Real-Time Pricing for Smart Grid with Multiple Companies and Multiple Users Using Two-Stage Optimization

In this paper, we focus on the real-time interactions among multiple utility companies and multiple users and formulate real-time pricing(RTP) as a two-stage optimization problem. At the first stage, based on cost function, we propose a continuous supply function bidding mechanism to model the utility companies' profit maximization problem, by which the analytic expression of electricity price is further derived. At the second stage, considering that individually optimal solution may not be socially optimal, we employ convex optimization with linear constraints to model the price anticipating users' daily payoff maximum. Substitute the analytic expression of electricity price obtained at the first stage into the optimization problem at the second stage. Using customized proximal point algorithm(C-PPA), the optimization problem at the second stage is solved and electricity price is obtained accordingly. We also prove the existence and uniqueness of the Nash equilibrium in the mentioned twostage optimization and the convergence of C-PPA. In addition, in order to make the algorithm more practical, a statistical approach is used to obtain the function of price only through online information exchange, instead of solving it directly. The proposed approach offers RTP, power production and load scheduling for multiple utility companies and multiple users in smart grid. Statistical approach helps to protect the company's privacy and avoid the interference of random factors, and C-PPA has an advantage over Lagrangian algorithm because the former need not obtain the objection function of the dual optimization problem by solving an optimization problem with parameters. Simulation results show that the proposed framework can significantly reduce peak time loading and efficiently balance system energy distribution.     

具有时间耦合约束的多时段智能电网实时电价

实时电价是未来智能电网理想的定价机制.本文以社会福利最大化模型为基础,对智能电网的实时电价策略进行研究.按照电器运行特点将电器分为必须运行的电器、弹性电器和半弹性电器,针对弹性电器和半弹性电器的用电量关于时间具有耦合性,建立一个多时段的优化模型.采用松弛方法,将多时段的模型分解成一组单时段优化问题,利用对偶理论,给出一个分布式算法,得到实时电价,算法不需要用户向供电商以及其他用户透露自己的具体用电信息,保护了用户的个人隐私,有效求解了多时段的社会福利最大化模型.数值仿真验证了所建模型的合理性以及算法的有效性.     

On reliability optimization for power generation systems

1 . MEASURES OFPOWERSYSTEMS’SRELIABILITYIn generation planning,the question naturally arisesas to how much generating capacity is required toserve theload demand.Three typical methods usedtodetermine capacity are given as follows .1 .1 Percent Reserve EvaluationThisis the earliest method that can most easily com-pute the generating capacity exceeding annual peakload to determine the percent generation reserve mar-gin, by comparing the total installed generating ca-pacity at peak…     

Service Mechanism and Pricing Based on Fairness Preference of Customers in Queuing System

Service providers often adopt the mechanism of customer classification due to the heterogeneity of customer waiting cost. However, the classification service may cause unfairness feeling of regular customers, then affect the revenue and social welfare. This paper provides the first exact analysis about the situation that service providers offer two classes of non-preemptive priority service when customer fairness perception is explicitly modeled. We model customer fairness perception as a negative utility on regular customers that's proportional to the waiting time difference between the two queues. By analyzing a stylized M/M/1 queue in monopoly service system, we can derive important results some of which reaffirm existed research results. First, from the perspective of revenue maximization, service providers should adopt the mechanism of customer classification and set up the two kinds of customers where they can see each other. Next, considering customer utility maximization,service providers should cancel the mechanism of customer classification, and keep one queue(regular customers) only. Then, from the perspective of social welfare maximization, service providers shouldalso adopt the mechanism of customer classification but set up the two kinds of customers where they cannot feel each other. Finally, this paper concludes the optimal pricing based on customer classification in the above three different perspectives. This research shows important reference value and practical significance for service providers who adopt the mechanism of classification service.     

