基于不同预期报价决策的电力市场动态演化及其混沌控制

基于市场参与者不同预期的报价决策方式,提出了考虑输电网约束的电力市场动态模型,即内嵌市场清算优化问题的差分动态模型.该模型刻画出发电方和需求方同时报价的不用决策行为,并准确反映出独立系统调度员ISO的统一市场清算过程,考虑了输电网固有物理特性所赋予电力市场的复杂约束.借助非线性互补函数,对应不同的输电网运行状态:阻塞和不阻塞,分析比较了电力市场处于Nash均衡、周期和混沌的经济表现.针对经济表现差的市场混沌态,提出电力市场状态和参数时滞反馈控制方法,给出电力市场由混沌到Nash均衡的调控措施和手段,从而为有效提高电力市场的经济效益提供了理论依据.

Dynamic Power Market and its Chaos Control Based on Bidding Decisions with Different Expectations

Market economy system is essentially a dynamic system.For general commodities,a number of economics models have been proposed to capture market dynamics,such as stable Nash equilibrium,period and chaos.To have a deeper understanding of power market dynamics,it is necessary to reformulate these models by considering the inherent properties of complex networks and the special characteristics of market transactions.Cournot and Stackelberg game,using the differential model of electric power producers in perfect competition,has been established to analyze the stability of market equilibrium.However,these models and methods do not consider the impact of transmission network constraints on market dynamics.In addition,most studies focus on stability analysis of market equilibriums.Studies on the dynamics of unstable market dynamics seem to lag behind.Therefore,we propose a novel dynamic model to study complex dynamics and chaos control of power market. In the first part,based on bidding decisions of market participants with different expectations,a dynamic model of power market considering power network constraints is proposed by a discrete difference equations embedded with the optimization problem of market clearing.The model describes different decision-making processes that accurately reflect the market clearing process by the ISO and considers the complex market constraints embedded in the inherent physical characteristics of power network. In the second part,this model is represented by a set of discrete difference equations embedded with the constraint of equal and unequal optimization problem.Considering this complicated mathematical structure,the nonlinear complementary function method is employed to obtain the solution of the dynamic model of power market.The model enables us to understand the stability of market equilibrium,and the periodic and chaotic market behaviors after the loss of equilibrium. In the third part,according to market social profits the economic performance is quantitatively evaluated and compared when the market lies in the Nash equilibrium,periods and chaos.For poor economic performance of market chaos,the state and parameter time-delayed feedback control methods of power market are proposed in order to achieve market control from chaotic state to stable Nash equilibrium which can effectively improve the economic performance of power market. In summary,this study adopts the supply(or demand) function model similar to the actual bidding process,considers market participants’ bidding decisions with different expectations,and investigates the dynamic behavior of power market and its quantitative control.The findings can help improve the security and economy of the power market.