عنوان مقاله [English]
In a real electricity market, complete information of rivals’ behavior is not available to market participants. Therefore, they make their bidding strategies based on the historical information of the market clearing price. In this paper, a new market simulator is introduced for a joint energy and spinning reserve market, in which market participants’ learning process is modeled using Q-learning algorithm. The main feature of this simulator is simulating a real market, in which market participants make decisions based on incomplete information of the market. Using the proposed simulator, the clearing price for each submarket is computed considering the participants’ behavior, under different load levels and/or contingency conditions. The results show that Q-learning approach can modify the agent’s strategy under different market situations.
 MA, X., SUN D., CHEUNG, K., ‘Energy and reserve dispatch in a multi-zone electricity market’, IEEE Trans. Power Syst, Vol. 14, No. 3, pp.913-919, 1999.
 Cheung, K., Shamsollahi, P., Sun D., Milligan, J., Potishnak, M., ‘Energy and ancillary service dispatch for the interim ISO New England electricity market’, IEEE Trans. Power Syst, Vol. 15, No. 3, pp. 968-974, 2000.
 Wong, S., Fuller, J.D., ‘Pricing energy and reserves using stochastic optimization in an alternative electricity market’, IEEE Trans. Power Syst, Vol. 22, No. 2, Pp.631-638, 2007.
 STACKE, F., CUERVO, P., ‘A combined pool/bilateral/reserve electricity market operating under pay-as-bid pricing’, IEEE Trans. Power Syst, Vol. 23, No. 4, pp. 1601-1610, 2008.
 Reddy, S.S. ; Abhyankar, A.R. ; Bijwe, P.R., ‘Market clearing of jointenergyand reactive power using multi objective optimization considering voltage dependent load models’, IEEE Power Energy Soc. General Meeting, pp.1 – 8, 2011.
 Wen, F.S., David, A.K., ‘Optimally coordinated bidding strategies in energy and reserve and ancillary service markets’, in Proc. Inst. Elect. Eng., Gen., Trans. Dist., Vol. 149, pp. 331–338, 2002.
 RAU, N.S., ‘Optimal dispatch of a system based on offers and bids-A mixed integer LP formulation’, IEEE Trans. Power Syst, Vol. 14, No. 1, pp. 274–279, 1999.
 Cheung,C., Shamsollahi, P., Sun, D., Milligan, J., Potishnak, M., ‘Energy and ancillary service dispatch for the interim ISO new England electricity market’, IEEE Trans. Power Syst, Vol. 15, No. 3, pp. 968–974, 2000.
 Arroyo, J.M., Conejo, A.J., ‘Optimal response of a power generator to energy, AGC, and reserve pool-based markets’, IEEE Trans. Power Syst, Vol. 17, No. 2, pp. 404–410, 2002.
 Haghighat, H., Seifi, H., Rahimi Kian, A., ‘Gaming analysis in joint energy and spinning reserve markets” IEEE Trans. Power Syst, Vol. 22, No. 4, pp. 2074 – 2085, 2007.
 Liao, Y., Feng, X., Pan, J., ‘Analysis of interaction between ancillary service markets and energy market using power market simulator’, IEEE Int. Conf. Elec. Util. Dereg., Rest. Power Tech., Vol. 1, pp. 117 - 122, 2004.
 Vale, Z., Pinto, T., Praça, I., Morais, H., ‘Mascem: electricity markets simulation with strategic agents’, IEEE Intel. Syst., Vol. 26, No. 2, pp. 9-17 ,2011.
 Kladnik, B., Gubina, A., Artac, G., Nagode, K., Kockar, I., ‘Agent-based modeling of the demand-side flexibility’, IEEE Power Eng. Soc. General Meeting, pp. 1-8, 2011.
 Pereira, I., Vale, Z., Morais, H., Pinto, T., Rodrigues, F., ‘Multiagent system for adaptive strategy formulation in electricity markets’, IEEE Symp. Intel. Agents, pp. 1-8, 2011.
 Pinto, T., Sousa, T.M., Vale, Z., Morais, H., Praca, I., ‘Intelligent decision making in electricity markets: Simulated annealing Q-Learning’, IEEE Power Eng. Soc. General Meeting, pp. 1-8, 2012.
 Cheung, K.W., ‘Ancillary service market design and implementation in North America: from theory to practice’, 3rd IEEE Int. Conf. Elec. Util. Dereg., Rest. Power Tech., pp. 66-73, 2008.
 Rahimiyan, M., Rajabi Mashhadi, H., ‘Supplier’s optimal bidding strategy in electricity pay-as-bid auction: Comparison of the Q-learning and a model-based approach’, Elec. Power Syst. Res., Vol. 78, No.1, pp. 165–175, 2008.
 Khorasani, J., Rajabi Mashhadi, H., ‘Bidding Analysis in Joint Energy and Spinning Reserve Markets Based on Pay-as-Bid Pricing’, IET Gener. Trans. Dist., Vo1. 6, No. 1, pp. 79-87, 2012.
 Khorasani, J., ‘Strategic bidding in simultaneous energy and spinning reserve markets considering the interaction between these markets’, Ph.D thesis, Islamic Azad Univ., 2012.