A Game-Theoretic Pricing Model for Energy Internet in Day-Ahead Trading Market Considering Distributed Generations Uncertainty

This paper designs a distributed trading mechanism for Energy Internet in which the uncertainty of distributed generations (DGs) is considered. In order to match up Energy Internet, the new energy frame, a novel energy accessing mode called We-Energy (WE) is proposed for the convenience of energy regulation, energy trading and information interaction. First, multiple interconnected WEs are considered in a region where, at a given time, some WEs have superfluous energy for sale to make profits called Surplus-WEs, but some WEs need to buy additional energy to meet local demands called Short-WEs. Under the trading mechanism, the market clearing price (MCP) is determined by supplies as well as demands. Then, a Bayesian game model considering distributed generations (DGs) uncertainty is established to analyze the strategies among WEs, which are assumed as the bidding supplies and demands. A unique Bayesian-Nash equilibrium among Surplus-WEs and Short-WEs are proved respectively according to hessian matrix, and solved by using the Karush-Kuhn-Tucker (KKT) conditions. Numerical results show that the designed MPC can reflect the relationship of supply and demand better, and maximize the utility of all the WEs.