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研究生: 李冠承
Lee, Kuan-Cheng
論文名稱: 使用DDPG機器學習方法之線上交互式聚合商需量反應競價決策系統
Online Interactive Bidding Strategy for Demand Response Based on DDPG Machine Learning Method
指導教授: 楊宏澤
Yang, Hong-Tzer
學位類別: 碩士
Master
系所名稱: 電機資訊學院 - 電機工程學系
Department of Electrical Engineering
論文出版年: 2019
畢業學年度: 107
語文別: 英文
論文頁數: 53
中文關鍵詞: 需量反應需量競價機器學習線上學習
外文關鍵詞: Demand Response, Demand Bidding, Machine Learning, Online Learning
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  • 需量反應作為未來電網中之能源選項,具有效抑低尖峰負載、反應時間短、可提高再生能源使用效率及低成本之優點。其可細分為不同類型如自動控制型需量反應、誘因型需量反應、緊急型需量反應及需量競價。然而對於需量反應用戶群代表參與需量競價之相關研究尚在起步階段。
    對於整合不同用戶的用戶群代表而言,需在考慮用戶群卸載潛力的同時做出對系統運營商的競標價和投標量之決策。因此本研究之重點為如何整合不同用戶參與之意願及可能的卸載量並且藉由機器學習之方法決定投標策略,以確保用戶群之穩定卸載量及最佳化用戶群代表之獲利。本研究提出以深度確定性策略梯度演算法(DDPG),透過學習過去的包含系統備轉容量率及用戶群之投標更新模型參數之投標經驗以最佳化投標價及投標量之決策。同時本研究使用每日最新獲得的投標經驗進行線上學習,確保模型有追隨市場變化之適應力。
    本研究使用兩個模擬器驗證模型之強健性。模擬結果顯示本研究提出之模型可於各種情境中,藉由線下/線上學習提出精確之投標建議,以最佳化用戶群代表之獲利。

    Demand response (DR), as one of the energy resources in future’s grid, provides the services of peak shaving, enhancing the efficiency of renewable energy utilization with short response period, and low cost. Various categories of DR are established, e.g. automated DR, incentive DR, emergency DR, and demand bidding. However, the researches about demand bidding aggregator are just on the beginning stage.
    For this issue, the bidding price and bidding curtailment quantity are two bidding decisions required to be determined while considering the potential provided by participants. Therefore, this thesis emphases how to aggregate the bids from participated customers and then determine the bidding decisions by machine learning method while ensuring customers’ stable curtailment quantity to maximize the profit. Deep deterministic policy gradient (DDPG) method is employed to optimize the two bidding decisions through learning historical bidding experiences with the corresponding reserve rate and customers’ plans. The online learning further utilizes the daily newest bidding experience attained to ensure the trend tracing and self- adaptation.
    Two environment simulators are adopted for testifying the robustness of the model. The results prove that when facing diverse situations the proposed model is able to earn the optimal profit via off/on-line learning the bidding laws and making the proper bid.

    摘要 I ABSTRACT II 致謝 III Table of Contents IV List of Figures VIII List of Tables IX Chapter 1. INTRODUCTION 1 1.1. Background and Motivation 1 1.2. Review of Literature 3 1.3. Research Methods and Contributions 5 1.4. Organization of the Thesis 8 Chapter 2. OVERVIEW OF DEMAND BIDDING PROGRAM 9 2.1. Framework of The Proposed Bidding Strategy 9 2.2. The Rules of Demand-Bidding 10 Chapter 3. PROBLEM FORMULATION AND THE PROPOSED BIDDING STRATEGY 14 3.1. System Model 14 3.1.1. The Uncertainty Contributed by The Customers 16 3.1.2. Uncertainty from The Market 17 3.1.3. The Bidding Settlement 18 3.2. MDP Based Agent Learning Mechanism 19 3.3. Deep Deterministic Policy Gradient (DDPG) Method 22 3.3.1. Preliminaries 24 3.3.2. Performance Objective Function 25 3.3.3. Deep Deterministic Policy Gradient 26 Chapter 4. EMVIRONMENT SIMULATOR AND THE SIMULATION RESULTS 32 4.1. Environment simulator 32 4.1.1. Simulator for the MCP by second order polynomial surface fitting function 32 4.1.2. Simulator for price sensitive consumption of aggregated customers 34 4.2. Setting of the simulations 35 4.3. Offline learning results 37 4.3.1. Evaluation of bidding price and bidding curtailment quantity 37 4.3.2. Cumulative profit over iterations 41 4.4. Success Rate over Six Learning Cases 43 4.5. Online Learning Results 45 Chapter 5. CONCLUSION AND FUTURE WORK 48 5.1. Conclusion 48 5.2. Future work 49 REFERENCES 50

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