考虑输电网约束的电力市场有限理性古诺博弈的动态演化研究

为了模拟电力市场中发电商的有限理性博弈行为,该文提出了考虑输电网约束的有限理性Cournot动态博弈模型.并在此基础上,定性分析了两寡头Cournot博弈的Nash均衡点及其稳定性,从中显示出在不同的市场参数下,对应不同的输电网运行状态：阻塞与不阻塞,市场会出现不同的Nash均衡点,甚至会出现没有Nash均衡点的情况;探讨了市场参数对市场稳定性的影响,提出了提高电力市场稳定性的措施;针对两寡头Cournot动态博弈模型,数值仿真出不同市场参数下市场的动态行为,其中着重探讨了当市场参数超出Nash均衡点稳定域后,展现出的周期甚至混沌的动态行为.

RESEARCH ON DYNAMICS OF COURNOT GAME WITH BOUNDED RATIONALITY CONSIDERING TRANSMISSION CONSTRAINTS IN POWER MARKET

In order to accurately model the game behaviors of generators with bounded rationality in power market, this paper proposes the dynamic Cournot game model with bounded rationality considering transmission constraints. With the model, the Nash equilibrium and its stability of duopoly Cournot game are analyzed qualitatively, indicating that in power market there are different Nash equilibriums in different market parameters corresponding to different operational conditions of transmission network, i.e., congestion and non-congestion, even in some cases there is not Nash equilibrium at all. The effect of some market parameters is discussed on the stability of power market, and then its improvement measures are presented. Based on the duopoly Cournot game model, the market dynamic behaviors are numerically simulated in different market parameters, in which the periodic or chaotic dynamic behaviors are focused when the market parameters are out of the stability region of Nash equilibrium.