Analyzing the Impact of Strategic Bidding on the Reserve Capacity via a Bi-Level Model

Fuente: arXiv
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Auteurs principaux: Xu, Yun, Bai, Yunxiao, Zhang, Yunyong, Wang, Peng, Wang, Xuelin, Guo, Jiqun, Xie, Kaijun, Zhao, Rusheng
Format: Preprint
Publié: 2025
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author Xu, Yun
Bai, Yunxiao
Zhang, Yunyong
Wang, Peng
Wang, Xuelin
Guo, Jiqun
Xie, Kaijun
Zhao, Rusheng
author_facet Xu, Yun
Bai, Yunxiao
Zhang, Yunyong
Wang, Peng
Wang, Xuelin
Guo, Jiqun
Xie, Kaijun
Zhao, Rusheng
contents The growing integration of renewable energy sources necessitates adequate reserve capacity to maintain power balance. However, in market clearing, power companies with flexible resources may submit strategic bids to maximize profits, potentially compromising system reserves. This paper examines the effects of such strategic behavior by modeling the market as a bi-level problem. The upper level represents a strategic company aiming to maximize profit, while the lower level simulates the system operator clearing the market based on submitted offers. To enable duality-based solution methods, we approximate unit commitments with a continuous reserve capacity calculation. Case studies indicate that, in an imperfectly competitive market, more units are incentivized to operate,enhancing system reserves. However, some units go online mainly for profit, ultimately raising electricity costs for consumers. These findings highlight the importance of market design in managing the trade-off between reserve adequacy and economic efficiency in the presence of strategic bidding behavior.
format Preprint
id arxiv_https___arxiv_org_abs_2506_20493
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Analyzing the Impact of Strategic Bidding on the Reserve Capacity via a Bi-Level Model
Xu, Yun
Bai, Yunxiao
Zhang, Yunyong
Wang, Peng
Wang, Xuelin
Guo, Jiqun
Xie, Kaijun
Zhao, Rusheng
Systems and Control
Computer Science and Game Theory
The growing integration of renewable energy sources necessitates adequate reserve capacity to maintain power balance. However, in market clearing, power companies with flexible resources may submit strategic bids to maximize profits, potentially compromising system reserves. This paper examines the effects of such strategic behavior by modeling the market as a bi-level problem. The upper level represents a strategic company aiming to maximize profit, while the lower level simulates the system operator clearing the market based on submitted offers. To enable duality-based solution methods, we approximate unit commitments with a continuous reserve capacity calculation. Case studies indicate that, in an imperfectly competitive market, more units are incentivized to operate,enhancing system reserves. However, some units go online mainly for profit, ultimately raising electricity costs for consumers. These findings highlight the importance of market design in managing the trade-off between reserve adequacy and economic efficiency in the presence of strategic bidding behavior.
title Analyzing the Impact of Strategic Bidding on the Reserve Capacity via a Bi-Level Model
topic Systems and Control
Computer Science and Game Theory
url https://arxiv.org/abs/2506.20493