摘要
文章运用博弈论中的一级密封价格拍卖原理,研究在"单一购买者+差价合约"的电力市场中,当各发电公司的报价电量不同时,发电公司的不完全信息动态竞价博弈模型.该模型考虑了发电公司的单位成本、竞价成功的两种可能性的概率、差价合约电量、合约价格以及其预期的市场清除价格等因素.通过分析得出发电公司的竞价随我国电力市场化改革的深化,即差价合约电量的变化而动态变化,同时其变化受差价合约价格的影响.
This paper analyzes the dynamic bidding model of power generation company with incomplete information in the power electricity market of single purchaser & vesting contract, by using the firstpricesealed auction. The model considers many factors, such as the unit cost of power generation company, the probabilities of winning below and on the margin, the quantity and price of vesting contract, the expected market clear price et al. This paper concludes that the bidding strategy will change with the quantity of vesting contract during the deepening of Chinese electricity market, and the change is affected by the price of vesting contract.
出处
《系统工程学报》
CSCD
2003年第3期248-254,共7页
Journal of Systems Engineering
基金
国家自然科学基金资助项目(70071036).
