摘要
在电力市场环境下 ,发电商可以通过策略性报价来极大化自己的收益 ,其竞价过程可以被描述成一个不完全信息的非合作博弈过程。文中在分析策略性报价方法研究现状的基础上 ,提出了电厂优化报价问题的数学模型 ,并给出了基于博弈论和概率论的求解方法。该解法通过引入虚拟对手的概念和参数估计的方法 ,较好地解决了通常难以处理的多人博弈和不完全信息问题。同时研究了重复博弈模型 ,其结论是 :当各个博弈方采用相同报价机制时 ,最终收敛于纳什 ( Nash)均衡点。算例结果表明了本文方法的有效性。
In a competitive electricity market, the power suppliers develop bidding strategies in order to maximize their own profits. The competition among participants is modeled as a non-cooperative game with incomplete information. This paper presents an optimization model of the bidding problem and formulates a novel approach with the application of game theory and probability theory. By introducing the concept of virtual rival, the method can efficiently deal with the problem of multi-person gaming and incomplete information, which remains very difficult problems in the game theory. Furthermore, the paper demonstrates the determination of Nash equilibrium when all participants try to maximize their profit in the same manner and in a complete information environment. Numerical results show the efficiency of the proposed approach.
出处
《电力系统自动化》
EI
CSCD
北大核心
2002年第9期7-11,共5页
Automation of Electric Power Systems
基金
国家重点基础研究专项经费资助项目 (G19980 2 0 311)
