基于未确知数的发电企业分段竞价策略  

Staircase Bidding Strategies for Generation Enterprise Based on Unascertained Mathematics

作　　者：黄涛[1] 顾洁[1] 

机构地区：[1]上海交通大学电气工程系,上海市200240

出　　处：《电力系统自动化》2007年第6期23-27,76,共6页Automation of Electric Power Systems

摘　　要：提出了基于未确知数的发电企业分段竞价策略形成的新方法,即采用未确知数表示市场出清价格、企业上网电量、企业发电成本等较为复杂的不确定性信息。针对未确知数基本运算结果与某些实际物理过程不相符合的缺点,提出了修正的同阶未确知数和同元未确知数的计算定义,并采用该定义得出企业的期望收益未确知数,为企业根据自身风险承受能力和市场情况形成最后的报价方案提供依据。该方法不需要对市场出清价格的分布进行假设,计算结果可以提供比传统方法更多的信息;高阶的未确知数可以更为精细地反映市场的真实情况,为发电企业提供更为详细的市场信息和备选方案。实际系统算例证明了该理论在竞价方案形成过程中的可行性与优越性。A new approach to form staircase bidding strategies is presented based on unascertained mathematics （UM）. Unascertained and melted information such as market clearing price （MCP）, bidding energy, and generation cost is expressed by their counterpart unascertained rational numbers. A modified calculation formula is defined to solve the problem that the results are sometimes not in accord with physical phenomena by conventional calculation rules of UM, and it is used to attain the expected profits which are the bases of the final strategies considering their risks and the situation of the market as well. The approach does not need to assume the distribution of MCP, and the derived results can provide much information than traditional ones. The unascertained rational number with higher order can precisely simulate the situation of the market and give much information and alternative strategies for the enterprise. Its validity and superiority are demonstrated via an example.

关 键 词：市场出清电价 分段竞价 竞价策略 不确定性信息 未确知数理论 电力市场 

分 类 号：F407.61[经济管理—产业经济]