014,38(11):2993-2998.WANG Xian,XIE Ming,ZHANG Shaohua.Analysis on equilibrium of electricity market under grid-integration of electric vehicles[J].Power System Technology,2014,38(11):2993-2998.
[10]VAYM G,ANDERSSON G.Self scheduling of plug-in electric vehicle aggregator to provide balancing services for wind power[J].IEEE Transactions on Sustainable Energy,2016,7(2):886-899.
[11]杨甲甲,赵俊华,文福拴,等.含电动汽车和风电机组的虚拟发电厂竞价策略[J].电力系统自动化,2014,38(13):92-102.DOI:10.7500/AEPS20140212010.YANG Jiajia,ZHAO Junhua,WEN Fushuan,et al.Development of bidding strategies for virtual power plant considering uncertain outputs from plug-in electricity vehicles and wind generators[J].Automation of Electric Power Systems,2014,38(13):92-102.DOI:10.7500/AEPS20140212010.
[12]孙国强,袁智,耿天翔,等.含电动汽车的虚拟电厂鲁棒随机优化调度[J].电力系统自动化,2017,41(6):44-50.DOI:10.7500/AEPS20160523001.SUN Guoqiang,YUAN Zhi,GENG Tianxiang,et al.Robust stochastic optimal dispatching of virtual power plant containing plug-in electric vehicle[J].Automation of Electric Power Systems,2017,41(6):44-50.DOI:10.7500/AEPS20160523001.
[13]VASIRANI M,KOTA R,CAVALCANTE R L G,et al.An agent-based approach to virtual power plants of wind power generators and electric vehicles[J].IEEE Transactions on Smart Grid,2013,4(3):1314-1322.
[14]周亦洲,孙国强,黄文进,等.计及电动汽车和需求响应的多类电力市场下虚拟电厂竞标模型[J].电网技术,2017,41(6):1759-1767.ZHOU Yizhou,SUN Guoqiang,HUANG Wenjin,et al.Strategic bidding model for virtual power plant in different electricity markets considering electric vehicle and demand response[J].Power System Technology,2017,41(6):1759-1767.
[15]KARDAKOS EG,SIMOGLOU C K,BAKIRTZIS A G.Optimal offering strategy of a virtual power plant:a stochastic bi-level approach[J].IEEE Transactions on Smart Grid,2016,7(2):794-806.
[16]KIRSCHEN D,STRBAC G.Fundamentals of power system economics[J].IEEE Power&Energy Magazine,2004,4(4):76-78.
[17]SHAHRJERDI R,ANUAR M K,MUSTAPHA F,et al.Equilibrium and non-equilibrium models of the power markets[J].African Journal of Business Management,2012,6(4):1614-1625.
[18]卢强,陈来军,梅生伟.博弈论在电力系统中典型应用及若干展望[J].中国电机工程学报,2014,34(29):5009-5017.LU Qiang,CHEN Laijun,MEI Shengwei.Typical applications and prospects of game theory in power system[J].Proceedings of the CSEE,2014,34(29):5009-5017.
[19]LI N,CHEN L,DAHLEH M A.Demand response using linear supply function bidding[J].IEEE Transactions on Smart Grid,2015,6(4):1827-1838.
[20]LEE K H.Solving mixed strategy Nash-Cournot equilibria under generation and transmission constraints in electricity market[J].Journal of Electrical Engineering&Technology,2013,8(4):675-685.
[21]SHAHMOHAMMADI A,SIOSHANSI R,CONEJO A J,et al.Market equilibria and interactions between strategic generation,wind,and storage[J].Applied Energy,2018,220:876-892.
[22]ZOU P,CHEN Q,XIA Q,et al.Pool equilibria including strategic storage[J].Applied Energy,2016,177:260-270.
[23]王晛,黄蒙涛,张少华.考虑风电投标偏差惩罚的电力市场均衡分析[J].电网技术,2016,40(2):602-607.WANG Xian,HUANG Mengtao,ZHANG Shaohua.Equilibrium analysis of electricity market considering penalties for wind power’s bidding deviation[J].Power System Technology,2016,40(2):602-607.
[24]李嘉龙,陈雨果,刘思捷,等.考虑碳排放成本的电力市场均衡分析[J].电网技术,2016,40(5):1558-1563.LI Jialong,CHEN Yuguo,LIU Sijie,et al.Electricity market equilibrium analysis considering carbon emission cost[J].Power System Technology,2016,40(5):1558-1563.
[25]张文韬,王秀丽,吴雄,等.大规模风电接入下含大用户直购电的电力系统调度模型研究[J].中国电机工程学报,2015,35(12):2927-2935.ZHANG Wentao,WANG Xiuli,WU Xiong,et al.An analysis model of power system with large-scale wind power and transaction model of direct power purchase by large consumers involved in system scheduling[J].Proceedings of the CSEE,2015,35(12):2927-2935.
[26]HEITSCH H,RMISCH W.Scenario reduction algorithms in stochastic programming[J].Computational Optimization and Applications,2003,24(2/3):187-206.
