CN114169916A - Market member quotation strategy making method suitable for novel power system - Google Patents
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Abstract
The invention discloses a market member quotation strategy making method suitable for a novel power system, and belongs to the technical field of power systems and power markets. The method comprises the following steps: step 1: determining market boundary conditions, determining market trading, clearing, pricing and settlement processes and modes, and establishing a market clearing mode and a market pricing mechanism; step 2: constructing a double-layer optimization model of the optimal quotation of market members according to the market clearing mode and the market pricing mechanism in the step 1; and step 3: and (3) solving the double-layer optimization model established in the step (2) by adopting an iterative solution of deep reinforcement learning to obtain the optimal quotation strategy of the market subject. The invention is not only suitable for various market main bodies, but also can be flexibly matched with different market mechanism designs, thereby providing powerful support for the production and operation of the market main bodies in the complex power market environment in the future.
Description
Technical Field
The invention relates to the technical field of power systems and power markets, in particular to a market member quotation strategy making method suitable for a novel power system.
Background
The quotation strategy of the market member refers to a whole set of strategies adopted by the market member when making a quotation decision according to market rules when the power market carries out power trading. In an ideal, fully competitive power market, social benefits are maximized, and the optimal quotation strategy for market members is to quote according to the marginal cost of the generator set. However, the electricity market is not a fully competitive market, but rather is closer to the oligopolistic market, as determined by the particularities of the electricity industry. Since electricity cannot be stored in large quantities and the production and consumption of electricity must be balanced in real time, electricity cannot be freely bought and sold without restriction as other commodities. Factors such as limited number of power generation companies, large investment scale, transmission constraints and transmission losses determine that in the power market, only a few power generation companies may provide power in some regions, which forms an oligopolistic market. Market members may not make price quotes at marginal cost as a price quote strategy, but rather take advantage of imperfections in market structure and rules to increase profits, which is referred to as strategic price quotes. At present, the methods used by researchers at home and abroad for constructing the optimal quotation strategy of market members can be roughly classified into the following categories:
(1) method based on cost analysis
The basic idea of the method is that the electricity generation cost of an electricity generation company plus reasonable profit is taken as a declaration price, and the core of the method is to accurately analyze and predict the electricity generation cost. The method is simple and easy to master for a power generation company, and has the defect that the quotation conditions of other competitors are not taken into consideration, and the profit of the power generation company is difficult to maximize. However, the power generation cost analysis is the basis of the price quoted by the power generation company, and the power generation company needs to calculate the power generation cost of the unit, and the price quoted by the power generation company is 'central number'.
(2) Method for predicting market electricity price
The basic principle of the method is that corresponding electricity prices in the power market are predicted at first, and a power generation company only needs to declare a price slightly lower than the predicted price. Current methods of predicting electricity prices include time series prediction methods, gray system methods, regression analysis, artificial neuron network prediction methods, combinatorial prediction methods, wavelet analysis methods, and the like.
(3) Method for estimating quotation behaviors of other members
The method constructs the quotation strategy of the method by estimating the quotation behaviors of other market members, and the method adopts the principle that the quotation behavior of an opponent is estimated by a probability or fuzzy method, an optimal bidding model is established on the basis, and the optimal quotation strategy is obtained by solving the optimization problem. The difficulty of this method is whether the bidding behavior of the competitor can be accurately estimated, which can be usually estimated by using a statistical method or a predictive method, but the accurate estimation of the bidding behavior of the competitor requires the knowledge of sufficient historical data.
(4) Method based on game theory
The game theory is a theory for specially researching how 2 or more than 2 conflicting individuals make respective optimization decisions under the condition of interaction, and can be applied to the research of market member quotation strategies. The principle of the method is that a game model (such as a Cournot model, a Stackelberg model and a supply function model) is constructed according to the power transaction, then balance points of the models are searched, and the balance points correspond to the optimal quotation strategy. The method has two problems, namely, a plurality of simplifying assumptions are made when the models are applied, the obtained balance point possibly has little significance for constructing a quotation strategy, and whether the balance point exists in the electric power market is not determined theoretically.
In addition to the above methods, some researchers have also applied artificial intelligence methods such as neural networks, genetic algorithms, genetic programming and finite state automata, evolutionary computing, Q-learning, etc. to construct adaptive, evolutionary bidding strategies.
