论文标题
电力市场的机会受到限制的平衡，并具有不对称的预测
Chance-Constrained Equilibrium in Electricity Markets With Asymmetric Forecasts
论文作者
论文摘要
我们为电力市场开发了一个随机平衡模型，具有不对称的可再生能源预测。在我们的环境中，市场参与者使用有关能源生产有条件期望的公共信息来优化他们的利润，但使用有关预测错误分布的私人信息。这些信息以样本的形式给出，并通过机会限制将市场参与者的优化纳入利润最大化。我们通过改变参与者私人信息的样本大小来对信息不对称进行建模。我们表明，有了更多信息，平衡逐渐收敛于完美信息方案提供的理想解决方案。但是，在信息稀缺下，我们表明，如果参与者要从手头数据的统计属性推断出预测误差分布或共享其私人预测，那么市场将融合到理想均衡。
We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using public information about a conditional expectation of energy production but use private information about the forecast error distribution. This information is given in the form of samples and incorporated into profit-maximizing optimizations of market participants through chance constraints. We model information asymmetry by varying the sample size of participants' private information. We show that with more information available, the equilibrium gradually converges to the ideal solution provided by the perfect information scenario. Under information scarcity, however, we show that the market converges to the ideal equilibrium if participants are to infer the forecast error distribution from the statistical properties of the data at hand or share their private forecasts.