[27]王守相,徐群,张高磊,等.风电场风速不确定性建模及区间潮流分析[J].电力系统自动化,2009,33(21):82-86.WANG Shouxiang,XU Qun,ZHANG Gaolei,et al.Modeling of wind speed uncertainty and interval power flow analysis for wind farms[J].Automation of Electric Power Systems,2009,33(21):82-86.
[28]王晛,李渝曾,张少华.求解电力市场均衡模型的非线性互补方法[J].电力系统自动化,2004,28(1):7-11.WANG Xian,LI Yuzeng,ZHANG Shaohua.A nonlinear complementary approach to the solution of equilibrium models for electricity markets[J].Automation of Electric Power Systems,2004,28(1):7-11.
[29]GAMS:JAMS and LogMIP[EB/OL].[2018-01-09].https://www.gams.com/latest/docs/S_JAMS.html.
[30]GAMS:extended mathematical programming(EMP)[EB/OL].[2018-01-09].https://www.gams.com/latest/docs/UG_EMP.html.
[31]CONTRERAS J,KLUSCH M,KRAWCZYK JB.Numerical solutions to Nash-Cournot equilibria in coupled constraint electricity markets[J].IEEE Transactions on Power Systems,2004,19(1):195-206.
[32]谭忠富,宋艺航,张会娟,等.大规模风电与火电联合外送体系及其利润分配模型[J].电力系统自动化,2013,37(23):63-70.TAN Zhongfu,SONG Yihang,ZHANG Huijuan,et al.Joint delivery system of large-scale wind power and thermal power generation and its profit distribution model[J].Automation of Electric Power Systems,2013,37(23):63-70.
[2]袁小明,程时杰,文劲宇.储能技术在解决大规模风电并网问题中的应用前景分析[J].电力系统自动化,2013,37(1):14-18.YUAN Xiaoming,CHENG Shijie,WEN Jinyu.Prospects analysis of energy storage application in grid integration of largescale wind power[J].Automation of Electric Power Systems,2013,37(1):14-18.
[3]HU W,SU C,CHEN Z,et al.Optimal operation of plug-in electric vehicles in power systems with high wind power penetrations[J].IEEE Transactions on Sustainable Energy,2013,4(3):577-585.
[4]NIETA A A,CONTRERAS J,CATALO JP S.Optimal single wind hydro-pump storage bidding in day-ahead markets including bilateral contracts[J].IEEE Transactions on Sustainable Energy,2016,7(3):1284-1294.
[5]WANG Y,ZHOU Z,BOTTERUD A,et al.Stochastic coordinated operation of wind and battery energy storage system considering battery degradation[J].Journal of Modern Power Systems and Clean Energy,2016,4(4):581-592.
[6]刘吉臻,李明扬,房方,等.虚拟发电厂研究综述[J].中国电机工程学报,2014,34(29):5103-5111.LIU Jizhen,LI Mingyang,PANG Fang,et al.Review on virtual power plant[J].Proceedings of the CSEE,2014,34(29):5103-5111.
[7]NIKONOWICA I,MILEWSKI J.Virtual power plants-general review:structure,application and optimization[J].Journal of Power Technologies,2012,92(3):135-149.
[8]李建林,田立亭,来小康.能源互联网背景下的电力储能技术展望[J].电力系统自动化,2015,39(23):15-25.DOI:10.7500/AEPS20150906004.LI Jianlin,TIAN Liting,LAI Xiaokang.Outlook of electricity energy storage technologies under Energy Internet background[J].Automation of Electric Power Systems,2015,39(23):15-25.DOI:10.7500/AEPS20150906004.
[9]王晛,谢鸣,张少华.考虑电动汽车的电力市场均衡分析[J].电网技术,2014,38(11):2993-2998.WANG Xian,XIE Ming,ZHANG Shaohua.Analysis on equilibrium of electricity market under grid-integration of electric vehicles[J].Power System Technology,2014,38(11):2993-2998.
[10]VAYM G,ANDERSSON G.Self scheduling of plug-in electric vehicle aggregator to provide balancing services for wind power[J].IEEE Transactions on Sustainable Energy,2016,7(2):886-899.
[11]杨甲甲,赵俊华,文福拴,等.含电动汽车和风电机组的虚拟发电厂竞价策略[J].电力系统自动化,2014,38(13):92-102.DOI:10.7500/AEPS20140212010.YANG Jiajia,ZHAO Junhua,WEN Fushuan,et al.Development of bidding strategies for virtual power plant considering uncertain outputs from plug-in electricity vehicles and wind generators[J].Automation of Electric Power Systems,2014,38(13):92-102.DOI:10.7500/AEPS20140212010.
[12]孙国强,袁智,耿天翔,等.含电动汽车的虚拟电厂鲁棒随机优化调度[J].电力系统自动化,2017,41(6):44-50.DOI:10.7500/AEPS20160523001.SUN Guoqiang,YUAN Zhi,GENG Tianxiang,et al.Robust stochastic optimal dispatching of virtual power plant containing plug-in electric vehicle[J].Automation of Electric Power Systems,2017,41(6):44-50.DOI:10.7500/AEPS20160523001.