In a plurality of quotation strategy methods, power generation cost analysis is the basis of bidding of a power generator, the method is simple and easy to implement, but the quotation condition of a competitor is not considered, and the maximization of the profit of the competitor is difficult to realize; the methods for predicting the market electricity price and estimating the quotation behaviors of other power generation companies need a large amount of historical data as supports, the data is not sufficient in the primary stage of the construction of the electric power spot market, the market structure and the trading rules are still in adjustment, and the market price is difficult to be accurately predicted; the game theory method has obvious advantages in the aspects of solving the problems of double games and perfect information games, but has not ideal effects in the aspects of multi-player games, incomplete and imperfect information processing. In summary, the prior art still has defects, and is difficult to adapt to multi-subject competition in a complex power market environment. Particularly, in the process of building a novel power system taking new energy as a main body, new energy, stored energy, demand side response and other emerging main bodies are rapidly developed, the power market mechanism is continuously adjusted and changed, and the prior art is difficult to adapt to market member quotation strategy formulation in the future power market.
The invention provides a general market member optimal quotation strategy making method by considering various market main bodies such as new energy, thermal power, energy storage, demand side response and the like widely existing in a novel electric power system in the future and market mechanisms such as an electric energy market, a flexible climbing auxiliary service market and the like.
Disclosure of Invention
The invention aims to provide a market member quotation strategy making method suitable for a novel power system, which is characterized by comprising the following steps of:
step 1: determining market boundary conditions, determining market trading, clearing, pricing and settlement processes and modes, and establishing a market clearing model and a market pricing mechanism;
step 2: establishing a market main body quotation decision model according to new energy, thermal power, energy storage equipment and demand side response resources, and then establishing a double-layer optimization model of the optimal quotation of market members by combining the market clearing model and the market pricing mechanism in the step 1;
and step 3: and (3) solving the double-layer optimization model established in the step (2) by adopting an iterative solution of deep reinforcement learning to obtain the optimal quotation strategy of the market subject.
The market clearing model in the step 1 is a combined clearing model of electric energy and flexible climbing auxiliary service; the market pricing mechanism comprises a node marginal price pricing mechanism of the electric energy market and an opportunity cost unified pricing mechanism of the auxiliary service market.
The market subject quotation decision model in the step 2 is as follows:
the new energy unit:
maximizing profit as objective function
Wherein the subscript I represents the generator set number, I belongs to Iwind∪Isolar,IwindAnd IsolarRespectively representing the collection of wind power and photovoltaic units;and gi,tRespectively representing the market price and the winning power of the electric energy of the unit at the time t and the time i; Δ T represents the time interval of a unit time period, T represents the total number of time periods;
thermal power generating unit:
objective function
Wherein the content of the first and second substances,for the purpose of the electric energy yield,in order to flexibly climb the market for the benefit,the cost of electricity generation; i belongs to Icoal∪Igas,IcoalAnd IgasRespectively representing the set of coal-fired and gas-fired units;andrespectively represents the clearing price of the up-grade and down-grade climbing service in the flexible climbing market in the time period t,andrespectively representing the middle scalar of the climbing service of the unit up and down in the t period i;andrepresenting a power generation cost parameter of the unit i; u. ofi,tThe variable is a 0-1 variable representing the starting and stopping states of the unit i in a t period, the value is 1 representing the starting state, and the value is 0 representing the stopping state;which represents the cost of the empty load,representing start-stop cost;
pumped storage power stations:
the objective function comprises electric energy yield and flexible climbing market yield
The subscript J represents the pumped storage power station number, J represents the pumped storage power station set, and J belongs to J;andrespectively representing the power generation and pumping power of the j power station in the t period.
