区域电热市场下组合双边拍卖机制设计及产消者竞价策略优化OA
Double Auction Mechanism Design and Optimal Bidding Strategy of Prosumers in Regional Electricity-heat Market
随着电力市场自由化程度加深,热力市场管制也将逐步解除.考虑到热能不适合长距离传输,区域层面的电力和热力市场耦合运行更具有现实意义.为此,该文设计一种电热组合双边拍卖市场(combinatorial double auction market,CDAM),并提出一种基于分层多智能体强化学习的产消者最优竞价策略.首先,根据区域电热市场的能源耦合特性,提出将电-热组合视为单一商品的双边拍卖机制,包括报价机制和出清机制;然后,考虑到区域电热市场竞价环境的复杂性,提出一种基于分层多智能体强化学习的产消者最优竞价策略,该策略包含上下两层分别学习市场公开和主体私有的竞价信息;最后,以某区域综合能源系统为例进行仿真验证.结果表明,所提电热组合双边拍卖机制和最优竞价策略使区域综合能源系统的经济效益提升了 20.1%.与常见的"成本加成法"、"预测出清法"和"传统强化学习法"相比,所提竞价策略更具市场竞争力.
The deregulation of power markets is expected to extend to heat markets in the future.Considering that heat is not suitable for long-distance transmission,the coupling operation of electricity and heat markets at the regional level is more practical.Therefore,a combinatorial double auction market(CDAM)is designed in this paper.The optimal bidding strategy based on hierarchical reinforcement learning for prosumers is proposed.First,according to the characteristics of energy coupling in regional electricity-heat market,a double auction mechanism,including bidding mechanism and clearing mechanism,is established,taking the combination of electricity and heat as a single commodity.Then,considering the complexity of the bidding environment in the regional electricity-heat market,an optimal bidding strategy based on hierarchical multi-agent reinforcement learning is proposed,which includes the upper and lower layers learning the bidding information of market public and private players respectively.Finally,taking a regional integrated energy system as an example,the simulation results show that the proposed combined double auction mechanism and optimal bidding strategy can increase the economic benefit of the regional integrated energy system by 20.1%.At the same time,compared with common"cost plus method","forecast clearing method"and"traditional reinforcement learning",the proposed bidding strategy is more competitive in the market.
单杰;李振坤;符杨
教育部海上风电技术工程研究中心(上海电力大学),上海市 杨浦区 200090教育部海上风电技术工程研究中心(上海电力大学),上海市 杨浦区 200090教育部海上风电技术工程研究中心(上海电力大学),上海市 杨浦区 200090
信息技术与安全科学
区域电热市场组合双边拍卖产消者竞价策略分层强化学习
regional electricity-heat marketcombinatorial double auctionprosumerbidding strategyhierarchical multi-agent reinforcement learning
《中国电机工程学报》 2026 (17)
6263-6275,中插10,14
国家自然科学基金项目(U2066214). Project Supported by National Natural Science Foundation of China(U2066214).
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