发电厂商策略性报价的行为特性初探

发电厂商的行为特性对其报价策略的选取有重大影响。文中通过指数型效益函数计入发电厂商的风险取向，得到考虑竞价失败损失和发电厂商风险取向的最优报价策略。由于风险取向的不同，发电厂商的报价策略各不相同。但在统一出清电价下，无论发电厂商是何种风险类型，其最优报价在形式上均为在其运行成本减去竞价失败损失的基础上再加上一个提升量。在成本相同的情况下，风险进取者的报价高于风险回避者。避免竞价失败损失是发电厂商报价低于成本报价的根本原因。理论分析和数值算例都说明了上述结论，并用蒙特卡罗模拟验证了最优报价的正确性。

A BASIC STUDY OF POWER SUPPLIER''''S BEHAVIOR IN STRATEGIC BIDDING

Power supplier's behaviors have great effect on its strategic bidding. With exponential utility function, the optimal bid, considering risk type of power supplier and the loss of bidding failure, is obtained. Due to different risk type, the bidding strategies of power supplier are varied. Under uniform clear pricing method, no matter what risk type power supplier takes, in format, the optimal bid is its cost minus loss of failure, and then adds uplift. With the same cost, the optimal bid of risk taker is higher than that of risk avoider. The ultimate reason that power supplier bids under its cost is to avoid loss of failure. Theoretic analysis and numeric case prove the above results. Monte Carlo simulation is used to check the optimal bid.