The electric energy and flexible climbing auxiliary service combined clear model comprises an SCUC model and a corresponding SCED model; the SCUC model is as follows:
an objective function:
wherein the content of the first and second substances,represents the utility of the conventional load of the b node, mbRepresents the slope of the load demand curve; db,tAndrespectively representing a middle scalar and a maximum load value of a b node in a t period;represents the cost of the generator set i calculated based on the quote,converting variables for starting;representing the cost of pumped-storage power station j, CnewAnd CstoreRespectively representing basic quotation parameters of the new energy and the pumped storage unit; d is an element of DRIndicating participation in demand response DRLoad of (d, C)CAPThe upper limit of the market quote is expressed,a baseline load for load aggregate quotient d over a time period t;andfor increasing or decreasing its load during the period t, correspondinglyAndrepresents its invocation cost, whered、βdIs a cost parameter;andrespectively represents the demand price parameter V of the climbing capacity product up and down in the t periodt upAnd Vt downThe shortage variable of the climbing capacity product is the t time period; k is a radical ofiFor the quote variable of the i unit, kjIs the quoted price variable of the j power station;
and (4) quotation constraint:
0≤ki≤Kmax (14)
0≤kj≤Kmax (15)
wherein, KmaxRepresenting an upper limit of the quoted price;
and (4) system constraint: including power balance constraints, forward and reverse network flow constraints, and conventional load demand constraints; specifically, the following are shown:
wherein, Fl maxRepresenting the transmission capacity limit of line l, fl-i、fl-j、fl-b、fl-dRespectively representing generator power transmission distribution factors of a generator set i, a pumped storage j, a node b and a load aggregation quotient d to a line l;
flexible grade climbing auxiliary service demand constraints
Wherein the content of the first and second substances,andthe bid amount is bid for the climbing capacity of the load aggregation provider;andthe target amount of the climbing capacity of the flexible climbing market is determined by the predicted load fluctuation and the uncertainty requirement, and the calculation formula is as follows:
in the formula (I), the compound is shown in the specification,the predicted value of the system net load representing the t period,andis the maximum possible deviation of the upper and lower due to the net load prediction error in the t +1 period;
when the 95% confidence level is considered,andcorresponding to 97.5% and 2.5% quantiles of the predicted error distribution, respectively; if the net load prediction error is assumed to follow the Gaussian distribution, i.e., xi-N (0, sigma)2) Then the 95% confidence interval is-1.96 σ to 1.96 σ, and the above equation is rewritten as:
and (3) operation constraint of the new energy unit:
in which I ∈ Iwind∪IsolarThe maximum output gmax i, t is determined by the predicted output at time t;
and (3) operation constraint of the thermal power generating unit: the method comprises the following steps of unit output upper and lower limit constraint, climbing capacity constraint, capacity upper limit constraint in climbing capacity, minimum continuous start-stop time constraint and unit start-stop logic constraint; specifically, the following are shown:
wherein I ∈ Icoal∪Igas,Andrespectively representing the minimum output and the maximum output of the unit i;andfor the time T of operation or stoppage of the unit ii onAnd Ti offRespectively limiting the minimum shutdown time and the minimum startup time of the unit i;
incentive-type demand response constraints: the method comprises the following steps of responding to load power constraint, responding to total power consumption balance constraint before and after response, power consumption load constraint, climbing capacity constraint and bid capacity upper limit constraint in climbing capacity; specifically, the following are shown:
wherein the content of the first and second substances,andrespectively the response capacity and the response load limit value of the load aggregation quotient d;andrepresents the up-down climbing capability within 1 min;
and (3) operation constraint of the pumped storage power station: the method comprises the following steps of power generation and pumping power constraint, climbing capacity constraint, bid capacity upper limit constraint in climbing capacity, storage capacity constraint and storage capacity balance constraint; specifically, the following are shown:
wherein J is equal to J,andmaximum power for generating power and pumping water of the power station j respectively; ej,tRepresents the storage capacity, eta, of the power station j in the time period tjThe pumping efficiency is expressed and is usually 0.75;andrespectively representing the minimum and maximum storage capacity electric quantity of the power station j; t is t0And t-1Respectively representing the initial period and the final period of a complete operation cycle of the pumped-storage power station.
The SCED model is based on the SCUC modeli,tAndoptimal value u obtained by SCUC optimizationi,t *Andinstead, the thermal power unit operation constraints do not include minimum continuous on-off time constraints and unit start-up and shut-down logic constraints.
The invention has the beneficial effects that:
the invention is not only suitable for various market main bodies, but also can be flexibly matched with different market mechanism designs, thereby providing powerful support for the production and operation of the market main bodies in the complex power market environment in the future.
Drawings
FIG. 1 is a flow chart of a market member quotation strategy making method for a novel power system according to the present invention;
FIG. 2 is a block diagram of a two-layer optimization model of the present invention;
FIG. 3 is a block diagram of a DDPG solution two-layer model.
Detailed Description
The invention provides a market member quotation strategy making method suitable for a novel power system, and the market member quotation strategy making method is further explained by combining the attached drawings and a specific embodiment.
The electric power market competition is a typical Complex Adaptive System (CAS) problem, not only are the main bodies numerous, but also the behavior actions among the main bodies can influence each other, and the main bodies can adjust the quotation strategies of the main bodies through continuous tests and learning, so that the evolution of the whole system is promoted. Therefore, the market member quotation strategy can not only focus on the cost of the market member, but also needs to predict other competitor strategies, and the optimal quotation strategy is the Nash equilibrium result of one market competition.
