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基于博弈论的发电商报价策略
引用本文:武智勇,康重庆,夏清,戴国华,沈瑜,周安石,丁军威.基于博弈论的发电商报价策略[J].电力系统自动化,2002,26(9):7-11.
作者姓名:武智勇  康重庆  夏清  戴国华  沈瑜  周安石  丁军威
作者单位:1. 清华大学电机系,北京市,100084
2. 黑龙江电力公司黑河电业局,黑龙江省北安市,104096
基金项目:国家重点基础研究专项经费资助项目 (G19980 2 0 311)
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。

关 键 词:电力市场    报价策略    不完全信息博弈论    纳什(Nash)均衡    参数估计
收稿时间:1/1/1900 12:00:00 AM
修稿时间:1/1/1900 12:00:00 AM

STRATEGIC BIDDING WITH APPLICATION OF GAME THEORY
Wu Zhiyong,Kang Chongqing,Xia Qing,Dai Guohua,Shen Yu,Zhou Anshi,Ding Junwei .Tsinghua U niversity,Beijing ,China .Heihe Power Bureau,Beian ,China.STRATEGIC BIDDING WITH APPLICATION OF GAME THEORY[J].Automation of Electric Power Systems,2002,26(9):7-11.
Authors:Wu Zhiyong  Kang Chongqing  Xia Qing  Dai Guohua  Shen Yu  Zhou Anshi  Ding Junwei Tsinghua U niversity  Beijing  China Heihe Power Bureau  Beian  China
Affiliation:Wu Zhiyong1,Kang Chongqing1,Xia Qing1,Dai Guohua2,Shen Yu1,Zhou Anshi1,Ding Junwei1 1.Tsinghua U niversity,Beijing10 0 0 84,China 2 .Heihe Power Bureau,Beian 10 4 0 96,China
Abstract:In a com petitive electricity m arket,the power suppliers develop bidding strategies in order to m axim ize their own profits.The competition among participants is m odeled 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 gam e theory and probability theory.By introducing the concept of" virtual rival" ,the m ethod can efficiently deal with the problem of multi- person gaming and incomplete information,which remain very difficult problems in the game theory.Furtherm ore,the paper dem onstrates the determination of Nash equilibrium when all participants try to m axim ize their profit in the sam e manner and in a complete inform ation environment.Numeral results show the efficiency of the proposed approach.
Keywords:electricity market  bidding strategy  game theory with incomplete inform ation  Nash equilibrium  parameter  estimation
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