발전기 증감발률을 고려한 발전량배분의 다중시간 통합 내쉬균형 = Incorporated multi-state nash equilibriums for the generation allocation considering ramp rate effects

다국어 초록 (Multilingual Abstract)

This paper presents a methodology to find the profit maximized Nash Equilibriums of each generator(or GenCo), which considers the Ramp-rate of each generator under a competitive market environment. The ramp-rate of a generator is one of the physical or technical constraints of a generator and means the ability to increase or decrease the output instantaneously.
In this paper, we found several Nash Equilibriums of the generation allocation problem through Dynamic Programming in a competitive market. Individual generators participate in a game to maximize its profit through competitions and play a game with bidding strategies of its generation quantities in a spot market.
The ramp-rate physically or technically limits generators to increase or decrease outputs in its range and restricts the number of bidding strategies of each generator. With these restricted strategies, generators participate in the game and finally can find the Nash Equilibriums.
We suggest the Dynamic Programming to find the Nash Equilibriums while removing the inferior strategies in each stage(or each time). At first, in the case studies, we compared it with the results of the Brute-force method to improve the feasibility of this methodology, and then played the generation allocation game for a 12-hour multi-state. Finally, we compare the results with the ones of the economic dispatch considering the ramp-rate.

목차 (Table of Contents)

• 제 1 장 서 론 = 1
• 제 2 장 게임이론(Game Theory) = 4
• 2.1 게임이론과 내쉬균형(Nash Equilibrium) = 4
• 2.2 게임의 유형 = 5
• 2.3 꾸르노 게임(Cournot Game) = 8
• 제 3 장 동적계획법(Dynamic Programming) = 10
• 3.1 동적계획법의 의미 = 10
• 3.2 동적계획법의 정식화 = 12
• 제 4 장 수요에 따른 발전량배분 문제 = 13
• 4.1 경제급전(Economic Dispatch) = 13
• 4.2 발전기증감발률(Ramp Rate) 제약 = 15
• 제 5 장 발전량 배분문제의 재해석 = 18
• 5.1 환경적인 배경의 변화 = 18
• 5.2 발전기증감발률을 적용한 발전량배분 게임 = 18
• 5.3 게임의 진행(입찰전략게임) = 20
• 5.4 동적계획법의 적용 = 23
• 제 6 장 사례연구 = 25
• 6.1 개요 = 25
• 6.2 Case1 : 동적계획법과 Brute-Force 기법의 결과값 비교 = 26
• 6.3 Case2 : 동적계획법을 이용한 일일 수요에 대한 발전량배분게임 = 30
• 6.4 검토 및 고찰 = 41
• 제 7 장 결론 = 42
• 참고문헌 = 44