论文标题
天然气网络的随机控制和定价
Stochastic Control and Pricing for Natural Gas Networks
论文作者
论文摘要
我们提出随机控制策略，以应对天然气网络中不确定和可变的气体提取物。给定历史气体提取数据，这些策略被优化，以产生淋巴结注射的实时控制输入以及压缩机和阀门通过压力调节速率。我们将随机网络状态描述为控件输入的函数，该函数可以对这些任意网络拓扑的这些策略进行偶然受限的优化。这种优化可确保实时气体流量可行性和网络状态的最小变化，直到指定的可行性和方差标准。此外，偶然受限的优化为天然气网络提供了随机定价计划的基础，该计划通过为网络资产提供赔偿，以改善确定性市场和解的基础，以贡献其对不确定性和差异控制的贡献。我们分析了拟议的定价计划的经济物业，包括效率，收入充足和成本回收，并使它们以网络设计为条件。
We propose stochastic control policies to cope with uncertain and variable gas extractions in natural gas networks. Given historical gas extraction data, these policies are optimized to produce the real-time control inputs for nodal gas injections and for pressure regulation rates by compressors and valves. We describe the random network state as a function of control inputs, which enables a chance-constrained optimization of these policies for arbitrary network topologies. This optimization ensures the real-time gas flow feasibility and a minimal variation in the network state up to specified feasibility and variance criteria. Furthermore, the chance-constrained optimization provides the foundation of a stochastic pricing scheme for natural gas networks, which improves on a deterministic market settlement by offering the compensations to network assets for their contribution to uncertainty and variance control. We analyze the economic properties, including efficiency, revenue adequacy and cost recovery, of the proposed pricing scheme and make them conditioned on the network design.
