Energy management for aggregate prosumers in a virtual power plant: A robust Stackelberg game approach

In this paper, a novel two-stage robust Stackelberg game is proposed to solve the problem of day-ahead energy management for aggregate prosumers considering the uncertainty of intermittent renewable energy output and market price. The aggregate prosumers operate in the form of virtual power plant (VPP) and participate in day-ahead (DA) and real-time (RT) market transactions. As the initiator and leader of the VPP, the superior prosumer with thermal units and interruptible loads is responsible for formulating the internal price mechanism and energy management strategy of the aggregate prosumers. Inferior prosumers, including renewable energy and shiftable loads, are responsible for providing renewable energy output information and responding to the price signals from the superior prosumer. The two-stage robust Stackelberg game model is linearized and solved by column-and -constraint generation (CC&G) algorithm. In addition, the thermal unit operating in the automatic generation control (AGC) mode ensures the realization of real-time optimal scheduling of aggregate prosumers for the entire dispatching cycle. Simulation results prove the rationality and validity of the proposed model and method.