基于多智能体强化学习的电-碳-绿证多市场均衡研究

Research on Multi-market Equilibrium of Electricity-Carbon-Green Certificates Based on Multi-agent Reinforcement Learning

摘要:

面向“双碳”目标及新型电力系统建设要求，电力市场机制设计对于减少碳排放、促进绿色低碳发展具有重要意义。碳市场与绿证市场建设是促进电力系统节能减排的有效手段，研究电力市场、碳市场、绿证市场之间的耦合关系，对于设计3个市场间的衔接机制、促进电力系统碳减排与清洁能源发展具有重要的指导意义。为此，针对碳市场与绿证市场对电力市场均衡的耦合影响展开研究。首先，根据碳市场与绿证市场的交易规则分别建立了电-碳市场、电-绿证市场和电-碳-绿证市场的双层优化模型；然后，利用多智能体深度强化学习算法对上述均衡模型进行求解；最后，在修改后的IEEE 30节点系统上进行算例仿真，分析了碳市场和绿证市场对发电商报价策略、电力市场出清电价等的影响以及碳市场和绿证市场之间的耦合关系。

Abstract:

Towards the target of “carbon peak and carbon neutrality” and the development of new power systems dominated by the renewables, the design of electricity market mechanisms plays a significant role in reducing carbon emissions and promoting green and low-carbon development. The construction of carbon market and green certificate market is regarded as an effective means to promote energy conservation and emission reduction in power systems. Researches on the coupling relationship among the electricity market, carbon market and green certificate market are of great guiding significance for designing cohesive mechanisms of different markets and promoting carbon reduction and development of the renewables. With this in mind, the coupling impact of carbon market and green certificate market on the equilibrium of electricity market is studied. Firstly, based on the transaction rules of carbon market and green certificate market, bi-level optimization models for electricity-carbon market, electricity-green certificate market and electricity-carbon-green certificate market are established respectively. Then, the multi-agent deep reinforcement learning algorithm is utilized to solve the aforementioned equilibrium models. Finally, simulations are conducted on the modified IEEE 30-bus system. The influence of carbon market and green certificate market on the bidding strategies of generation companies and the electricity market prices are analyzed as well as the coupling relationship between carbon market and green certificate market.