A Two-Stage Approach for a Mixed-Integer Economic Dispatch Game in Integrated Electrical and Gas Distribution Systems
Wicak Ananduta (TU Delft - Team Sergio Grammatico)
Sergio Grammatico (TU Delft - Team Sergio Grammatico, TU Delft - Team Bart De Schutter)
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Abstract
We formulate for the first time the economic dispatch problem among prosumers in an integrated electrical and gas distribution system (IEGDS) as a game equilibrium problem. Specifically, by approximating the nonlinear gas-flow equations either with a mixed-integer second-order cone (MISOC) or a piecewise affine (PWA) model and by assuming that electricity and gas prices depend linearly on the total consumption, we obtain a potential mixed-integer game. To compute an approximate generalized Nash equilibrium (GNE), we propose an iterative two-stage method that exploits a problem convexification and the gas-flow models. We quantify the quality of the computed solution and perform a numerical study to evaluate the performance of our method.