博弈论及其在电力市场中的应用

3　博弈论与电力市场在过去的10年里,传统的垂直垄断的电力生产结构正在许多国家通过解除垄断,走向电力生产市场化结构,以引入竞争机制达到节省资源、提高效率、降低电价、改善服务和取得更大的社会效益的目的。经济学家和电力系统专家将微观经济学理论34,35]引入电力市场,对电价理论,电力市场的设计、运行、监管以及市场环境下的系统运行和规划等问题进行了深入研究,取得了一系列成果36～43]。在电力市场中,参与者将在市场许可情况下研究各种策略以便获取自身的最大利益。博弈论就成了最好的工具之一。另一方面,市场的监管部门也要尽可能…

GAME THEORY AND ITS APPLICATIONS IN POWER MARKETS

In power markets,a significant research area is how a market participant should bid strategically to obtain the maximum gain of itself without sacrificing constraints of the m arket and system operation constraints,and how the m arket administrator should estim ate and judge the unfair competitions.This issue requires applications of gam e theory.In this paper game theory and its applications in power m arkets are introduced. The paper is composed of two parts. The first part is to introduce the history and classification of gam e theory and its applications in various areas. Simple examples are presented to show how to build up a proper m ath m odel for a specific gaming problem and how to find its solution.The important concept of Nash equilibria and the difficulties in finding a feasible Nash equilibrium are also emphasized.The second part focuses on the applications of game theory in power markets,which include the bidding strategies of the generation com panies,the pricing of transm ission and wheeling and the rational allocation of the transmission cost,and the estimation and judgement of the unfair market power which may appear in the power market. This project is supported by National Key Basic Research Special Fund of China No. G19980 2 0 30 5 ,the Research Grant Council RGC ,Hong Kong SAR Government,and the Com mittee of Research and Conference Grant CRCG ,the U niversity of Hong Kong.