A multi-agent game based joint planning approach for electricity-gas integrated energy systems considering wind power uncertainty

•The novel bi-level dynamic game based planning model for EGIES is proposed.•The wind power uncertainty is addressed by robust optimization.•The game mechanism among various stakeholders is analyzed.•Both of the electrical and gas network constraints are considered. To improve the effective planning of electricity-gas integrated energy systems (EGIES) among various stakeholders with distinct interests, a multi-agent game based joint long-term planning approach considering wind power uncertainty is proposed in this paper. First, the planning profit models of individual stakeholders are constructed. Then, the robust optimization approach is employed to deal with uncertainties of wind power outputs, and a virtual player ”nature” is introduced to represent uncertainties in the game process. Moreover, based on the analysis of the game mechanism among various stakeholders, a bi-level dynamic game based planning model for EGIES is proposed, conducting security checks through an integrated electricity-gas energy flow model. Finally, the proposed planning model is solved by an iterative search algorithm. Simulation results illustrate superiority of the proposed approach via two aspects: first, it guarantees the equity and provide fair profit allocation of all players in the game; second, it ensures security of the integrated energy system by effectively mitigating violations on voltage and nodal gas pressure limits.