| 基于博弈论和概率论的发电商竞价策略研究 |
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| 引用本文： | 杨根,周杰娜,胡志勇. 基于博弈论和概率论的发电商竞价策略研究[J]. 电力系统保护与控制, 2006, 34(10): 41-45 |
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| 作者姓名： | 杨根 周杰娜 胡志勇 |
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| 作者单位： | 贵州大学电气工程学院 贵州贵阳550003(杨根，周杰娜)，河南省电力公司南阳供电公司 河南南阳473000(胡志勇) |
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| 基金项目： | 贵州省科技厅工业攻关项目(黔科合(2004)GGY030) |
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| 摘 要： | 电力市场环境下,发电公司可以通过策略性投标来获得最大利润。在分析策略性报价研究现状的基础上,建立了基于博弈论和概率论的发电报价数学模型,结合发电公司追求利润最大化的目标,对发电公司竞标成功的概率进行了详细的分析,通过比较发电报价与市场出清价两者之间大小关系的可能性概率及其数学期望的求解,给出了满足发电公司期望效用函数最大的最优报价策略方法。算例分析的结果验证了该方法的有效性和可操作性。
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| 关 键 词： | 电力市场 博弈论 概率论 竞价策略 |
| 文章编号： | 1003-4897(2006)10-0041-05 |
| 收稿时间： | 2005-10-21 |
| 修稿时间： | 2005-11-28 |
Application of bidding strategies based on probability theory and game theory for generation companies |
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| YANG Gen ,ZHOU Jie-na, HU Zhi-yong. Application of bidding strategies based on probability theory and game theory for generation companies[J]. Power System Protection and Control, 2006, 34(10): 41-45 |
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| Authors: | YANG Gen ZHOU Jie-na HU Zhi-yong |
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| Affiliation: | 1. School of Electrical Engineering, Guizhou University, Guiyang 550003, China ; 2. Nanyang Power Supply Branch, Nanyang 473000 ,China |
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| Abstract: | In electricity market environment,generation company can gain maximum profits with tactical bidding strategies.Based on these present bidding strategies,this paper presents a mathematical bidding model based on probability theory and game theory.In order to meet the maximum profits for generation company,it details the successful bidding possibility of generation company,and draws an optimal bidding strategies that can fulfill the maximum expectation profits by comparing the possibility distributing of bidding and market clearing price(MCP) and solving mathematical expectation.A simple numerical example proves,the given model and method are effective and feasible. |
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| Keywords: | electricity market game theory probability theory bidding strategy |
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