随机数对基于代理的电力市场仿真实验影响分析

基于代理的仿真已成为电力市场研究的重要方法.目前,强化学习算法在代理中应用的研究已较为深入,通过随机数进行策略选择是强化学习算法的一个重要环节,因此对随机数在其中的影响研究十分必要.文中以Roth-Erev学习算法为例,分析了随机数对电力市场仿真结果的影响,比较了几种随机数生成方法在仿真中应用的优劣.同时,通过深入研究电力市场仿真中随机数与代理的关系,探讨了对随机数性质的要求,提出一种改进方法生成了可重复、高效、均匀的随机数,从而提高了基于代理的电力市场仿真实验的效率和质量.

Random Number Influence Analysis for Agent-based Electricity Market Simulation Experiments

Agent-based computational economics has become one of the most important electricity market study methods. Research on the reinforcement learning algorithm is fairly deep-going while strategy selection by means of the random number is its important link. So it's necessary to study the influence of the random number in the algorithm. With the Roth-Erev learning algorithm as an example,an analysis is made of the impact of the random number on the power market simulation results and comparisons are made betwee...