首页|期刊导航|电力建设|考虑风光不确定性的多园区综合能源系统市场多主体两阶段鲁棒博弈交易策略

考虑风光不确定性的多园区综合能源系统市场多主体两阶段鲁棒博弈交易策略OA

Two-Stage Robust Game Trading Strategy for Multi-Park Integrated Energy Systems Considering Wind and PV Power Uncertainties

中文摘要英文摘要

[目的]随着新能源广泛接入多园区综合能源系统(multi-park integrated energy system,MPIES),新能源出力波动导致的能源供应波动直接影响市场和系统稳定性,各主体面临不确定性风险应对与合作收益分配不均的双重挑战.为此,提出一种考虑风光不确定性风险应对的MPIES市场多主体两阶段鲁棒博弈交易策略.[方法]首先,结合随机场景生成法建立基于多场景加权的可调鲁棒风光不确定性集合.其次,基于强对偶理论与KKT(Karush-Kuhn-Tucker)条件将运营商-MPIES主从博弈问题重构为混合整数线性规划问题.最后,据此建立基于风险应对的两阶段鲁棒主从博弈模型,利用列与约束生成(column-and-constraint generation,C&CG)算法迭代循环求解生成最终的交易策略.[结果]所提策略增强了市场各主体风险应对能力,减少博弈过程中各主体的预期效益偏差.[结论]所提策略通过两阶段框架实现主从博弈与鲁棒优化的协同融合,能够在不确定性环境下有效权衡风险与收益,提升系统整体的决策质量与经济稳健性.

[Objective]The widespread integration of renewable energy into multi-park integrated energy systems(MPIES)exacerbates supply-side fluctuations due to the intrinsic intermittency of renewable resources.These variations directly impact market operations and system stability,imposing dual challenges on market participants:managing uncertainties and ensuring equitable allocation of cooperative benefits.This paper proposes a two-stage robust Stackelberg game trading strategy for MPIES that accounts for uncertainties associated with wind and photovoltaic power.[Methods]First,a stochastic scenario generation method is adopted to construct an adjustable robust uncertainty set for wind and photovoltaic outputs based on multi-scenario weighting.Second,by leveraging strong duality theory and Karush-Kuhn-Tucker(KKT)conditions,the Stackelberg game between the operator and MPIES is reformulated as a mixed-integer linear programming(MILP)problem.Finally,a two-stage robust Stackelberg game model is established from a risk-response perspective,and the column-and-constraint generation(C&CG)algorithm is used to iteratively solve the problem to generate the final trading strategy.[Results]Case studies verify that the proposed strategy enhances the risk-response capabilities of all market entities and reduces deviations in expected returns during the game process.[Conclusions]The proposed strategy achieves the synergistic integration of the Stackelberg game and robust optimization within a two-stage framework,effectively balancing risks and benefits under uncertainties,thereby improving overall decision-making quality and economic robustness of the system.

沈赋;戴翔;徐潇源;王健;蔡子龙;翟苏巍

昆明理工大学电力工程学院,昆明市 650500昆明理工大学电力工程学院,昆明市 650500上海交通大学电子信息与电气工程学院 上海市 200240昆明理工大学电力工程学院,昆明市 650500昆明理工大学电力工程学院,昆明市 650500云南电网有限责任公司电力科学研究院,昆明市 650217

信息技术与安全科学

多园区综合能源系统(MPIES)主从博弈鲁棒优化电能交易

multi-park integrated energy system(MPIES)Stackelberg gamerobust optimizationelectric energy trading

《电力建设》 2026 (6)

180-194,15

国家自然科学基金项目(62563016)云南省应用基础研究计划资助项目(20251AT070350)云南省兴滇英才支持计划项目(KKRD202204021)昆明理工大学高层次人才平台建设项目(KKZ7202004004) This work is supported by National Natural Science Foundation of China(No.62563016),Yunnan Fundamental Research Projects(No.202501AT070350),Yunnan Revitalizing Talent Plan(No.KKRD202204021)and High-level Platform Construction Project of Kunming University of Science and Technology(No.KKZ7202004004).

10.12204/j.issn.1000-7229.2026.06.014

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