论文标题
控制两个具有市场影响的储能单元：拉格朗日方法和视野
Control of Two Energy Storage Units with Market Impact: Lagrangian Approach and Horizons
论文作者
论文摘要
能源储能和需求侧响应将在未来的电力系统中发挥越来越重要的作用。我们将以前的结果扩展到单个储能单元，以管理两个储能单元，以实现价格套利。我们考虑了合作问题的确定性动态编程模型，该模型涉及市场影响。我们发展了拉格朗日理论，并提出了一种新算法来识别策略。尽管我们无法证明该算法提供了最佳的策略，但我们提供了有利于它的有力数值证据。此外，拉格朗日的方法可以识别决策和预测范围，后者是一个不必去看的时期，以确定当前的最佳动作。在实践中，这允许实时重新优化，两个范围都是几天的顺序。 索引条款控制，两个存储单元，套利，认证者，市场影响，能源，拉格朗日。
Energy storage and demand-side response will play an increasingly important role in the future electricity system. We extend previous results on a single energy storage unit to the management of two energy storage units cooperating for the purpose of price arbitrage. We consider a deterministic dynamic programming model for the cooperative problem, which accounts for market impact. We develop the Lagrangian theory and present a new algorithm to identify pairs of strategies. While we are not able to prove that the algorithm provides optimal strategies, we give strong numerical evidence in favour of it. Furthermore, the Lagrangian approach makes it possible to identify decision and forecast horizons, the latter being a time beyond which it is not necessary to look in order to determine the present optimal action. In practice, this allows for real-time reoptimization, with both horizons being of the order of days. Index Terms-control, two storage units, arbitrage, pricemaker, market impact, energy, Lagrangian.
