arXiv:2605.23964eess.SYcs.AI2026-05被引 1

通过动态投标提升储能收益,实现频率调节与不平衡套利双重价值

Multi-market value-stacking: Battery control for combined imbalance participation and non-uniform FCR bidding

论文配图:Multi-market value-stacking: Battery control for combined imbalance participation and non-uniform FCR bidding
图 1 · 摘自论文原文
  • 分两阶段控制:先用蒙特卡洛优化生成动态投标序列,再用深度强化学习实时交易
  • 相比固定投标策略,利润提升7.56%,有效平衡储能预留与套利使用
  • 适合参与欧洲电力市场的储能运营商,尤其关注多市场价值叠加的场景

随着可再生能源在现代电力系统中占比提高,电网不平衡和频率偏差加剧,对调频储备(FCR)和被动平衡等辅助服务的需求日益增加。电池储能系统(BESS)非常适合提供这些服务,但以往研究通常采用在整个控制周期内保持不变的统一投标策略,无法充分挖掘BESS的灵活性,难以在价值叠加场景下实现最优收益。为此,本文提出一种面向欧洲市场的两阶段控制框架,引入非均匀的FCR投标策略。第一阶段利用数据驱动的蒙特卡洛(MC)优化生成随时间变化的投标序列;第二阶段通过深度强化学习(DRL)代理,在确保符合FCR要求的前提下,利用剩余灵活性进行实时不平衡交易。该框架作为概念验证,表明时间变化的投标策略具有显著潜力。通过引入日周期预算和时变储备承诺,相较统一基准,收益提升7.56%。结果表明,非均匀投标能更有效地将储备义务与快速变化的不平衡机会对齐,从而释放额外价值。

原文摘要 · Abstract (English)

The growing share of Renewable Energy Sources (RES) in modern power systems increases both grid imbalances and frequency deviations, reinforcing the need for ancillary services such as Frequency Containment Reserve (FCR) and passive balancing. Battery Energy Storage Systems (BESS) are well-suited for these services, but prior research typically relies on uniform FCR bids that remain constant throughout the control period. Such static bids fail to fully exploit BESS flexibility, as they do not balance the trade-off between reserving energy for FCR delivery and using it for imbalance arbitrage, limiting the achievable value in value-stacking settings. To address this limitation, we propose a two-stage control framework for the European context that introduces non-uniform FCR bids. In the first stage, we derive a time-varying bid sequence using data-driven Monte Carlo (MC) optimization. In the second stage, a Deep Reinforcement Learning (DRL) agent leverages the residual flexibility for real-time imbalance trading while proactively managing the State of Energy (SoE) to ensure compliance with FCR requirements. The framework is presented as a proof of concept, highlighting the potential benefits of time-varying bidding strategies. By incorporating daily cycle budgets and time-varying reserve commitments, our approach achieves a 7.56% profit increase compared to uniform baselines. These results show that non-uniform bidding can unlock additional value by more effectively aligning reserve obligations with rapidly changing imbalance opportunities.

储能控制价值叠加动态投标强化学习

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