马尔可夫过程下多类用户智能电网实时电价

基于需求响应的智能电网实时电价定价机制是调节电力供需平衡的理想手段,其实施必然对用户的用电行为和电网的运行与管理产生深远影响.本文考虑用户用电的前后关联性,给出一个基于马尔可夫决策过程并且考虑用电周期的社会福利最大化模型.根据求解该模型制定的实时电价定价策略,用户可以更加理性,更加贴近实际制定用电计划.所建立的模型考虑了状态转移概率矩阵中的参数已知和未知两种情况.相同类型用户根据用电量之间具有相互影响和相互制约的关联性给出电价策略;不同类型用户设置不同电力价格进行区分.最后针对参数已知和未知两种情况设计集中式和分布式定价策略的改进模拟退火算法,模拟仿真验证了模型的合理性和算法的可行性.     

The computation of Nash equilibrium in fashion games via semi-tensor product method

Using the semi-tensor product of matrices, this paper investigates the computation of purestrategy Nash equilibrium (PNE) for fashion games, and presents several new results. First, a formal fashion game model on a social network is given. Second, the utility function of each player is converted into an algebraic form via the semi-tensor product of matrices, based on which the case of two-strategy fashion game is studied and two methods are obtained for the case to verify the existence of PNE. Third, the multi-strategy fashion game model is investigated and an algorithm is established to find all the PNEs for the general case. Finally, two kinds of optimization problems, that is, the so-called social welfare and normalized satisfaction degree optimization problems are investigated and two useful results are given. The study of several illustrative examples shows that the new results obtained in this paper are effective.     

基于改进多目标粒子群算法的家庭用电时段优化

为解决家庭用电负荷的调度优化问题,综合考虑用电成本、满意度以及用户侧波动程度3个目标进行优化。提出改进自适应权重多目标粒子群算法(improved adaptive weighted multi-objective particle swarm optimization, IAW-MOPSO)求解模型,通过对粒子的适应度值分段更新惯性权重,均衡了粒子群算法的局部改良能力和全局搜索能力,在保证得到全局最优解的同时完成对家用电器的优化调度。结果表明:该优化策略降低了29%的电费,保障了高峰时期用电的稳定性,用户满意度明显增加,验证了所提模型的有效性以及算法的优越性。     

个人碳交易视角下消费者能源消费与福利变化研究

个人碳交易是一种直接针对个体消费者的碳减排市场机制,旨在通过引导、管制和鼓励等方式改变消费者高碳能源消费模式,形成低碳能源消费模式,以实现碳减排目的.本文基于消费者行为理论,构建了个人碳交易体系下消费者能源消费效用优化模型和福利变化测度模型,并运用中国电力消费数据对模型结果进行实证分析.结果表明:碳排放权市场交易量与初始碳排放权、能源价格呈显出先增后减的变化规律;碳排放权市场交易量与交易成本呈负向相关关系;初始碳排放权正向影响高排放者和低排放者的能源消费量;交易成本正向影响低排放者能源消费量、负向影响高排放者能源消费量;由于缓冲效应的存在,能源价格对消费者能源消费量的影响不显著;个人碳交易体系下,高排放者是福利的受损方,而低排放者是福利的获益方,实现了高污染者向低污染者的补贴,有助于促进社会公平.该研究成果对于今后个人碳交易的实施具有一定的引导和借鉴意义.     

考虑客户时间偏好的第四方物流路径优化问题

为使第四方物流系统能够在不确定环境下为客户提供有效的运输方案,在一定费用投入下获得更高的客户满意度,研究考虑客户时间偏好的第四方物流路径优化问题.基于累积前景理论,以最大化总运输时间的前景值为目标,建立考虑客户时间偏好的数学模型,并采用蚁群算法对模型进行求解,数值算例验证了算法的有效性·并且,将该模型与传统的期望值模型和期望效用模型进行对比,算例分析表明,考虑客户时间偏好模型可以更有效地描述客户心理行为,并适用于具有不同风险态度的客户群体,验证了模型的有效性.     

