| 单一卖方电力市场供电公司最优报价策略 |
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| 引用本文： | 谢俊,陈星莺. 单一卖方电力市场供电公司最优报价策略[J]. 中国电机工程学报, 2006, 26(16): 68-73 |
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| 作者姓名： | 谢俊 陈星莺 |
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| 作者单位： | 河海大学电气工程学院,江苏省,南京市,210098 |
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| 摘 要： | 单一卖方的电力市场竞价模式构想为电力工业提供了一种新的可能的改革模式。在单一卖方电力市场中,用电侧的供电公司竞价购电。供电公司作为市场竞争主体参与竞价购电时,其运营收益在很大程度上取决于其所采用的报价策略。针对采用分段报价函数和按供电公司实际报价结算的单一卖方电力市场,建立了供电公司报价策略的数学模型。将最优报价策略描述为随机优化问题,并采用Monte-Carlo方法求解。用一个有4家供电公司参与的单一卖方电力市场为例来说明该报价策略模型的基本特征。
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| 关 键 词： | 电力市场 单一卖方 供电公司 报价策略 随机优化 蒙特卡罗方法 |
| 文章编号： | 0258-8013（2006）16-0068-06 |
| 收稿时间： | 2006-03-09 |
| 修稿时间： | 2006-03-09 |
Optimal Bidding Strategies for Distribution Companies in Single-seller Electricity Markets |
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| XIE Jun,CHEN Xing-ying. Optimal Bidding Strategies for Distribution Companies in Single-seller Electricity Markets[J]. Proceedings of the CSEE, 2006, 26(16): 68-73 |
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| Authors: | XIE Jun CHEN Xing-ying |
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| Affiliation: | School of Electrical Engineering, Hohai University, Nanjing 210098, Jiangsu Province, China |
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| Abstract: | The bidding model of single-seller provides a new model for the deregulation of electricity markets.In single-seller electricity markets,the running profits of distribution companies,to a certain extent,depends on their bidding strategies.A methodological framework is proposed for developing optimal bidding strategies for distribution companies participating in a single-seller electricity market in which step-wise bidding functions and pay-as-bid settlement protocols are utilized.The problem of building optimal bidding strategies for distribution companies is formulated as a stochastic optimization problem,and is solved by Monte-Carlo method.Taking a single-seller electricity market with 4 distribution companies as an example,the proposed bidding strategies is demonstrated by the simulation results. |
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| Keywords: | electricity market single-seller distribution companies bidding strategies stochastic optimization Monte-Carlo method |
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