不完全信息下的供电公司最优竞价策略

供电公司在确定自身竞价策略时要考虑用户对分时电价的响应。由于供电公司公布竞价策略在先,用户可根据供电公司策略作出自己的最优选择,该问题可以用stackelberg博弈问题描述。在构造单一卖方市场主要规则的基础上对stackelberg博弈模型采用了概率论和估计竞争对手竞价参数的求解方法,从而将多个供电公司间的多人不完全信息博弈问题转化为双人博弈问题来求解。算例仿真验证了该方法的有效性。

Optimal bidding strategies for distribution companies with incomplete information

Distribution companies are required to consider the reflection of consumers when they adopt bidding strategies. Because distribution companies decide firstly their strategies and then consumers have a response to their strategies, it can be described with stackelberg game model. The paper formulates a novel approach with the application of probability theory and the estimation of rival bidding strategy variation on the basis of single-bargainer matket rules. The method treats it as a game between a bidder and the "virtual rival" rather than among all bidders. At last, numeral results show the efficiency of the proposed approach.