The invention provides a market member quotation strategy making method suitable for a novel power system. The process comprises the following steps: firstly, determining market boundary conditions such as market modes, mechanisms, rules and the like; secondly, determining a market competition target, performing behavior modeling on various resources in the market, and establishing a double-layer optimization model of optimal quotation of market members; and finally, solving the model by adopting an iterative solution method based on deep reinforcement learning to obtain the optimal quotation strategy of the market members. FIG. 1 is a flow chart of a market member quotation strategy making method for a novel power system according to the present invention; the method comprises the following steps:
the method comprises the following steps: market boundary conditions are determined. And (3) defining market trading, clearing, pricing and settlement processes and modes, and establishing a market clearing and pricing model. The invention considers possible market modes under the condition of high new energy occupation ratio in the future, namely an electric energy and flexible climbing auxiliary service combined clearing mode, wherein a node marginal price pricing mechanism is adopted in an electric energy market, and an opportunity cost unified pricing mechanism is adopted in an auxiliary service market.
Step two: and (4) modeling the behavior of the market member. The most common market competition goal is to seek profit maximization, and under the assumption, corresponding market quotation decision models are respectively established for main bodies possibly existing in a future novel power system, such as new energy, thermal power, energy storage equipment, demand side response resources and the like. The quotation decision models of various main bodies and the market clearing and pricing models jointly form a double-layer optimization model of the optimal quotation of the market members.
Step three: and (6) solving the model. Because the market clearing model is a mixed integer quadratic programming problem, the model transformation method in the prior art is not suitable, and an iterative solution of deep reinforcement learning can be selected. Through reasonable setting of the artificial neural network, the intelligent learning mode, the deep learning parameters and the like, the double-layer optimization model can be efficiently solved, and the optimal quotation strategy of the market main body is obtained.
The market member quotation strategy making method suitable for the novel power system comprises two parts, namely a double-layer optimization model and a solving algorithm. FIG. 2 is a block diagram of a two-layer optimization model of the present invention; the upper model is a quotation decision model aiming at maximizing profits of various resources, and the profit calculation mode corresponds to a market pricing and settlement mechanism; the lower model is a clearing model corresponding to a market trading and clearing mechanism, and the clearing model is mainly considered in combination with the electric energy and flexible climbing auxiliary service. For the model solving algorithm, in order to avoid complicated model transformation and facilitate flexible combination or setting of various resources or mechanisms, the method is suitable for adopting an iterative solution method based on deep reinforcement learning.
And (3) upper layer: market subject quotation decision model
Firstly, market behavior modeling is respectively carried out on wind power, photovoltaic and thermal power units and energy storage equipment represented by pumped storage. The new energy unit only participates in the electric energy market, and the income maximization of the electric energy market is achieved; the thermal power generating unit and the pumped storage unit simultaneously participate in the electric energy and flexible climbing market, and the total profit of the two markets is maximized. Considering that the power consumption of a single adjustable load is small, the invention considers that the adjustable load provides incentive-based demand response (IDR) in the form of a load aggregator, and quotes at actual cost, and does not consider the strategic behavior. It should be noted that: firstly, the operation characteristics of the unit are considered in the lower-layer market clearing; secondly, the operation and maintenance cost of pumping and storing energy is considered in the operation characteristic constraint of the pumping and sending efficiency; and thirdly, the market main body only submits the electric energy market quotation without quotation for flexible climbing, and the price of the electric energy market quotation is determined by opportunity cost.
1) New energy machine set (I belongs to I)wind∪Isolar)
0≤ki≤Kmax (2)
Equation (1) is an objective function for maximizing yield. Wherein the subscript I denotes the generator set number, IwindAnd IsolarRespectively representing the collection of wind power and photovoltaic units;and gi,tRespectively representing the market price and the winning power of the electric energy of the unit at the time t and the time i; Δ T represents the time interval of the unit period, and T represents the total number of periods.
Equation (2) is an offer constraint. Wherein k isiFor the quote variable of the i unit, KmaxIndicating an upper limit for the bid.
2) Thermal power generating unit (I belongs to I)coal∪Igas)
Wherein the content of the first and second substances,
the constraint conditions are as in equation (2).
