考虑风光不确定性的多园区综合能源系统市场多主体两阶段鲁棒博弈交易策略

沈赋, 戴翔, 徐潇源, 王健, 蔡子龙, 翟苏巍

电力建设 ›› 2026, Vol. 47 ›› Issue (6) : 180-194.

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电力建设 ›› 2026, Vol. 47 ›› Issue (6) : 180-194. DOI: 10.12204/j.issn.1000-7229.2026.06.014
电力经济

考虑风光不确定性的多园区综合能源系统市场多主体两阶段鲁棒博弈交易策略

作者信息 +

Two-Stage Robust Game Trading Strategy for Multi-Park Integrated Energy Systems Considering Wind and PV Power Uncertainties

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文章历史 +

摘要

【目的】随着新能源广泛接入多园区综合能源系统(multi-park integrated energy system, MPIES),新能源出力波动导致的能源供应波动直接影响市场和系统稳定性,各主体面临不确定性风险应对与合作收益分配不均的双重挑战。为此,提出一种考虑风光不确定性风险应对的MPIES市场多主体两阶段鲁棒博弈交易策略。【方法】首先,结合随机场景生成法建立基于多场景加权的可调鲁棒风光不确定性集合。其次,基于强对偶理论与KKT(Karush-Kuhn-Tucker)条件将运营商-MPIES主从博弈问题重构为混合整数线性规划问题。最后,据此建立基于风险应对的两阶段鲁棒主从博弈模型,利用列与约束生成(column-and-constraint generation,C&CG)算法迭代循环求解生成最终的交易策略。【结果】所提策略增强了市场各主体风险应对能力,减少博弈过程中各主体的预期效益偏差。【结论】所提策略通过两阶段框架实现主从博弈与鲁棒优化的协同融合,能够在不确定性环境下有效权衡风险与收益,提升系统整体的决策质量与经济稳健性。

Abstract

[Objective] The widespread integration of renewable energy into multi-park integrated energy systems (MPIES) exacerbates supply-side fluctuations due to the intrinsic intermittency of renewable resources. These variations directly impact market operations and system stability, imposing dual challenges on market participants: managing uncertainties and ensuring equitable allocation of cooperative benefits.This paper proposes a two-stage robust Stackelberg game trading strategy for MPIES that accounts for uncertainties associated with wind and photovoltaic power.[Methods] First, a stochastic scenario generation method is adopted to construct an adjustable robust uncertainty set for wind and photovoltaic outputs based on multi-scenario weighting. Second, by leveraging strong duality theory and Karush-Kuhn-Tucker (KKT) conditions, the Stackelberg game between the operator and MPIES is reformulated as a mixed-integer linear programming (MILP) problem. Finally, a two-stage robust Stackelberg game model is established from a risk-response perspective, and the column-and-constraint generation (C&CG) algorithm is used to iteratively solve the problem to generate the final trading strategy.[Results] Case studies verify that the proposed strategy enhances the risk-response capabilities of all market entities and reduces deviations in expected returns during the game process.[Conclusions] The proposed strategy achieves the synergistic integration of the Stackelberg game and robust optimization within a two-stage framework, effectively balancing risks and benefits under uncertainties, thereby improving overall decision-making quality and economic robustness of the system.

关键词

多园区综合能源系统(MPIES) / 主从博弈 / 鲁棒优化 / 电能交易

Key words

multi-park integrated energy system (MPIES) / Stackelberg game / robust optimization / electric energy trading

引用本文

导出引用
沈赋, 戴翔, 徐潇源, . 考虑风光不确定性的多园区综合能源系统市场多主体两阶段鲁棒博弈交易策略[J]. 电力建设. 2026, 47(6): 180-194 https://doi.org/10.12204/j.issn.1000-7229.2026.06.014
SHEN Fu, DAI Xiang, XU Xiaoyuan, et al. Two-Stage Robust Game Trading Strategy for Multi-Park Integrated Energy Systems Considering Wind and PV Power Uncertainties[J]. Electric Power Construction. 2026, 47(6): 180-194 https://doi.org/10.12204/j.issn.1000-7229.2026.06.014
中图分类号: TM73   

