作为城市能耗的主体,智能楼宇低碳高效运行对实现“双碳”目标有着重要意义。为了增强楼宇经济性并提升楼宇能源共享和分布式能源消纳,提出了一种考虑楼宇特性、电能交易的楼宇群分布式优化调度模型。在楼宇优化层面,建立了以经济性和...作为城市能耗的主体,智能楼宇低碳高效运行对实现“双碳”目标有着重要意义。为了增强楼宇经济性并提升楼宇能源共享和分布式能源消纳,提出了一种考虑楼宇特性、电能交易的楼宇群分布式优化调度模型。在楼宇优化层面,建立了以经济性和温度舒适性需求为目标的楼宇多目标运行优化模型;在楼宇群能源共享层面,建立了端对端(peer to peer,P2P)楼宇交易市场,并提出了结合楼宇优化结果和市场风险的新型连续双向拍卖交易机制。通过将市场交易结果反馈至各楼宇优化层面,实现楼宇运行的迭代优化和楼宇群内能源的互动共享,利用鲁棒优化检验该模型在各类不确定场景中的有效性。仿真结果表明,在多场景中,所提的楼宇群分布式优化调度模型均能在优化楼宇经济性的同时,提升楼宇群能源互补和分布式能源消纳的能力。展开更多
A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establ...A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.展开更多
文摘作为城市能耗的主体,智能楼宇低碳高效运行对实现“双碳”目标有着重要意义。为了增强楼宇经济性并提升楼宇能源共享和分布式能源消纳,提出了一种考虑楼宇特性、电能交易的楼宇群分布式优化调度模型。在楼宇优化层面,建立了以经济性和温度舒适性需求为目标的楼宇多目标运行优化模型;在楼宇群能源共享层面,建立了端对端(peer to peer,P2P)楼宇交易市场,并提出了结合楼宇优化结果和市场风险的新型连续双向拍卖交易机制。通过将市场交易结果反馈至各楼宇优化层面,实现楼宇运行的迭代优化和楼宇群内能源的互动共享,利用鲁棒优化检验该模型在各类不确定场景中的有效性。仿真结果表明,在多场景中,所提的楼宇群分布式优化调度模型均能在优化楼宇经济性的同时,提升楼宇群能源互补和分布式能源消纳的能力。
文摘A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.