The target function (3) is derived from the electric energyFlexible climbing market revenueAnd cost of electricity generationThe three parts are combined. Wherein, IcoalAnd IgasRespectively representing the set of coal-fired and gas-fired units;andrespectively represents the clearing price of the up-grade and down-grade climbing service in the flexible climbing market in the time period t,andrespectively representing the middle scalar of the climbing service of the unit up and down in the t period i;andrepresenting a power generation cost parameter of the unit i; u. ofi,tIs a variable 0-1 representing the starting and stopping states of the unit in the t period i, the value of 1 represents the starting state, the value of 0 represents the shutdown stateA state;which represents the cost of the empty load,indicating the start-stop cost.
3) Pumped storage power station (J epsilon J)
0≤kj≤Kmax (8)
The formula (7) is an objective function and comprises two parts of electric energy yield and flexible climbing market yield. Wherein, subscript J represents the pumped storage power station number, and J represents the pumped storage power station set;andrespectively representing the power generation and pumping power of the j power station in the t period. Equation (8) is the quotation constraint.
The lower layer: electric energy and flexible climbing auxiliary service combined clearing model
The combined clear Security Constrained Unit Commission (SCUC) model aims at maximizing social benefits, and the constraint conditions comprise system constraint, flexible climbing demand constraint, demand response relevant constraint and operation characteristic constraint of various generator sets and energy storage equipment.
1) An objective function:
wherein the content of the first and second substances,
the target function formula (9) is composed of the electricity utilization effect of the conventional load, the power generation cost of the generator set and the energy storage equipment, the calling cost of demand response resources, and the shortage cost of flexible climbing service. Wherein the content of the first and second substances,the utility of the conventional load of the node b is shown, the expression is shown as the formula (10), mb(<0) Represents the slope of the load demand curve; db,tAndrespectively representing a middle scalar and a maximum load value of a b node in a t period;representing the cost of the generator set i calculated based on the quote, the expressions of the new energy set and the conventional set are respectively (11) and (12),converting variables for starting;and (3) representing the cost of the pumped storage power station j, wherein the expression is shown as a formula (13). CnewAnd CstoreAnd respectively representing basic quotation parameters of the new energy and the pumped storage unit.
For IDR resources, D ∈ DRIndicating participation in demand response DRLoad of (d, C)CAPThe upper limit of the market quote is expressed,a baseline load for load aggregate quotient d over a time period t;andfor increasing or decreasing its load during the period t, correspondinglyAndrepresenting its calling cost, is determined by equations (14) - (15), where αd、βd(more than or equal to 0) is a cost parameter.
For the market of flexible climbing a slope,andrespectively represents the demand price parameters of the climbing capacity products up and down in the time period t,andthe shortage variable of the climbing capacity product is the shortage variable of the climbing capacity product.
2) And (4) system constraint:
the system constraints are respectively a power balance constraint, a forward network power flow constraint, a reverse network power flow constraint and a conventional load demand constraint from top to bottom. Wherein the content of the first and second substances,representing the transmission capacity limit of line l, fl-i、fl-j、fl-b、fl-dAnd respectively representing the generator power transmission distribution factors of the generator set i, the pumped storage j, the node b and the load aggregation quotient d to the line l.
3) Flexible grade climbing auxiliary service demand constraints
In the formula (I), the compound is shown in the specification,andthe bid amount is bid for the climbing capacity of the load aggregation provider;andthe target amount of the climbing capacity of the flexible climbing market is determined by the predicted load fluctuation and the uncertainty requirement, and the calculation formula is as follows:
in the formula (I), the compound is shown in the specification,the predicted value of the net load of the system (namely the difference between the predicted load and the predicted output of the new energy) representing the t period,andis the maximum possible deviation of the upper and lower values of the t +1 period due to the net load prediction error. When the 95% confidence level is considered,andcorresponding to 97.5% and 2.5% quantiles, respectively, of the prediction error distribution. If the net load prediction error is assumed to follow the Gaussian distribution, i.e., xi-N (0, sigma)2) Then the 95% confidence interval may be determined to be-1.96 σ to 1.96 σ, with the above formula rewritten as:
4) new energy unit operation constraint (I belongs to I)wind∪Isolar):
5) Thermal power generating unit operation constraint (I belongs to I)coal∪Igas):
The operation constraint of the thermal power generating unit is respectively the upper and lower limit constraint of the output of the unit, the climbing capability constraint, the upper limit constraint of the bid amount in the climbing capability, the minimum continuous start-stop time constraint and the start-stop logic constraint of the unit from top to bottom. Wherein the content of the first and second substances,andrespectively representing the minimum output and the maximum output of the unit i;andfor the time t the run or down time of the unit i,andrespectively, unit i minimum down time and on time limits.
