英文标题：
《A Stochastic Electricity Market Clearing Formulation with Consistent
Pricing Properties》
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作者：
Victor M. Zavala and Kibaek Kim and Mihai Anitescu and John Birge
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最新提交年份：
2015
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英文摘要：
We argue that deterministic market clearing formulations introduce arbitrary distortions between day-ahead and expected real-time prices that bias economic incentives and block diversification. We extend and analyze the stochastic clearing formulation proposed by Pritchard et al. (2010) in which the social surplus function induces penalties between day-ahead and real-time quantities. We prove that the formulation yields price distortions that are bounded by the bid prices, and we show that adding a similar penalty term to transmission flows and phase angles ensures boundedness throughout the network. We prove that when the price distortions are zero, day-ahead quantities converge to the quantile of real-time counterparts. The undesired effects of price distortions suggest that stochastic settings provide significant benefits over deterministic ones that go beyond social surplus improvements. We propose additional metrics to evaluate these benefits.
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中文摘要：
我们认为，确定性市场清算公式会在日前价格和预期实时价格之间引入任意扭曲，从而使经济激励产生偏差，阻碍多样化。我们扩展并分析了Pritchard等人（2010）提出的随机清理公式，其中社会剩余函数在日前量和实时量之间产生惩罚。我们证明了该公式产生的价格扭曲受投标价格的限制，并且我们证明了在传输流和相位角中添加类似的惩罚项可以确保整个网络的有界性。我们证明了当价格扭曲为零时，日前量收敛于实时量的分位数。价格扭曲的不良影响表明，随机环境比确定性环境提供了显著的好处，而确定性环境超出了社会剩余改善的范围。我们提出了其他指标来评估这些好处。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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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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