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Proactive planning and valuation of transmission investments in restructured electricity markets

JOURNAL OF REGULATORY ECONOMICS 2006年第3期30卷 261-290页

作者： Sauma, Enzo E. Oren, Shmuel S. Pontificia Univ Catolica Chile Ind & Syst Engn Dept Santiago Chile Univ Calif Berkeley Ind Engn & Operat Res Dept Berkeley CA 94720 USA

Traditional methods of evaluating transmission expansions focus on the social impact of the investments based on the current generation stock which may include firm generation expansion plans. In this paper, we evaluate the social welfare implications of transmission investments based on equilibrium models characterizing the competitive interaction among generation firms whose decisions in generation capacity investments and production are affected by both the transmission investments and the congestion management protocols of the transmission system operator. Our analysis shows that both the magnitude of the welfare gains associated with transmission investments and the location of the best transmission expansions may change when the generation expansion response is taken into consideration. We illustrate our results using a 30-bus network example.

关键词： Cournot-Nash equilibrium market power mathematical program with equilibrium constraints network expansion planning power system economics proactive network planner

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Optimal Bidding Strategies of a Mixed RES Portfolio by Stochastic programming

Optimal Bidding Strategies of a Mixed RES Portfolio by Stoch...

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5th IEEE PES Innovative Smart Grid Technologies Conference Europe (ISGT Europe)

作者： Kardakos, Evaggelos G. Simoglou, Christos K. Bakirtzis, Anastasios G. Aristotle Univ Thessaloniki Dept Elect & Comp Engn Thessaloniki 54124 Greece

ISBN: (纸本)9781479977208

Wind energy is one of the most growing renewable energy resources. However, its integration into the power systems has posed many challenges due to its uncertain and variable nature. To deal with these challenges, the coordinated operation of a pumped storage plant and a wind farm in order to yield a dispatchable generating unit has been widely proposed lately in the literature. In this paper, a stochastic bi-level optimization model for the development of optimal bidding strategies for a mixed RES portfolio comprising wind and hydro resources is proposed. This bi-level optimization problem is converted into a Mixed-Integer Linear programming (MILP) model using the Karush-Kuhn-Tucker (KKT) optimality conditions and the strong duality theory. Extensive simulations on the IEEE Reliability Test System demonstrate the applicability and effectiveness of the proposed model.

关键词： Day-ahead offering strategy distributed energy generation mathematical program with equilibrium constraints wind-hydro coordination stochastic programming

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A Leader-follower Model for Tradable Performance-Based CO₂ Emissions Standards

A Leader-follower Model for Tradable Performance-Based CO<su...

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IEEE International Conference on Systems, Man, and Cybernetics (SMC)

作者： Chen, Yihsu Tanaka, Makoto Siddiqui, Afzal S. Univ Calif Santa Cruz Baskin Sch Engn Dept Technol Management Santa Cruz CA 95064 USA Natl Grad Inst Policy Studies GRIPS Tokyo Japan UCL Dept Stat Sci London England

ISBN: (纸本)9781538666500

The U.S. Clean Power Plan stipulates a state specific performance-based CO2 emission standard and delegates considerable flexibility to the states for using either a tradable performance-based or a mass-based permit program. This paper analyzes these two instruments when they are subject to imperfect competition. We show that while the cross-subsidy inherent in the performance-based instrument might effectively reduce power prices, it could also inflate energy demand, thereby rendering permits scarce. A dominant firm with a relatively clean endowment under the performance-based policy would be able to manipulate the electricity market as well as to lower permit prices, which might worsen market outcomes compared to its mass-based counterpart. On the other hand, the "cross-subsidy" could be the dominant force leading to a higher social welfare if the leader has a relatively dirty endowment.

关键词： electricity industry mathematical program with equilibrium constraints performance-based standards

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Modeling the Unilateral Multi-part Strategic Withholding in Electricity Markets 25

Modeling the Unilateral Multi-part Strategic Withholding in ...

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Australasian Universities Power Engineering Conference (AUPEC)

作者： Moiseeva, Ekaterina Hesamzadeh, Mohammad R. KTH Royal Inst Technol Elect Market Res Grp SE-10044 Stockholm Sweden

ISBN: (纸本)9781479987252

Modeling and predicting the exercise of market power is an important problem for modern electricity markets. A change in the generation mix and an evolvement of bidding procedures give ascent to a variety of new types of strategic behavior involving elaborate strategies with unconventional strategic variables. In this paper we show how it is important to consider all parameters of the bid to perform a sound market power assessment. We propose a bi-level model of a profit-maximizing decision maker bidding to the electricity market. A company, owning a portfolio of generating units, can strategically choose a price offer, capacity and a ramp rate of its units. We show that withholding the flexibility of the sources causes considerable market power costs. The strategic decision of the company is followed by the optimal dispatch, where the market price is calculated. The problem is formulated as a mathematical program with equilibrium constraints (MPEC) and recast as a single-stage mixed-integer linear programming problem (MILP). Developed model is applied to a 24-node IEEE test system to highlight the withholding and demonstrate the cost of market power.