6) Incentive type demand response dependent constraints
The IDR related constraints are respectively as follows from top to bottom: responding to load power constraint, responding to total power consumption balance constraint before and after response, power consumption load constraint, climbing capacity constraint and bidding capacity upper limit constraint in climbing capacity. Wherein the content of the first and second substances,andare respectively asThe response capacity and the response load limit value of the load aggregation quotient d;andindicating the up-and-down climbing capability within 1 min.
7) Pumped storage power station operation constraints (J epsilon J)
The pumped storage operation constraint is respectively power generation and pumped power constraint, climbing capacity constraint, upper limit of bid capacity in climbing capacity, storage capacity constraint and storage capacity balance constraint from top to bottom. Wherein the content of the first and second substances,andmaximum power for generating power and pumping water of the power station j respectively; ej,tRepresents the storage capacity, eta, of the power station j in the time period tjThe pumping efficiency is expressed and is usually 0.75;andrespectively representing the minimum and maximum storage capacity electric quantity of the power station j; t is t0And t-1Respectively representing the initial period and the final period of a complete operation cycle of the pumped-storage power station.
The integrated electric energy and flexible climbing auxiliary service market combined clearing model consists of the SCUC model and a corresponding SCED model, and firstly, a unit start-stop plan is determined by the SCUC model; on the basis, the SCED model is optimized to obtain prices of two markets and medium scalars of various resources. The SCED model is similar to the above models except that0/1 variable ui,tAndoptimum value by SCUC optimizationAndinstead, the genset operating characteristic constraints do not include constraints related to the start-stop of the genset. Electric energy market node price through SCED modelCan be obtained by calculating the shadow price of the power balance constraint and the network power flow constraint (corresponding to the formula (16)), and the flexible climbing market clearing priceAndshadow price determination by hill climbing capability assistance service requirement constraint (equation (17)).
Thus, the construction of the double-layer optimization model is completed. In the model framework, the upper-layer market subject optimizes the decision-making price variable ki、kjTransmitted to the lower layer, and solved by the market combined clearing model to obtain the market price of the electric energyWinning capacity g of each resourcei,t、Db,t、Etc., and flexible ramp market priceWinning bid amount of each resourceAnd the like. And optimizing the quotation strategy of each main body according to the market clearing and settlement income, and finally realizing balance through continuous interactive iteration to obtain the optimal quotation strategy of the market main body.
Model solution based on deep reinforcement learning
FIG. 3 is a block diagram of a DDPG solution two-layer model. The whole model framework can be iteratively solved based on a depth reinforcement learning method, a depth Deterministic strategy Gradient algorithm (DDPG) is selected in the invention, wherein the market clearing model belongs to the mixed integer quadratic programming problem, and optimized calculation can be carried out by means of a commercial solver Gurobi. Each main body is used as an Agent with the ability of self-learning, and the market clearing process interacting with the main body is used as the environment. The key elements of the method comprise:
1) and a state s: taking the average income of all units, the average price of climbing service in the market and the average price of climbing service in the market as the states
3) Strategy muθ: expressed by mapping relation between states and actionsAdding a certain noiseTime of flight Where z represents the number of iterations and the noise standard deviation vzComprises the following steps:
in the formula,. epsilon.represents the attenuation factor, and is usually a very small positive number, TBIndicating the capacity of the reservoir, TtrainIs the total number of training sessions.
4) Reporting r: in return for the profit that the Agent gets by interacting with the environment (corresponding to equation (1) or (3) or (7)).
5) The training goal of the master Q network (with parameter ω) is to minimize the mean square error between the sample Q value and the target Q value, with an error function of:
wherein the content of the first and second substances,
ω is updated as follows:
in the formula, NbatRepresents the sample set size of the sample, γ ∈ [0,1 ]]In order to be a factor of the discount,to learn the rate.
6) The deterministic policy gradient formula of the main policy network (with the parameter θ) is:
θ is updated as follows:
in the formula (I), the compound is shown in the specification,is the learning rate of the master policy network.
7) Target network soft update:
the whole algorithm is programmed and calculated based on PyTorch and Gurobi frameworks.
The system of the invention consists of 28 generator sets and 20 conventional loads. Wherein, the power supply is generally installed with 960MW, including 6 thermal power generating units and installed with 480 MW; 10 photovoltaic units are installed with 300 MW; 10 wind turbines are installed with 180 MW. On the basis, 1 60MW pumped storage unit and 1 load aggregation quotient with the maximum response capacity of 60MW are additionally added to construct different example scenarios. The effect of adopting the optimal quotation strategy is analyzed for thermal power, and the comparison standard is a marginal cost quotation scene.
