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计及风电的发电商报价多智能体模型

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新型电力系统背景下,新能源发电商的报价问题一直是电力现货市场中的研究热点.相比传统能源,风电出力受外界不确定性因素的影响较大,给风力发电商求解最优报价带来了挑战.为此,基于多智能体强化学习算法WoLF-PHC构建了计及风电的发电商报价策略模型.模型中,考虑了风电、火电和水电3种能源参与的现货市场,每一个发电商抽象为一个智能体,且基于随机约束规划算法建模风电智能体的收益函数;对于智能体的报价策略模型,将D3QN与WoLF-PHC算法结合,使模型能够满足报价时智能体状态空间复杂的情况;此外,对于交互环境的建模,提出利用DDPM扩散模型生成风电出力数据,优化风电出清场景的仿真.最后,基于3节点的电力仿真系统开展模拟实验,实验结果表明,提出的风电收益函数建模、WoLF-PHC 改进、风电出力生成等技术是可行的,能有效解决风电参与竞价的现货市场报价问题,并且能够在较少的迭代次数后学习到较优的策略.
Multi-agent Based Bidding Strategy Model Considering Wind Power
Under the background of new power system,the pricing problem of new energy generators has been a research hotspot in the electricity spot market.Compared with traditional energy,wind power output is subject to more uncertain factors,which poses a challenge to wind power generators in finding the optimal bid.To address this issue,this paper proposes a pricing strategy model for generators that takes into account of wind power based on the multi-agent reinforcement learning algorithm named WoLF-PHC.In the model,the spot market includes wind power,thermal power,and hydropower,and each generator is abstracted as an intelligent agent,and a stochastic constrained planning algorithm is used to model the profit function of the wind power agent.For the pricing strategy model of the agents,the D3QN algorithm is combined with the WoLF-PHC algorithm,which ena-bles the model to handle complex state spaces when bidding.In addition,to model the interactive environment,a DDPM diffusion model is proposed to generate wind power output data and optimize the simulation of wind power clearing scenarios.In this pa-per,simulation experiments are carried out based on a 3-node power simulation system.Experimental results show that the pro-posed wind power profit function modeling,WoLF-PHC improvement,wind power output generation,and other techniques are feasible,which can effectively solve the bidding pricing problem of wind power in the spot market,and learn better strategy after fewer iterations.

WoLF-PHCMulti-agent reinforcement learningElectricity spot marketBidding strategyDiffusion model

黄飞虎、李沛东、彭舰、董石磊、赵红磊、宋卫平、李强

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四川中电启明星信息技术有限公司 成都 610000

四川大学计算机学院 成都 610065

国网信息通信产业集团有限公司 北京 102211

WoLF-PHC 多智能体强化学习 电力现货市场 竞价策略 扩散模型

四川省重点研发计划四川省重点研发计划四川省重点实验室开放基金四川大学博士后交叉学科基金四川大学宜宾市合作项目

2023YFG011222ZYFG0034SCITLAB-2000110822041A21372020CDYB-30

2024

10.11896/jsjkx.230600179

计算机科学
重庆西南信息有限公司（原科技部西南信息中心）

计算机科学

CSTPCD北大核心
影响因子：0.944
ISSN：1002-137X
年,卷(期)：2024.51(z1)
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