关键词： IEEE standards integer programming linear programming power generation dispatch power markets pricing profitability 24-node IEEE test system bidding procedure electricity market price generation mix mathematical program with equilibrium constraints optimal dispatch profit maximizing decision maker bidding bi-level model single-stage MILP problem single-stage mixed-integer linear programming problem sound market power assessment unilateral multipart strategic model Companies Economics Electricity supply industry Games Generators mathematical model Portfolios power markets generation mix Pricing Power generation dispatch electricity supply industry Integer programming dynamos linear programming Companies mathematical Model economics BRIEFCASE IEEE Standards HEAT RATE

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Offering Strategy of a Price-maker PV Power Plant: Multi-stage Stochastic programming With Probabilistic constraints 20

Offering Strategy of a Price-maker PV Power Plant: Multi-sta...

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Power Systems Computation Conference (PSCC)

作者： Han, Xuejiao Kardakos, Evaggelos G. Hug, Gabriela Swiss Fed Inst Technol Dept Informat Technol & Elect Engn Zurich Switzerland

ISBN: (纸本)9781910963104

This paper presents a stochastic bi-level model to derive optimal offering strategies for an aggregated photovoltaic (PV) power plant, who participates as a price-maker in both day-ahead and intraday markets, and a deviator in the balancing market. The upper-level represents the profit maximization of the PV power plant, while the two lower-levels represent the market clearing of the day-ahead and the intraday market, respectively. The problem considered is stochastic and subject to different levels of uncertainties. Uncertainties concerning rivals' offers are modeled using scenarios, while the PV output uncertainty is taken into consideration by formulating probabilistic constraints. The stochastic bi-level optimization problem is then solved by being transformed into a mixed-integer linear programming model using the Karush-Kuhn-Tucker optimality conditions and the strong duality theory. A case study based on the data from a modified Swiss system demonstrates the effectiveness of the proposed model.

关键词： Chance constrained problem electricity spot markets mathematical program with equilibrium constraints price-maker stochastic programming

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Some Results on mathematical programs with equilibrium constraints

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Operations Research Forum 2021年第4期2卷 53页

作者： Joshi, Bhuwan Chandra Department of Mathematics Graphic Era University Dehradun 248002 India

mathematical programs with equilibrium constraints (MPEC) are special class of constrained optimization problems. The feasible set of MPEC violates most of the standard constraint qualifications. Thus, the Karush-Kuhn-Tucker conditions are not necessarily satisfied at minimizers, and the convergence assumptions of many methods for solving constrained optimization problems are not fulfilled. Thus, it is necessary, from a theoretical and numerical point of view, to consider suitable optimality conditions for solving such optimization problems. In this paper, we show that M-stationary condition is sufficient for global or local optimality under some mathematical programming problem with equilibrium constraints and generalized invexity assumptions. Further, we formulate and study, Wolfe-type and Mond-Weir-type dual models for the MPEC and we establish weak and strong duality theorems relating to the MPEC and the two dual models under invexity and generalized invexity assumptions. The main purpose of this manuscript is to study the mathematical programs with equilibrium constraints under the framework of differentiable generalized invex functions and to obtain optimality conditions and duality results. © 2021, The Author(s), under exclusive licence to Springer Nature Switzerland AG.

关键词： Generalized invexity mathematical program with equilibrium constraints Mond-Weir-type dual Wolfe-type dual

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Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games

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COMPUTATIONAL MANAGEMENT SCIENCE 2005年第1期2卷 21-56页

作者： Pang, Jong-Shi Fukushima, Masao Rensselaer Polytech Inst Dept Math Sci Troy NY 12180 USA Kyoto Univ Grad Sch Informat Dept Appl Math & Phys Kyoto 6068501 Japan

The noncooperative multi-leader-follower game can be formulated as a generalized Nash equilibrium problem where each player solves a nonconvex mathematical program with equilibrium constraints. Two major deficiencies exist with such a formulation: One is that the resulting Nash equilibrium may not exist, due to the nonconvexity in each player's problem;the other is that such a nonconvex Nash game is computationally intractable. In order to obtain a viable formulation that is amenable to practical solution, we introduce a class of remedial models for the multi-leader-follower game that can be formulated as generalized Nash games with convexified strategy sets. In turn, a game of the latter kind can be formulated as a quasi-variational inequality for whose solution we develop an iterative penalty method. We establish the convergence of the method, which involves solving a sequence of penalized variational inequalities, under a set of modest assumptions. We also discuss some oligopolistic competition models in electric power markets that lead to multi-leader-follower games.

