论文标题

多地区电力市场的协调交易计划:平衡与学习

Coordinated Transaction Scheduling in Multi-Area Electricity Markets: Equilibrium and Learning

论文作者

Ndrio, Mariola, Bose, Subhonmesh, Tong, Lang, Guo, Ye

论文摘要

美国多区域电力系统中的领带计划主要通过称为协调交易计划(CTS)的市场机制进行。我们通过游戏理论镜头分析了这种市场机制。我们的分析表征了市场流动性的影响,市场参与者对CTS市场的区域间价格差,交易费用以及与最新的虚拟交易的预测。使用真实数据,我们从经验上验证了CTS竞标者可以采用简单的学习算法来发现支持从平衡分析得出的结论的NASH平衡。

Tie-line scheduling in multi-area power systems in the US largely proceeds through a market-based mechanism called Coordinated Transaction Scheduling (CTS). We analyze this market mechanism through a game-theoretic lens. Our analysis characterizes the effect of market liquidity, market participants' forecasts about inter-area price spreads, transactions fees and coupling of CTS markets with up-to-congestion virtual transactions. Using real data, we empirically verify that CTS bidders can employ simple learning algorithms to discover Nash equilibria that support the conclusions drawn from equilibrium analysis.

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