电力市场中发电公司间默契合谋机理的研究  

An Investigation on the Mechanism of Tacit Collusions Among Generation Companies in Electricity Markets

作　　者：马新顺[1] 文福拴[2] 刘建新[1] 

机构地区：[1]华北电力大学电力工程系,河北省保定市071003 [2]香港大学电机电子工程学系

出　　处：《电力系统自动化》2005年第17期1-7,27,共8页Automation of Electric Power Systems

基　　金：香港政府研究资助局(RGC)资助项目(7173/03E)香港大学"种子"基金资助项目(10205245/38689/14300/301/01)~~

摘　　要：电力现货市场所具有的无限重复拍卖特征使参与市场竞争的发电公司之间有可能形成默契合谋,从而影响市场的正常和有效运营。在完全信息非合作无限重复博弈理论的框架内,对默契合谋形成的机理进行了定性研究。首先建立了由两家完全对称的发电公司参与、采用统一价格结算的电力市场中的单时段静态博弈模型,给出了纳什均衡解的存在性定理。以此为基础,在考虑了负荷周期性变化的前提下,研究了在无限重复拍卖的电力市场中两家对称的发电公司间的默契合谋问题,得到了合谋均衡可维持性的充要条件。通过理论分析与数值模拟,研究了合谋均衡可维持性与发电公司装机容量以及负荷变化的关系,考察了线性与二次两种不同形式的发电生产成本函数对合谋均衡解的影响,得到了一些有意义的结论。The infinitely repeated auctions in electricity markets facilitate the forming of tacit collusions among generation companies which certainly have negative effects on the normal and efficient operation of electricity markets. In the framework of infinitely repeated non-cooperative game theory under complete information, an effort is made for examining the mechanism of tacit collusions among generation companies. A single-period static gaming model is first developed for two symmetrical generation companies in an electricity market with the market clearing price （MCP） employed for settlement, and the existence of a Nash equilibrium state is proved. On this basis, the mechanism of the tacit collusion among two generation companies in infinitely repeated auctions is next investigated with cyclical demand fluctuations taken into consideration, and a sufficient as well as necessary condition is obtained concerning the sustainability of a tacit collusion equilibrium state. The relationships between the sustalnability of the tacit collusion and generation installed capacities of generation companies as well as the cyclical load fluctuations are analyzed through both theoretical and numerical studies, and the impacts of linear and quadratic production cost functions on the tacit collusion equilibrium state are examined.

关 键 词：电力市场 非合作博弈 默契合谋 周期性负荷变化 

分 类 号：F407.61[经济管理—产业经济]