关键词： Quasi-variational inequalities leader-follower games Nash equilibrium electric power market modeling oligopolistic competition mathematical program with equilibrium constraints

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Impacts of Energy Storage Systems on Market Power in a Day-Ahead Market with a Dominant Producer 26

Impacts of Energy Storage Systems on Market Power in a Day-A...

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26th Iranian Conference on Electrical Engineering (ICEE)

作者： Mokhtari, Ali Latify, Mohammad Amin Rahimiyan, Morteza Isfahan Univ Technol Dept Elect & Comp Engn Esfahan *** Iran Shahrood Univ Technol Dept Elect Engn Shahrood *** Iran

ISBN: (纸本)9781538649169

This paper studies the effects of energy storage on market power in an imperfectly competitive day-ahead market. In the proposed model, the generation sector includes one dominant producer, a number of price-taking producers, and the energy storage that is considered to be price-taker. The dominant producer offers through a bi-level optimization problem. In the upper-level, the dominant producer maximizes its profit, subject to operational limits. The lower-level model includes the market clearing conditions. We convert this bi-level optimization problem into a mathematical program with equilibrium constraints (MPEC). Then the MPEC is recast as a mixed-integer linear programming problem using linearization techniques. Different case studies are provided to highlight some impacts of energy storage on market power, profit of dominant producer and social welfare in this market.

关键词： Energy storage Market power mathematical program with equilibrium constraints

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Modeling the Strategic Behavior of an Active Distribution Network in the ISO Markets

Modeling the Strategic Behavior of an Active Distribution Ne...

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IEEE-Power-and-Energy-Society General Meeting (PESGM)

作者： Ravi, Abhijith Bai, Linquan Cecch, Valentina Xue, Yaosuo Ding, Fei Univ North Carolina Charlotte Charlotte NC 28223 USA Oak Ridge Natl Lab Oak Ridge TN USA Natl Renewable Energy Lab Golden CO USA

ISBN: (纸本)9781665405072

With increasing integration of distributed energy resources (DERs), active distribution networks (ADNs) can actively participate in the electricity markets by dispatching their DERs, which can change the existing electricity market paradigm. It is essential to investigate the strategic behaviors of ADNs and their DER dispatch when they participate in the wholesale market as price-makers. This paper proposes a bi-level optimization model to study the strategic behavior of an ADN in both energy and reserve markets. The optimal scheduling of DERs in the ADN is modeled as the upper level problem and the joint energy and reserve market-clearing of the ISO is modeled as the lower-level problem. The two-level optimization models exchange bidding information and energy/reserve prices with each other. The proposed bi-level optimization problem is converted to a mathematical programming with equilibrium constraints (MPEC) by using Karush-Kuhn Tucker (KKT) conditions and strong duality theory. Further, the MPEC problem is reformulated as a computationally-solvable mixed integer second order cone programming (MISOCP) model. The simulation results on an illustrative case demonstrate the impact of the strategic bidding of the ADN on the day-ahead energy and reserve market prices.

关键词： active distribution network bilevel optimization day-ahead market mathematical program with equilibrium constraints strategic bidding

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Dynamic Pricing of Electricity and Demand Response in Smart Communities

Dynamic Pricing of Electricity and Demand Response in Smart ...

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作者： Subramanian, Vignesh University of South Florida

学位级别：Ph.D.

Grid modernization using advanced metering infrastructure (AMI) will continue to enhance timely communication among the system operator (SO), producers, and consumers. This will further empower the vision of dynamic pricing and demand side management (DSM). The phrase dynamic pricing in this dissertation refers to the practice of disclosing binding prices of electricity just ahead of consumption. As regards DSM, the focus is on collective demand response (DR) by aggregators managing consumers’ loads in smart and connected communities (households, businesses, industries and aggregation of electric vehicle batteries). However, practitioners and researchers alike have expressed the fear that dynamic pricing may cause wild fluctuations in demand, which in turn will adversely affect both the network and market. To dispel this common apprehension and to show that it is possible to treat electricity as any other commodity (where binding prices are declared before consumption), there is a need to develop complementary policies for dynamic pricing decision by SOs and DR actions by load aggregators. The overarching goal of this dissertation is to examine if it is viable to trade electricity like other commodities, where price is declared in advance and allows the consumers to engage in price responsive demand response actions. To achieve this, two different approaches are developed, one using data driven learning approach and the other using a two-level game theoretical framework. Thereafter, demonstrate both approaches are implemented on a sample interconnected power network and their benefits are highlighted. In the first approach, a comprehensive agent-based methodology guided by data-driven learning model is developed to derive stable and coordinated strategies for dynamic pricing and demand response in smart and connected communities. This methodology is intended to support the policy makers in understanding the joint impact of: 1) the bidding behavior of power producers

关键词： aggregated demand response electric vehicles mathematical program with equilibrium constraints robust optimization

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