[13]VASIRANI M,KOTA R,CAVALCANTE R L G,et al.An agent-based approach to virtual power plants of wind power generators and electric vehicles[J].IEEE Transactions on Smart Grid,2013,4(3):1314-1322.
[14]周亦洲,孙国强,黄文进,等.计及电动汽车和需求响应的多类电力市场下虚拟电厂竞标模型[J].电网技术,2017,41(6):1759-1767.ZHOU Yizhou,SUN Guoqiang,HUANG Wenjin,et al.Strategic bidding model for virtual power plant in different electricity markets considering electric vehicle and demand response[J].Power System Technology,2017,41(6):1759-1767.
[15]KARDAKOS EG,SIMOGLOU C K,BAKIRTZIS A G.Optimal offering strategy of a virtual power plant:a stochastic bi-level approach[J].IEEE Transactions on Smart Grid,2016,7(2):794-806.
[16]KIRSCHEN D,STRBAC G.Fundamentals of power system economics[J].IEEE Power&Energy Magazine,2004,4(4):76-78.
[17]SHAHRJERDI R,ANUAR M K,MUSTAPHA F,et al.Equilibrium and non-equilibrium models of the power markets[J].African Journal of Business Management,2012,6(4):1614-1625.
[18]卢强,陈来军,梅生伟.博弈论在电力系统中典型应用及若干展望[J].中国电机工程学报,2014,34(29):5009-5017.LU Qiang,CHEN Laijun,MEI Shengwei.Typical applications and prospects of game theory in power system[J].Proceedings of the CSEE,2014,34(29):5009-5017.
[19]LI N,CHEN L,DAHLEH M A.Demand response using linear supply function bidding[J].IEEE Transactions on Smart Grid,2015,6(4):1827-1838.
[20]LEE K H.Solving mixed strategy Nash-Cournot equilibria under generation and transmission constraints in electricity market[J].Journal of Electrical Engineering&Technology,2013,8(4):675-685.
[21]SHAHMOHAMMADI A,SIOSHANSI R,CONEJO A J,et al.Market equilibria and interactions between strategic generation,wind,and storage[J].Applied Energy,2018,220:876-892.
[22]ZOU P,CHEN Q,XIA Q,et al.Pool equilibria including strategic storage[J].Applied Energy,2016,177:260-270.
[23]王晛,黄蒙涛,张少华.考虑风电投标偏差惩罚的电力市场均衡分析[J].电网技术,2016,40(2):602-607.WANG Xian,HUANG Mengtao,ZHANG Shaohua.Equilibrium analysis of electricity market considering penalties for wind power’s bidding deviation[J].Power System Technology,2016,40(2):602-607.
[24]李嘉龙,陈雨果,刘思捷,等.考虑碳排放成本的电力市场均衡分析[J].电网技术,2016,40(5):1558-1563.LI Jialong,CHEN Yuguo,LIU Sijie,et al.Electricity market equilibrium analysis considering carbon emission cost[J].Power System Technology,2016,40(5):1558-1563.
[25]张文韬,王秀丽,吴雄,等.大规模风电接入下含大用户直购电的电力系统调度模型研究[J].中国电机工程学报,2015,35(12):2927-2935.ZHANG Wentao,WANG Xiuli,WU Xiong,et al.An analysis model of power system with large-scale wind power and transaction model of direct power purchase by large consumers involved in system scheduling[J].Proceedings of the CSEE,2015,35(12):2927-2935.
[26]HEITSCH H,RMISCH W.Scenario reduction algorithms in stochastic programming[J].Computational Optimization and Applications,2003,24(2/3):187-206.
[27]王守相,徐群,张高磊,等.风电场风速不确定性建模及区间潮流分析[J].电力系统自动化,2009,33(21):82-86.WANG Shouxiang,XU Qun,ZHANG Gaolei,et al.Modeling of wind speed uncertainty and interval power flow analysis for wind farms[J].Automation of Electric Power Systems,2009,33(21):82-86.
[28]王晛,李渝曾,张少华.求解电力市场均衡模型的非线性互补方法[J].电力系统自动化,2004,28(1):7-11.WANG Xian,LI Yuzeng,ZHANG Shaohua.A nonlinear complementary approach to the solution of equilibrium models for electricity markets[J].Automation of Electric Power Systems,2004,28(1):7-11.
[29]GAMS:JAMS and LogMIP[EB/OL].[2018-01-09].https://www.gams.com/latest/docs/S_JAMS.html.
[30]GAMS:extended mathematical programming(EMP)[EB/OL].[2018-01-09].https://www.gams.com/latest/docs/UG_EMP.html.
[31]CONTRERAS J,KLUSCH M,KRAWCZYK JB.Numerical solutions to Nash-Cournot equilibria in coupled constraint electricity markets[J].IEEE Transactions on Power Systems,2004,19(1):195-206.
[32]谭忠富,宋艺航,张会娟,等.大规模风电与火电联合外送体系及其利润分配模型[J].电力系统自动化,2013,37(23):63-70.TAN Zhongfu,SONG Yihang,ZHANG Huijuan,et al.Joint delivery system of large-scale wind power and thermal power generation and its profit distribution model[J].Automation of Electric Power Systems,2013,37(23):63-70.