Strategic Behavior and Optimization in an Unobservable Constant Retrial Queue with Balking and Set-Up Time

An M/M/1 constant retrial queue with balking customers and set-up time is considered.Once the system becomes empty, the server will be turned down to reduce operating costs, and it will be activated only when there is a customers arrives. In this paper, the almost unobservable case is studied, in which the information of the queue length is unavailable, whereas the state of the server can be obtained. Firstly, the steady state solutions are derived and the individual equilibrium strategies are analyzed. In addition, social optimization problems, including cost analysis and social welfare maximization are investigated by using the PSO algorithm. Finally, by appropriate numerical examples, the sensitivity of some main system parameters is shown.     

QUALITY EVALUATION LEVEL DECISION IN OUTSOURCING UNDER ASYMMETRIC INFORMATION

1. Introduction Quality control problem under asymmetric information is often met in contracting. But up to now, the research on it is limited (Stanley and Madhav, 2000, 2001; Starbird, 1994, 1997, 2001; Persson and Olhager,2002; Cheng, 1991; Reyniers and Tapiero,1995). Some qualitativestudies discussed how to evaluate the process quality and supply chain product quality and measure the performance (Persson and Olhager,2002; Cheng, 1991; Reyniers and Tapiero,1995). Quantitative studies a…     

考虑鲁棒性成本的多模式双目标项目前摄性调度优化

研究多模式资源约束条件下的鲁棒性和成本双目标权衡问题,探讨如何在最低成本代价下最大程度地提升项目鲁棒性.首先界定研究问题,然后构建鲁棒值最大化、成本最小化的双目标调度优化模型,并将其转化为带有预算约束的单目标鲁棒值最大化子模型,针对模型设计迭代式遗传算法进行求解.随后,应用随机生成的标准算例集合进行大规模测试,对比结果...     

大股东控制下的内部资本转移与利益冲突

构建了大股东控制下的企业集团内部资本转移优化模型,定量地推导了三种情景下的均衡结果、参与各方福利和影响因素,以此对大股东控制下的内部资本交易行为进行研究.研究发现,理想型内部资本交易实现了资本配置的最优化和社会福利的最大化,形成参与各方"共赢"的局面,实现了集团公司财务目标;附加冲突成本的内部资本交易存在资本转移不足行为,资本交易仍可以持续维持,基本实现集团公司财务目标;侵害型内部资本交易存在过度转移资本行为,资本交易不可持续,实现的财务目标只能是在损害利益相关者的前提下,追求控股股东财富最大化.     

基于延迟时间理论的备件维修多目标优化模型

在系统的健康管理中可靠度、可用度或维修费用的极值通常被用作确定维修周期的准则,但随着装备系统的复杂化和决策者需求的多样化,单目标决策问题已不能满足现状,由此,针对定期检测策略,建立了基于延迟时间理论且考虑不完美维修的多目标决策模型,并运用多属性效用理论对模型求解。首先建立该策略下的可靠度、可用度和维修费用模型;然后将三者视为属性,构造每个属性的效用函数;之后采用基于逼近理想解排序法思想的赋权法对属性权重赋值,通过加权获得不同维修周期的综合效用值,根据效用值确定维修周期;最后引入算例,验证模型的有效性和可行性。     

1:1的二级非一体化供应链库存运输联合优化模型

研究了非一体化供应链下单供应商-单零售商的库存运输联合优化问题,考虑了一体化的理想情况以及运输成本分别由供应商、零售商承担3种情况,并建立了数学模型.随机数据实验验证了零售商承担运输成本情形可获得较优的供应链整体利润,其值接近于理想情况下供应链的总体利润,进而采用利润分配策略,以确保供应商和零售商双方均能获得更大利润,从而促进供应链协调.数值算例和参数灵敏度分析验证了运输成本由零售商承担策略的优越性和稳定性.     

