Passivity-Short-based Stability Analysis on Electricity Market Trading System Considering Negative Price

被引：0

作者：

Muto, Keita ^{[1
]}

Namerikawa, Toru ^{[1
]}

Qu, Zhihua ^{[2
]}

机构：

[1] Keio Univ, Dept Syst Design Engn, Kohoku Ku, 3-14-1 Hiyoshi, Yokohama, Kanagawa 2238522, Japan

[2] Univ Cent Florida, Dept Elect & Comp Engn, Orlando, FL 32816 USA

来源：

2018 IEEE CONFERENCE ON CONTROL TECHNOLOGY AND APPLICATIONS (CCTA) | 2018年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper deals with a distributed decision method for determining the electricity price considering the negative price in the market trading. In addition, we analyze the stability and convergence properties for the market trading system using the concept of passivity-short. At first, mathematical models of market participants ' behavior which maximize their own profits are discussed. Then, we construct a trading system based on dynamic pricing considering plug and play operation that each market participant intermittently participates in market trading. As for the optimal electricity price, even if the optimal price might be negative, we indicate the stability of the system can be guaranteed by using passivity-short which is a relaxed concept of passivity. Finally, numerical simulation results illustrate that each value decided by the market trading converges to the optimal value.

引用

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页码：418 / 423

页数：6

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