基于灵敏度分析的机组电价决策及其算法

基于博弈论的机组报价分析算法中，要对所有机组的高中低3种报价组合进行机组功率分配计算。如果系统中机组数较多，计算工作量将会十分巨大。目前的基于Nasb均衡点求解的方法只能竞价一个电价参数，因而很难用于实际系统。该文提出了基于最优解灵敏度的二电价参数的Nasb均衡点求解方法。与已有文献相比，该方法具有数学模型合理可行实用之特点，可用于中长期电量电力市场，日前电力市场，实时电力市场以及辅助服务市场竞价策略的分析。文中给出了实例分析结果，表明所提方法正确合理。

SENSITIVITY BASED ANALYSIS METHOD AND ALGORITHM FOR GENERATION BIDDING

The bidding strategies are studied. The bidding strategy analysis method based on Game theory needs to calculate the unit output power for every combination of the possible bidding strategies of all the units in the whole system. If there are lots of units in the system, the calculation will be very time consuming. Current Nash equilibrium point based method can only optimize one price parameter. It is difficult to use the current method to analyze the bidding strategies of the practical system. In this paper, the optimal solution sensitivity based method for two-parameter price is proposed. Compared with the methods in available literatures, the proposed method has the advantages of more reasonable and practical mathematical model. The method can be used in the bidding analysis for long-medium term market, day-ahead market, real time market and auxiliary service market. Practical analysis is presented.