用不确定性感知模型提升电网交易决策,降低能耗成本。
Uncertainty-Aware Knowledge Transformers for Peer-to-Peer Energy Trading with Multi-Agent Reinforcement Learning
- 引入可量化预测不确定性的知识变压器,结合多智能体强化学习。
- 启用点对点交易后,购电成本降3.2%,售电收入增44.7%。
- 适合关注智能电网、能源交易与风险控制的研究者。
本文提出一种融合不确定性感知预测与多智能体强化学习(MARL)的新型点对点(P2P)能源交易框架,弥补现有研究在随机环境下决策鲁棒性不足的空白。相较于依赖确定性预测的方法,该方法采用异方差概率变压器模型(知识变压器-不确定性,KTU),显式量化预测不确定性,利用领域特征和定制损失函数训练,确保可靠的概率预测与置信区间。将这些不确定性感知的预测融入MARL框架,使智能体在明确风险与波动性的前提下优化交易策略。实验表明,不确定性感知的深度Q网络(DQN)在无P2P交易时降低购电成本5.7%,有P2P交易时降低3.2%;同时分别提升售电收入6.4%与44.7%。此外,高峰时段电网负荷分别减少38.8%和45.6%。当启用P2P交易时,性能提升更显著,凸显先进预测与市场机制协同带来的韧性与经济效率。
原文摘要 · Abstract (English)
This paper presents a novel framework for Peer-to-Peer (P2P) energy trading that integrates uncertainty-aware prediction with multi-agent reinforcement learning (MARL), addressing a critical gap in current literature. In contrast to previous works relying on deterministic forecasts, the proposed approach employs a heteroscedastic probabilistic transformer-based prediction model called Knowledge Transformer with Uncertainty (KTU) to explicitly quantify prediction uncertainty, which is essential for robust decision-making in the stochastic environment of P2P energy trading. The KTU model leverages domain-specific features and is trained with a custom loss function that ensures reliable probabilistic forecasts and confidence intervals for each prediction. Integrating these uncertainty-aware forecasts into the MARL framework enables agents to optimize trading strategies with a clear understanding of risk and variability. Experimental results show that the uncertainty-aware Deep Q-Network (DQN) reduces energy purchase costs by up to 5.7% without P2P trading and 3.2% with P2P trading, while increasing electricity sales revenue by 6.4% and 44.7%, respectively. Additionally, peak hour grid demand is reduced by 38.8% without P2P and 45.6% with P2P. These improvements are even more pronounced when P2P trading is enabled, highlighting the synergy between advanced forecasting and market mechanisms for resilient, economically efficient energy communities.
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