  The community in the future may develop into an integrated heat-power system,
which includes a high proportion of renewable energy, power generator units,
heat generator units, and shared hybrid energy storage. In the integrated
heat-power system with coupling heat-power generators and demands, the key
challenges lie in the interaction between heat and power, the inherent
uncertainty of renewable energy and consumers' demands, and the multi-timescale
scheduling of heat and power. In this paper, we propose a game theoretic model
of the integrated heat-power system. For the welfare-maximizing community
operator, its energy dispatch strategy is under chance constraints, where the
day-ahead scheduling determines the scheduled energy dispatching strategies,
and the real-time dispatch considers the adjustment of generators. For
utility-maximizing consumers, their demands are sensitive to the preference
parameters. Taking into account the uncertainty in both renewable energy and
consumer demand, we prove the existence and uniqueness of the Stackelberg game
equilibrium and develop a fixed point algorithm to find the market equilibrium
between the community operator and community consumers. Numerical simulations
on integrated heat-power system validate the effectiveness of the proposed
multi-timescale integrated heat and power model.
