Wind storage combined bidding strategy optimization method and device

The invention discloses a wind storage joint bidding strategy optimization method and device, and the method comprises the steps: constructing a wind storage joint model based on a Markov decision process according to the data information of wind power and compressed air energy storage joint participation in electric energy and frequency modulation; according to the wind storage joint model, obtaining a reexpressed wind storage joint value function through a random dual dynamic programming algorithm; and carrying out iterative calculation on the wind storage joint value function to solve and obtain an optimal solution, and outputting the optimal solution as a wind storage joint bidding strategy so as to complete optimization of the wind storage joint bidding strategy. Based on the actual demand of wind storage combined bidding, the wind storage combined bidding strategy optimization method based on random dual dynamic programming is established through the random dual dynamic programming, the Lagrange relaxat