Analysis of results for different power supply configurations:
the system formed by thermal power and new energy is used as a basic case, a pumped storage unit or an IDR is added, and the market competition results when each main body adopts an optimal quotation strategy are shown in table 1.
TABLE 1 results of market competition for different power source configurations
Compared with marginal cost quotation, the thermal power generating unit improves profits by adopting an optimal quotation strategy. In the system, the power generation cost of new energy, energy storage equipment and demand response resources is lower than that of thermal power, and the market supply and demand are loose, so that the optimal thermal power quotation is generally low, and the profit increasing rate of the optimal quotation strategy is about 4-9%.
Analyzing results of different new energy ratio scenes:
based on case 4, a plurality of scenes are constructed by gradually increasing 20% of the new energy installed capacity, and the market competition results are as follows:
TABLE 2 market competition results under different new energy ratio scenarios
With the gradual increase of the new energy occupation ratio, the thermal power profit is gradually reduced, so that the optimal quotation strategy is gradually close to the marginal cost quotation. When the installed occupancy of the new energy is higher than 64%, the optimal quotation strategy of the thermal power is to quote according to marginal cost.
The present invention is not limited to the above embodiments, and any changes or substitutions that can be easily made by those skilled in the art within the technical scope of the present invention are also within the scope of the present invention. Therefore, the protection scope of the present invention shall be subject to the protection scope of the claims.
Claims (5)
1. A market member quotation strategy making method adapting to a novel power system is characterized by comprising the following steps:
step 1: determining market boundary conditions, determining market trading, clearing, pricing and settlement processes and modes, and establishing a market clearing model and a market pricing mechanism;
step 2: establishing a market main body quotation decision model according to new energy, thermal power, energy storage equipment and demand side response resources, and then establishing a double-layer optimization model of the optimal quotation of market members by combining the market clearing model and the market pricing mechanism in the step 1;
and step 3: and (3) solving the double-layer optimization model established in the step (2) by adopting an iterative solution of deep reinforcement learning to obtain the optimal quotation strategy of the market subject.
2. The method for making the market member quotation strategy applicable to the novel power system according to claim 1, wherein the market clearing model in the step 1 is a combined clearing model of electric energy and flexible climbing auxiliary services; the market pricing mechanism comprises a node marginal price pricing mechanism of the electric energy market and an opportunity cost unified pricing mechanism of the auxiliary service market.
3. The method for making the market member quotation strategy applicable to the novel power system according to claim 1, wherein the market subject quotation decision model in the step 2 is as follows:
the new energy unit:
maximizing profit as objective function
Wherein the subscript I represents the generator set number, I belongs to Iwind∪Isolar,IwindAnd IsolarRespectively representing the collection of wind power and photovoltaic units;and gi,tRespectively representing the market price and the winning power of the electric energy of the unit at the time t and the time i; Δ T represents the time interval of a unit time period, T represents the total number of time periods;
thermal power generating unit:
objective function
Wherein the content of the first and second substances,for the purpose of the electric energy yield,in order to flexibly climb the market for the benefit,the cost of electricity generation; i belongs to Icoal∪Igas,IcoalAnd IgasRespectively representing the set of coal-fired and gas-fired units; lambda [ alpha ]t upAnd λt downRespectively represents the clearing price of the up-grade and down-grade climbing service in the flexible climbing market in the time period t,andrespectively representing the middle scalar of the climbing service of the unit up and down in the t period i;andrepresenting a power generation cost parameter of the unit i; u. ofi,tThe variable is a 0-1 variable representing the starting and stopping states of the unit i in a t period, the value is 1 representing the starting state, and the value is 0 representing the stopping state;which represents the cost of the empty load,representing start-stop cost;
pumped storage power stations:
the objective function comprises electric energy yield and flexible climbing market yield
4. The market member quotation strategy formulation method applicable to the novel power system according to claim 2, wherein the electric energy and flexible hill climbing assistance service combined clearing model comprises an SCUC model and a corresponding SCED model; the SCUC model is as follows:
an objective function:
