基于博弈论的电力市场双边交易智能体谈判策略  

Negotiation Strategy Based on Game Theory with Agent for Bilateral Bargaining of Power Market

作　　者：韩正华[1] 周渝慧[1] 吴俊勇[1] 徐敏杰[1] 汪海涛[2] 

机构地区：[1]北京交通大学电气工程学院,北京市100044 [2]国家电网北京电力公司,北京市100031

出　　处：《电力系统自动化》2007年第1期20-26,共7页Automation of Electric Power Systems

基　　金：北京市发改委资助项目(DQ2004L0030);北京交通大学基金资助项目(DQJ04005)。~~

摘　　要：在中国未来的批发竞争电力市场环境下,研究发电商与大用户之间“直供”的长期双边合同交易。考虑交易期望目标,提出多参与者交易的混合战略投标策略,并详细分析了在混合战略下的博弈及其纳什均衡问题。应用层次分析法(AHP)对未来可能的交易对象进行综合评判并确定混合战略的选择概率,以达到交易双方找到合适的交易对象、降低长期合同交易的谈判成本,从而成功签订交易合同的目的。应用多智能体系统(MAS)的思想对多人参与的多轮循环谈判过程进行模拟。最后用一个多人参与的算例说明了该方法的有效性。Under the environment of wholesale competition power markets in the future in China, the bilateral bargaining strategy of long-term ＂direct supply＂ contract between consumer and generation company is studied. Considering the expectant profit of bargaining, the mixed strategy for bidding in multi-player bargaining is proposed. The game theory and its Nash equilibrium in the mixed strategy are analyzed in detail. The analytic hierarchical process （AHP） is applied to synthetically evaluate potential bargainers and obtain the selected probability of mixed strategy so as to find the appropriate bargainers, reduce the cost of long-term contract negotiation, and finally sign the contact successfully. The idea of multi-agent system （MAS） is used to simulate the circulatory negotiation process of multi-player participates and the validity of the method is demonstrated by a numerical example with multi-player participates.

关 键 词：双边交易 博弈 混合战略 层次分析法 多智能体系统 谈判 电力市场 

分 类 号：F407.61[经济管理—产业经济]