Infinitesimal dividing modeling method for dual suppliers inventory model with random lead times

As one of the basic inventory cost models, the (Q, r) inventory cost model of dual suppliers with random procurement lead time is mostly formulated by using the concepts of "effective lead time" and "lead time demand", which may lead to an imprecise inventory cost. Through the real-time statistic of the inventory quantities, this paper considers the precise (Q, r) inventory cost model of dual supplier procurement by using an infinitesimal dividing method. The traditional modeling method of the inventory cost for dual supplier procurement includes complex procedures. To reduce the complexity effectively, the presented method investigates the statistics properties in real-time of the inventory quantities with the application of the infinitesimal dividing method. It is proved that the optimal holding and shortage costs of dual supplier procurement are less than those of single supplier procurement respectively. With the assumption that both suppliers have the same distribution of lead times, the convexity of the cost function per unit time is proved. So the optimal solution can be easily obtained by applying the classical convex optimization methods. The numerical examples are given to verify the main conclusions.     

技术创新项目群资源配置模型

为解决技术创新项目群的资源分配问题,首先以研发人员为主要资源,分析了技术创新项目群资源配置的步骤和假设条件,然后提出以时间目标、成本目标和质量目标作为约束条件,构建了以时间、成本和质量为变量的多属性效用函数。在此基础上,以多项目间的时间、成本和质量的综合优化为目的,建立了技术创新项目群资源配置的数学规划模型。最后通过技术创新项目群实例验证了该模型的有效性,可以为国防技术创新项目资源配置提供决策支持。     

A self-similar local neuro-fuzzy model for short-term demand forecasting

This paper proposes a selfsimilar local neurofuzzy （SSLNF） model with mutual informati onbased input selection algorithm for the shortterm electricity demand forecasting. The proposed self similar model is composed of a number of local models, each being a local linear neurofuzzy （LLNF） model, and their associated validity functions and can be interpreted itself as an LLNF model. The proposed model is trained by a nested local liner model tree （NLOLIMOT） learning algorithm which partitions the input space into axisorthogonal subdomains and then fits an LLNF model and its associated validity function on each subdomain. Furthermore, the proposed approach allows different input spaces for rule premises （validity functions） and consequents （local models）. This appealing property is employed to assign the candidate input variables （i.e., previous load and temperature） which influence shortterm electricity demand in linear and nonlinear ways to local models and validity functions, respectively. Numerical results from shortterm load forecasting in the New England in 2002 demonstrated the accuracy of the SSLNF model for the STLF applications.     

Research on Environment-Economy CoordinationDevelopment Model

1IntroductionEnvironment-economycoordinationdevelopmentisoneofthemostconcernsatpresenttime.However,whatiscoordinationdevelopment,itsspecificationandthekindofitsmodelstructureetc.arestillunknown.Infact,coordinationdevelopmentissimplyaslogan.Thispaperrepresentsthattheultimategoalofenvironmentalprotectionandeconomicdevelopmentistomeetthedemandofpeople.Thisisdecidedbythesubjectivevalueofthenecessitiesfortotalmankinddevelopment.Mankindproducesphysicalsubstanceandundertakesenvironmentalprotection,b…     

STOCHASTIC PR0GRAMMING METHOD FOR MULTIPERIOD CONSUMPTION AND INVESTMENT PROBLEMS WITH TRANSACTIONS COSTS

Using the GARCH model to describe the risky asset's return process so thatits time-varying moments and conditional heteroskedasticity can be properly reflected,general multiperiod optimal investment and consumption problems with both fixed andproportional transactions costs are investigated in this paper. We model this kind ofdifficult problems as a dynamic stochastic optimization problem, which can cope withdifferent utility functions and any number of time periods. The procedure to solve theresulting complex nonlinear stochastic optimization problem is discussed in detail and abranch-decomposition algorithm is devised.