To decarbonize the heating sector, residential consumers may install heat pumps. Coupled with heating loads with high thermal inertia, these thermostatically controlled loads may provide a significant source of demand side flexibility. Since the capacity of residential consumers is typically insufficient to take part in the day-ahead electricity market (DAM), aggregators act as mediators that monetize the flexibility of these loads through demand response (DR). In this paper, we study the strategic interactions between an aggregator, its consumers and the DAM using a bilevel optimization framework. The aggregator-consumer interaction is captured either as a Stackelberg or a Nash Bargaining Game, leveraging chance-constrained programming to model limited controllability of residential DR loads. The aggregator takes strategic positions in the DAM, considering the uncertainty on the market outcome, represented as a stochastic Stackelberg Game. Results show that the DR provider-aggregator cooperation may yield significant monetary benefits. The aggregator cost-effectively manages the uncertainty on the DAM outcome and the limited controllability of its consumers. The presented methodology may be used to assess the value of DR in a deregulated power system or may be directly integrated in the daily routine of DR aggregators.

中文翻译：

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关于聚合器、电力市场和住宅需求响应提供商之间的相互作用

为了使供暖部门脱碳，居民消费者可以安装热泵。加上具有高热惯性的加热负载，这些恒温控制的负载可以提供需求侧灵活性的重要来源。由于住宅消费者的容量通常不足以参与日前电力市场 (DAM)，因此聚合器充当中介，通过需求响应 (DR) 将这些负载的灵活性货币化。在本文中，我们使用双层优化框架研究了聚合器、其消费者和 DAM 之间的战略交互。聚合器-消费者交互被捕获为 Stackelberg 或 Nash 讨价还价游戏，利用机会约束编程来模拟住宅 DR 负载的有限可控性。聚合器在 DAM 中占据战略位置，考虑到市场结果的不确定性，表现为随机 Stackelberg 博弈。结果表明，DR 提供商-聚合器合作可能会产生显着的货币收益。聚合器以具有成本效益的方式管理 DAM 结果的不确定性及其消费者的有限可控性。所提出的方法可用于评估解除管制的电力系统中 DR 的价值，或者可以直接集成到 DR 聚合器的日常工作中。