Two-Stage, Three-Layer Stochastic Robust Model and Solution for Multi-Energy Access System Based on Hybrid Game Theory

Abstract

This paper proposes a two-stage, three-layer stochastic robust model and its solution method for a multi-energy access system (MEAS) considering different weather scenarios which are described through scenario probabilities and output uncertainties. In the first stage, based on the principle of the master–slave game, the master–slave relationship between the grid dispatch department (GDD) and the MEAS is constructed and the master–slave game transaction mechanism is analyzed. The GDD establishes a stochastic pricing model that takes into account the uncertainty of wind power scenario probabilities. In the second stage, considering the impacts of wind power and photovoltaic scenario probability uncertainties and output uncertainties, a max–max–min three-layer structured stochastic robust model for the MEAS is established and its cooperation model is constructed based on the Nash bargaining principle. A variable alternating iteration algorithm combining Karush–Kuhn–Tucker conditions (KKT) is proposed to solve the stochastic robust model of the MEAS. The alternating direction method of multipliers (ADMM) is used to solve the cooperation model of the MEAS and a particle swarm algorithm (PSO) is employed to solve the non-convex two-stage model. Finally, the effectiveness of the proposed model and method is verified through case studies.