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基于CES型效用函数的热-电市场消费者最优决策

陈玥 魏韡 刘锋 梅生伟 袁铁江

电力系统自动化2018,Vol.42Issue(13):118-126,9.
电力系统自动化2018,Vol.42Issue(13):118-126,9.DOI:10.7500/AEPS20171225004

基于CES型效用函数的热-电市场消费者最优决策

CES Utility Function Based Consumer Optimal Decision Making in Heat-Power Market

陈玥 1魏韡 2刘锋 1梅生伟 2袁铁江1

作者信息

  • 1. 清华大学电机工程与应用电子技术系,北京市 100084
  • 2. 电力系统及发电设备控制和仿真国家重点实验室,清华大学,北京市 100084
  • 折叠

摘要

Abstract

With the wide deployment of electrical heating devices,such as electric boilers and heat pumps,the coupling between electric power and heating system is increasingly prominent.Under the circumstance that multiple energies taking part in the trading market,sophisticated games exist between various market participants.Analyzing consumers" behaviors and their impacts on the energy prices becomes an important issue.A heat-power trading scheme is proposed and the optimal decision making problem of consumer with constant elasticity of substitution (CES) utility function is formulated.The proposed method also provides important reference for the research on other energy market problems.The market clearing condition is transformed into mixed integer linear constraints by jointly using the Karush-Kuhn-Tucker(KKT)optimality condition as well as the duality theorem of linear programming.Embedded with the market clearing condition,the consumer decision making problem is solved by the pattern search algorithm.Numeric studies on a testing system consisting of an IEEE 33 bus distribution system and a 32 node heating system show the effectiveness of the proposed method.The influences of several factors on the market equilibrium are also analyzed.

关键词

热电耦合/边际价格/消费者决策/常数替代弹性效用函数/Stackelberg-Nash均衡

Key words

heat-power coupling/marginal price/consumer decision making/constant elasticity of substitution utility function/Stackelberg-Nash equilibrium

引用本文复制引用

陈玥,魏韡,刘锋,梅生伟,袁铁江..基于CES型效用函数的热-电市场消费者最优决策[J].电力系统自动化,2018,42(13):118-126,9.

基金项目

国家自然科学基金资助项目(51621065). 本文受国家自然科学基金项目(U1766203,51577163)资助,特此感谢. This work is supported by National Natural Science Foundation of China(No.51621065). (51621065)

电力系统自动化

OA北大核心CSCDCSTPCD

1000-1026

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