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摘要
为有效应对可再生能源出力波动,实现综合能源系统低碳、经济、鲁棒三者平衡,提出考虑碳交易的电-热综合能源系统两阶段鲁棒优化低碳经济调度模型。首先,构建了配置碳捕获设备的综合能源系统模型。其次,采用可调不确定集合描述风电和光伏的出力波动,并以最恶劣情景下成本最小为优化目标,建立了两阶段鲁棒优化调度模型,然后利用列与约束生成算法迭代求解。最后,在调度模型中计及碳交易成本,来限制系统的电能交易以减少间接碳排放,并避免了调度方案的过度保守。结果表明,两阶段鲁棒优化有效提高了系统抵御风险的能力,减少了经济损失;碳交易机制的引入避免了系统过度鲁棒,能够维持低碳运行,实现了系统低碳、经济、鲁棒三者平衡。
LI Xin, CHEN Yingzhang, LI Hanwen, et al. Two-stage robust optimization of low-carbon economic dispatch for electricity-thermal integrated energy system considering carbon trade[J]. Electric Power Construction, 2024, 45(6): 58-69.
This study aims to handle fluctuations in renewable energy effectively and achieve low-carbon, economic, and robust balance optimization in an integrated energy system. A two-stage robust optimization low-carbon economic dispatch model for a park-level integrated energy system that considers carbon trade was proposed. First, an integrated energy system model with carbon capture and storage was constructed. Next, the adjustable uncertainty set was used to describe the fluctuations of wind and photovoltaic output, and a two-stage robust optimization dispatch model was developed with the optimal objective of solving the minimum cost under the worst-case scenario. Subsequently, the column-and-constraint generation algorithm was employed to iteratively solve. Finally, the carbon trading cost was considered in the dispatch model, which limited electricity purchases in the system to reduce indirect carbon emissions and avoid overconservative dispatching schemes. The results show that the two-stage robust optimization method can effectively improve the ability of the system to resist risks and reduce economic loss, and the introduction of a carbon trading mechanism can prevent excessive robustness and maintain low-carbon operation. The proposed method can effectively achieve robust, economical, and low-carbon-balance optimal scheduling for the system.
[26]
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刘一欣, 郭力, 王成山. 微电网两阶段鲁棒优化经济调度方法[J]. 中国电机工程学报, 2018, 38(14): 4013-4022, 4307.
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赵会茹, 陆昊, 李子衿, 等. 考虑风光不确定性的含储能CCHP微网市场环境下两阶段鲁棒优化运行策略[J]. 电力建设, 2020, 41(11): 116-125.
摘要
冷热电联产(combined cooling, heating and power,CCHP)微网系统能够实现能源的梯级利用,在提高能源利用效率的同时可以促进可再生能源消纳。文章综合考虑CCHP微网在电力市场环境下运行的特殊性和风光可再生能源出力的不确定性,建立两阶段鲁棒优化模型,提出了一种计及储电和储热综合储能系统的CCHP微网调度策略。算例结果表明考虑不确定性的鲁棒优化运行策略可以有效降低可再生能源出力偏差,提高CCHP微网运行成本的风险,并且可再生能源的预测与实际出力偏差越大,效果越明显。
ZHAO Huiru, LU Hao, LI Zijin, et al. Two-stage robust optimization of CCHP microgrid with consideration of wind power and PV uncertainty and storage system[J]. Electric Power Construction, 2020, 41(11): 116-125.

Microgrid with combined cooling, heating and power (CCHP) can realize the cascade utilization of energy, improve the efficiency of energy utilization and promote the consumption of renewable energy. In this paper, considering the particularity of CCHP microgrid operating in the power market and the uncertainty of wind and solar power output, a two-stage robust optimization model is established, which considers the integrated energy storage system of electricity and heat storage. The simulation results show that the robust optimization strategy considering uncertainty can effectively reduce the output deviation of renewable energy and increase the risk of CCHP microgrid operation cost, and the larger the output deviation of renewable energy, the more obvious the effect.

脚注

利益冲突声明(Conflict of Interests): 所有作者声明不存在利益冲突。

基金

国家自然科学基金项目(62563016)
云南省应用基础研究计划资助项目(202501AT070350)
云南省兴滇英才支持计划项目(KKRD202204021)
昆明理工大学高层次人才平台建设项目(KKZ7202004004)

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