摘要
随着我国进行电力体制改革和建立发电侧竞争市场,需求方很快也会引入竞争,并建立完全开放的双边电力市场。研究供给侧和需求侧如何建立有效的报价策略具有十分重要的理论和实践价值。作者将所有发电公司看成供给方,把所有买电代理商看成需求方,将供给方和需求方的报价问题看成是他们向市场的投标问题,并根据市场确定的规则,总需求电量将在某一价格下完成交易,因而它是供给方和需求方的双方叫价拍卖问题。通过对双方叫价拍卖的交易规则进行描述,针对供给方的生产成本和需求方的估价是私有信息的情况,建立了完全开放的双边电力市场中供给和需求双方叫价拍卖的不完全信息贝叶斯博弈模型,并求解贝叶斯纳什均衡,给出供给方和需求方的均衡报价策略。
Along with the reform of the electric power industry and the establishment of generation side electricity market in China, the competition mechanism will be led into the demand side and a completely open bilateral electricity market will be established. It is very important in theory and practice to study how the power supplier and demander to build their own bidding strategies. In this paper all the power generation companies are regarded as the supplier and all the purchase agents of power are regarded as the demander, so the bidding problem of supplier and demander can be regarded as their bidding for electricity market. According to the rules determined by the market, the transaction of aggregate demand of electricity energy can be conducted in a certain price, therefore, it is a double auction between supplier and demander. Through the description on the transaction rule of the auction and considering that the production cost of power supplier and the estimated price of the demander are private information, a double auction based Bayesian game with power supplier and demander in open bilateral electricity market is established, the Bayesian Nash equilibrium is solved and the equilibrium bidding strategies for power supplier and demander are given.
出处
《电网技术》
EI
CSCD
北大核心
2003年第12期1-5,共5页
Power System Technology
基金
国家自然科学基金资助项目(60274048)。
