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博弈论在电力市场中的应用
引用本文:韩正华,周渝慧. 博弈论在电力市场中的应用[J]. 华北电力技术, 2006, 13(3): 17-20
作者姓名:韩正华  周渝慧
作者单位:北京交通大学,北京,100044;北京交通大学,北京,100044
摘    要:全球电力工业市场化为博弈论(又叫对策论)的应用提供了舞台。自放松管制、发电侧开放,形成竞争的市场后,博弈论的应用首先出现在发电商的策略报价上。随着电力工业市场化改革的推进,博弈论的应用也得到了不断的完善和发展。该文对博弈论在电力市场中应用进行了概括性的总结,并提出一种普遍适用的交易双方不完全信息贝叶斯纳什均衡报价策略,不但适用于短期交易的报价,也适用于长期和约报价。

关 键 词:电力市场  双边交易  博弈论  不完全信息  贝叶斯纳什均衡
文章编号:1003-9171(2006)03-0017-04
收稿时间:2005-11-23
修稿时间:2005-11-23

Application of Game Theory in Electric Power Market
Han Zheng-hua,Zhou Yu-hui. Application of Game Theory in Electric Power Market[J]. North China Electric Power, 2006, 13(3): 17-20
Authors:Han Zheng-hua  Zhou Yu-hui
Affiliation:Beijing Jiaotong University, Beijing 100044 ,China
Abstract:The reform of power industry all over the world provides a stage for the application of game theory.Since deregulation and opening up of generation market and formation of competitive power market,game theory begin tobe applied to electricity pricing strategy.With deepening of power industry reform,game theory application in power electric market gradually obtains perfection and development.This paper presents an overview about the application of game theory in electric power market.And presents a strategy of incomplete information with Bayesian Nash equilibrium idea for pricing in bilateral transaction.This game theory can apply in short-term bilateral transaction and long-term contract transaction.
Keywords:electric power market  bilateral transaction  game theory  incomplete information  Bayesian Nash equilibrium idea
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