Energy Management of Integrated Electric-gas Prosumers with Peer-to-Peer Trading: A GNE Approach

This paper addresses the energy management problem for multiple distribution-level integrated electric-gas prosumers (IEGPs) considering peer-to-peer (P2P) trading. The IEGPs are self-interested and interconnected, and they are also connected to transmission-level energy systems. Considering the equal decision-making structure and coupling constraints, the overall problem boils down to a generalized Nash game, whose equilibrium reflects the energy trading results. Due to the presence of Weymouth equations in the gas network, the decision-making problem of each IEGP becomes non-convex, which hinders direct application of the generalized Nash equilibrium (GNE) seeking algorithms. The non-convex Weymouth equation is convexified using the penalty convex-concave procedure. Then, a GNE can be offered by the proximal decompose algorithm with a convergence guarantee. The effectiveness of the proposed model and algorithm is verified by simulation results.