基于效用分析方法的发电企业最优报价策略

不完全竞争的电力市场中,发电企业可以通过策略性报价来最大化利润。然而,在不完全信息的条件下,提出的报价策略一般都存在着一定的风险,如由于报价过高而没有被调度或被调度的容量明显小于期望值等。因此,对发电企业而言,需要对报价策略的风险和利润进行评估,构造兼顾利润最大和风险最小这2个矛盾目标的折中报价策略。文中针对这一问题进行了研究,提出了基于预测边际清算电价的计及风险的发电企业机组报价模型,将风险管理中的概率分析方法及效用分析理论引入报价方案的利润和风险评估中,并给出了求解方法,为解决计及风险的情况下构造发电企业的报价策略问题提供了新的途径。最后以一算例证明了该模型的可行性。

Utility Analysis Based Optimal Bidding Strategies for Power Generating Enterprises

Under the inadequacy competitive electricity market environment, power generation enterprises may maximize their profit by tactical bidding strategies. However, under the condition of incomplete information, the more profit the power generation enterprises achieve the more risks they undertake such as not being dispatched or the dispatched capacity more less than the expected value, if the above bidding strategies are adopted. So it has become a major concern for power generating enterprises to evaluate the risk and profit of the bidding strategies, and build the compromised bidding strategies to maximize the profits and minimize the risks incurred. In order to resolve this problem, a new model based on marginal clearing price is developed for building optimal bidding strategies with risks taken into account. The probability analysis and utility analysis theory are used in the process of evaluating the risk and profit of the bidding strategies, and the method for solving this problem is presented. At last an example is given to demonstrate the feasibility of the developed model and methods.