مدل‌سازی مسأله استراتژی پیشنهاددهی استوار شرکت‌های تولید قیمت‌ساز برق در بازار روزبعد در شرایط عدم قطعیت رفتار رقبا

نوع مقاله : مقاله پژوهشی

نویسنده

استادیار گروه مهندسی صنایع، دانشکدۀ فنی و مهندسی، دانشگاه گرمسار، گرمسار، ایران

10.22084/ier.2024.5562

چکیده

بازار روزبعد برق یکی از رایج‌ترین بازارهای فروش برق در شبکه‌های تجدیدساختاریافته برق هستند. شرکت‌های تولید برق برای مشارکت در این بازار نیازمند ارائه یک پیشنهاد هستند. این پیشنهاد شامل یک پلکان پیشنهادی خروجی-قیمت است که میزان تمایل شرکت‌های تولید به سطوح مختلف تولید را نشان می‌دهد. مسأله استراتژی پیشنهاددهی به این نیاز تولیدکنندگان پاسخ می‌دهد. در این مقاله مسأله استراتژی پیشنهاددهی از نگاه شرکت‌های تولید قیمت‌ساز و با بررسی عدم‌قطعیت موجود در برآورد پیشنهادهای رقبا مورد مطالعه قرار گرفته است. براین اساس از بهینه‌سازی استوار به‌عنوان ابزار مواجهه با عدم­قطعیت در یک مسأله برنامه‌ریزی دوسطحی استفاده شده است که سطح یک شامل یک مسأله خودبرنامه‌ریزی از نگاه تولیدکننده و سطح دو شامل یک مسأله تسویه بازار از نگاه بهره‌بردار بازار است. باتوجه به لزوم تاثیرگذاری عدم­قطعیت موجود در سطح دوم مسأله بر مسأله سطح اول، ابتدا مسأله به‌عنوان یک مدل یکپارچه تک­سطحی بازنویسی شده است و سپس از یک رویکرد بهینه­‌سازی استوار که همبستگی بین عوامل عدم­قطعیت را درنظر بگیرد استفاده شده است. درنهایت، عملکرد مدل استوار پیشنهادی طی یک فرآیند شبیه‌­سازی مونت-کارلو مورد ارزیابی قرار گرفته است. نتایج شبیه‌سازی نشان می‌­دهد اگرچه تابع هدف مدل استوار نسبت به مدل قطعی مقدار کمتری را نشان می­‌دهد، اما باتوجه به افزایش احتمال پذیرش جواب استوار در فرآیند تسویه بازار در مقابل جواب مدل قطعی، منجربه افزایش سود شرکت‌های تولید استراتژیک در بلندمدت می­‌گردد.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Modelling a Robust Bidding Strategy Problem for Price-Maker Gencos Considering the Uncertainty of Competitors' Bids

نویسنده [English]

  • Amir Jalilvandnejad
Assistant Professor, Department of Industrial Engineering, Faculty of Technical and Engineering, Garmsar University, Garmsar, Iran
چکیده [English]

Day-ahead power market is one of the most common electricity sales markets in deregulated electricity networks. Power generation companies (Gencos) need to submit a bid to participate in this market. This bid includes an output-price proposal staircase that shows the Gencos attitude to different levels of generation. The bidding strategy problem responds to this requirement of Gencos. In this paper, the bidding strategy problem has been studied from the perspective of price-maker Gencos as a bi-level programming problem where the first level includes a self-scheduling problem from the point of view of the Genco and the second level includes a market settlement problem from the perspective of the market operator. Hence, robust optimization has been used as a tool to deal with uncertainty. Due to the existence of uncertainty in the second level sub-problem and the importance of investigating its effects on the solution of the first level sub-problem, the problem has been reformulated as a single-level integrated model and Then, a robust optimization approach that can be used in the presence of correlation between uncertainty factors has been used. Finally, the performance of the proposed robust model has been evaluated during a Monte Carlo simulation process. The simulation results show that the robust model lead to solutions with lower profit compared to the deterministic model. However, due to increasing the chance of acceptance of a robust solution in the market settlement process, it increases the average profit of the strategic Genco in the long run.

کلیدواژه‌ها [English]

  • Day-ahead Market
  • Bidding Strategy
  • Robust Optimization
  • Correlation

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نشریه پژوهش های مهندسی صنایع در سیستم های تولید
دوره 11، شماره 23
اسفند 1402
صفحه 5-19

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