Застосування теорії ігор для оптимізації вартості споживаної електроенергії для потужних споживачів в умовах ринку

Abstract

With the development of renewable energy sources (RES) and the adoption of a number of strategic documents aimed at accelerating the transition to sustainable energy in Ukraine and in Europe, the consumption of electricity from renewable sources has become an important factor in ensuring the efficiency of industrial production and the positive image of companies. However, given the risks associated with the instability of RES electricity production, as well as variable consumption and, as a consequence, changing prices on the electricity market, ensuring minimum costs of electricity supply to industrial consumers is a challenging task of forward planning and operational management. In the paper, a non-cooperative game model between different types of electricity suppliers at the upper level with optimization of the cost of electricity purchase by large consumers at the lower level is used to solve this problem. Based on the concept of cost with risk, an algorithm for direct purchase of electricity by large consumers is proposed, taking into account the uncertainty of spot market prices. The results show that large consumers can reduce their power purchase costs by combining power purchase operations in the long-term, medium-term and spot power markets. Risk reduction in renewable energy purchases for large consumers is associated with shifting from the spot market to the medium-term, long-term market or the electricity options market.