论文标题
拍卖设计以增加激励兼容性并减少电力市场的自我安排
Auction designs to increase incentive compatibility and reduce self-scheduling in electricity markets
论文作者
论文摘要
系统运营商在电力市场中的调度问题（称为单位承诺）是一个非凸起的混合企业计划。最佳价值函数是非凸件，阻止了传统的边际定价理论的应用，以找到清除市场的价格，并激励市场参与者遵循调度表。感知到获利机会的单位可能会激励自我承担（提交零固定运营成本的要约）或自我安排的生产（提交零总成本的报价）。我们模拟竞标者的行为，以表明可以通过自我承担/调度来行使市场能力。代理商可以通过强化学习算法学会增加其利润，而无需明确了解其他代理商的成本或策略。我们对模拟日前市场的多个周期承诺窗口进行了研究，调查了不同的非凸价定价模型，并表明凸面船体定价可以减少生产者的激励措施，以偏离中央调度裁决。在具有大约1000个发电机的现实测试系统中，我们发现在受限凸模型下的战略招标可以将总生产者利润增加4.4 \％，并使损失的机会成本降低了2/3。虽然在竞争解决方案下，具有凸面船体价格的消费者的成本较高，但在战略竞标后，限制凸模型的消费者成本较高。
The system operator's scheduling problem in electricity markets, called unit commitment, is a non-convex mixed-integer program. The optimal value function is non-convex, preventing the application of traditional marginal pricing theory to find prices that clear the market and incentivize market participants to follow the dispatch schedule. Units that perceive the opportunity to make a profit may be incentivized to self-commit (submitting an offer with zero fixed operating costs) or self-schedule their production (submitting an offer with zero total cost). We simulate bidder behavior to show that market power can be exercised by self-committing/scheduling. Agents can learn to increase their profits via a reinforcement learning algorithm without explicit knowledge of the costs or strategies of other agents. We investigate different non-convex pricing models over a multi-period commitment window simulating the day-ahead market and show that convex hull pricing can reduce producer incentives to deviate from the central dispatch decision. In a realistic test system with approximately 1000 generators, we find strategic bidding under the restricted convex model can increase total producer profits by 4.4\% and decrease lost opportunity costs by 2/3. While the cost to consumers with convex hull pricing is higher at the competitive solution, the cost to consumers is higher with the restricted convex model after strategic bidding.
