Real-Time Rolling Horizon Energy Management for the Energy-Hub-Coordinated Prosumer Community From a Cooperative Perspective

The concept of energy hub (EH) was proposed to facilitate the synergies among different forms of energy carriers. Under the new electricity market environment, it is of great significance to build a win-win situation for prosumers and the hub manager (HM) at the community level without bringing extra burden to the utility grid. This paper proposes a cooperative trading mode for a community-level energy system (CES), which consists of the energy hub and PV prosumers with the automatic demand response (DR) capability. In the cooperative trading framework, a real-time rolling horizon energy management model is proposed based on cooperative game theory considering the stochastic characteristics of PV prosumers and the conditional value at risk (CVaR). The validity of the proposed model is analyzed through optimality proof of the grand coalition. A contribution-based profit distribution scheme and its stability proof are also provided. Moreover, in order to solve the optimization model, it is further transformed into a more easily resolved mixed integer linear programming (MILP) model by adding auxiliary variables. Finally, via a practical example, the effectiveness of the model is verified in terms of promoting local consumption of PV energy, increasing HM's profits, and reducing prosumers' costs, etc.