wherein the content of the first and second substances,represents the utility of the conventional load of the b node, mbRepresents the slope of the load demand curve; db,tAndrespectively representing a middle scalar and a maximum load value of a b node in a t period;represents the cost of the generator set i calculated based on the quote,converting variables for starting;representing the cost of pumped-storage power station j, CnewAnd CstoreRespectively represent new energy and water pumping storageBasic quotation parameters of the energy unit; d is an element of DRIndicating participation in demand response DRLoad of (d, C)CAPThe upper limit of the market quote is expressed,a baseline load for load aggregate quotient d over a time period t;andfor increasing or decreasing its load during the period t, correspondinglyAndrepresents its invocation cost, whered、βdIs a cost parameter;andrespectively represents the demand price parameter V of the climbing capacity product up and down in the t periodt upAnd Vt downThe shortage variable of the climbing capacity product is the t time period; k is a radical ofiFor the quote variable of the i unit, kjIs the quoted price variable of the j power station;
and (4) quotation constraint:
0≤ki≤Kmax (14)
0≤kj≤Kmax (15)
wherein, KmaxRepresenting an upper limit of the quoted price;
and (4) system constraint: including power balance constraints, forward and reverse network flow constraints, and conventional load demand constraints; specifically, the following are shown:
wherein, Fl maxRepresenting the transmission capacity limit of line l, fl-i、fl-j、fl-b、fl-dRespectively representing generator power transmission distribution factors of a generator set i, a pumped storage j, a node b and a load aggregation quotient d to a line l;
flexible grade climbing auxiliary service demand constraints
Wherein the content of the first and second substances,andthe bid amount is bid for the climbing capacity of the load aggregation provider;andthe target amount of the climbing capacity of the flexible climbing market is determined by the predicted load fluctuation and the uncertainty requirement, and the calculation formula is as follows:
in the formula (I), the compound is shown in the specification,systematic net representation of t time periodThe predicted value of the load is calculated,andis the maximum possible deviation of the upper and lower due to the net load prediction error in the t +1 period;
when the 95% confidence level is considered,andcorresponding to 97.5% and 2.5% quantiles of the predicted error distribution, respectively; if the net load prediction error is assumed to follow the Gaussian distribution, i.e., xi-N (0, sigma)2) Then the 95% confidence interval is-1.96 σ to 1.96 σ, and the above equation is rewritten as:
and (3) operation constraint of the new energy unit:
in which I ∈ Iwind∪IsolarThe maximum output gmax i, t is determined by the predicted output at time t;
and (3) operation constraint of the thermal power generating unit: the method comprises the following steps of unit output upper and lower limit constraint, climbing capacity constraint, capacity upper limit constraint in climbing capacity, minimum continuous start-stop time constraint and unit start-stop logic constraint; specifically, the following are shown:
wherein I ∈ Icoal∪Igas,Andrespectively representing the minimum output and the maximum output of the unit i;andfor the time T of operation or stoppage of the unit ii onAnd Ti offRespectively limiting the minimum shutdown time and the minimum startup time of the unit i;
incentive-type demand response constraints: the method comprises the following steps of responding to load power constraint, responding to total power consumption balance constraint before and after response, power consumption load constraint, climbing capacity constraint and bid capacity upper limit constraint in climbing capacity; specifically, the following are shown:
wherein the content of the first and second substances,andrespectively the response capacity and the response load limit value of the load aggregation quotient d;andrepresents the up-down climbing capability within 1 min;
and (3) operation constraint of the pumped storage power station: the method comprises the following steps of power generation and pumping power constraint, climbing capacity constraint, bid capacity upper limit constraint in climbing capacity, storage capacity constraint and storage capacity balance constraint; specifically, the following are shown:
wherein J is equal to J,andmaximum power for generating power and pumping water of the power station j respectively; ej,tRepresents the storage capacity, eta, of the power station j in the time period tjThe pumping efficiency is expressed and is usually 0.75;andrespectively representing the minimum and maximum storage capacity electric quantity of the power station j; t is t0And t-1Respectively representing the initial period and the final period of a complete operation cycle of the pumped-storage power station.
5. The method for making market member quotation strategy adapting to novel power system according to claim 4, wherein the SCED model is based on SCUC modeli,tAndoptimal value u obtained by SCUC optimizationi,t *Andinstead, the thermal power unit operation constraints do not include minimum connectionsContinuous shutdown time constraint and unit start-stop logic constraint.
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CN115860163A (en) * | 2022-05-11 | 2023-03-28 | 国网山东省电力公司东营供电公司 | New energy power generation deviation evaluation method and system based on system operation indexes |
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CN115860163B (en) * | 2022-05-11 | 2024-05-07 | 国网山东省电力公司东营供电公司 | New energy power generation deviation evaluation method and system based on system operation index |
CN114884101A (en) * | 2022-07-04 | 2022-08-09 | 华中科技大学 | Pumped storage dispatching method based on self-adaptive model control prediction |
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