马尔可夫决策过程下的智能电网实时电价模型

doi:10.16182/j.issn1004731x.joss.201611016

系统仿真学报 ›› 2016, Vol. 28 ›› Issue (11): 2756-2763.doi: 10.16182/j.issn1004731x.joss.201611016

马尔可夫决策过程下的智能电网实时电价模型

李江波, 王波, 高岩, 张惠珍

上海理工大学管理学院,上海 200093

收稿日期:2015-11-25 修回日期:2016-03-31 出版日期:2016-11-08 发布日期:2020-08-13
作者简介:李江波(1991-),男,安徽,硕士生,研究方向为智能电网的实时电价策略,科技管理。
基金资助:
国家自然科学基金(11171221, 71401106), 美国IBM公司共享大学项目(SUR)

Optimal Real-time Pricing Model of Smart Grid Based on Markov Decision Process

Li Jiangbo, Wang Bo, Gao Yan, Zhang Huizhen

College of Management, University of Shanghai for Science and Technology, Shanghai 200093, China

Received:2015-11-25 Revised:2016-03-31 Online:2016-11-08 Published:2020-08-13

摘要/Abstract

摘要： 实时电价策略是节约用电、提高用户用电效用值的有效手段。提出基于马尔可夫决策过程的一个实时电价优化模型。该模型应用有限阶段方法,以供应侧和需求侧的期望效用最大化为目标,依据递减风险理论,采用对数形式对现有效用函数进行改进,从而更加准确地刻画用户用电效用。通过粒子群算法对模型求解,并与固定电价情况进行结果比较。数值模拟结果表明该模型在控制用电量和提高用电效用方面具有良好的效果,同时所得到的实时电价处于固定电价最大和最小值之间,上下波动性小。

关键词: 智能电网, 实时电价, 马尔可夫决策过程, 递减风险

Abstract: Real-time electricity price strategy is the effective means to save electricity and improve user electricity utility value. A real-time electricity price optimization model based on Markov Decision Process was raised. Using finite horizon method, the model structure the mathematical model which makes the expected utility maximum of supply side and demand side, and optimize the existing electricity utility function according to decreasing risk theory which using logarithmic form can describe the power utility of user more accurate. Particle Swarm Optimization was used to solve this model and make the results compare with the situation of fixed power price, the results show that this model is better than fixed power price in power saving and utility improving. Beside, the fluctuation of real-time price is between highest price and lowest price, and the fluctuation is not strong.

Key words: smart grid, real-time electricity price, markov decision process, decreasing risk

中图分类号:

TP391.9

李江波, 王波, 高岩, 张惠珍. 马尔可夫决策过程下的智能电网实时电价模型[J]. 系统仿真学报, 2016, 28(11): 2756-2763.

Li Jiangbo, Wang Bo, Gao Yan, Zhang Huizhen. Optimal Real-time Pricing Model of Smart Grid Based on Markov Decision Process[J]. Journal of System Simulation, 2016, 28(11): 2756-2763.

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马尔可夫决策过程下的智能电网实时电价模型

Optimal Real-time Pricing Model of Smart Grid Based on Markov Decision Process

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