摘要翻译：
本文提出了一个在实时零售定价和信息不对称的情况下，对电力系统中的供给、需求和出清价格动态进行建模和分析的框架。实时零售电价的特点是将实时批发电价传递给终端用户，并在电力系统的物理层和市场层之间建立闭环反馈系统。在没有精心设计的控制律的情况下，两层之间的这种直接反馈可能会增加波动性，降低系统对需求和发电不确定性的鲁棒性。引入了广义价格弹性的新概念，证明了价格波动可以用系统的最大相对价格弹性来表征，即消费者的广义价格弹性与生产者的广义价格弹性的最大比值。随着这个比例的增加，系统变得更加不稳定，最终变得不稳定。随着新的需求响应技术和分布式存储增加了需求的价格弹性，正在检查的体系结构可能会导致波动性增加，并可能导致不稳定。这突出了有系统地提前评估体系结构的必要性，以便在波动性、经济效率和系统可靠性之间进行最佳的权衡。
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英文标题：
《Volatility of Power Grids under Real-Time Pricing》
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作者：
Mardavij Roozbehani, Munther A Dahleh, and Sanjoy K Mitter
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最新提交年份：
2011
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分类信息：

一级分类：Computer Science        计算机科学
二级分类：Systems and Control        系统与控制
分类描述：cs.SY is an alias for eess.SY. This section includes theoretical and experimental research covering all facets of automatic control systems. The section is focused on methods of control system analysis and design using tools of modeling, simulation and optimization. Specific areas of research include nonlinear, distributed, adaptive, stochastic and robust control in addition to hybrid and discrete event systems. Application areas include automotive and aerospace control systems, network control, biological systems, multiagent and cooperative control, robotics, reinforcement learning, sensor networks, control of cyber-physical and energy-related systems, and control of computing systems.
cs.sy是eess.sy的别名。本部分包括理论和实验研究，涵盖了自动控制系统的各个方面。本节主要介绍利用建模、仿真和优化工具进行控制系统分析和设计的方法。具体研究领域包括非线性、分布式、自适应、随机和鲁棒控制，以及混合和离散事件系统。应用领域包括汽车和航空航天控制系统、网络控制、生物系统、多智能体和协作控制、机器人学、强化学习、传感器网络、信息物理和能源相关系统的控制以及计算系统的控制。
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一级分类：Mathematics        数学
二级分类：Dynamical Systems        动力系统
分类描述：Dynamics of differential equations and flows, mechanics, classical few-body problems, iterations, complex dynamics, delayed differential equations
微分方程和流动的动力学，力学，经典的少体问题，迭代，复杂动力学，延迟微分方程
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一级分类：Mathematics        数学
二级分类：Optimization and Control        优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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英文摘要：
  The paper proposes a framework for modeling and analysis of the dynamics of supply, demand, and clearing prices in power system with real-time retail pricing and information asymmetry. Real-time retail pricing is characterized by passing on the real-time wholesale electricity prices to the end consumers, and is shown to create a closed-loop feedback system between the physical layer and the market layer of the power system. In the absence of a carefully designed control law, such direct feedback between the two layers could increase volatility and lower the system's robustness to uncertainty in demand and generation. A new notion of generalized price-elasticity is introduced, and it is shown that price volatility can be characterized in terms of the system's maximal relative price elasticity, defined as the maximal ratio of the generalized price-elasticity of consumers to that of the producers. As this ratio increases, the system becomes more volatile, and eventually, unstable. As new demand response technologies and distributed storage increase the price-elasticity of demand, the architecture under examination is likely to lead to increased volatility and possibly instability. This highlights the need for assessing architecture systematically and in advance, in order to optimally strike the trade-offs between volatility, economic efficiency, and system reliability.
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PDF链接：
https://arxiv.org/pdf/1106.1401