基于双人博弈且参数估计下的发电商报价策略研究  

Research on Generating Entities'Bidding Strategies Based on Double-Person Gaming and Parameters Estimation

作　　者：刘建良[1] 周杰娜[1] 杨华[1] 

机构地区：[1]贵州大学电气工程学院,贵州省贵阳市550003

出　　处：《中国电机工程学报》2007年第19期62-67,共6页Proceedings of the CSEE

基　　金：贵州省科技厅工业攻关项目(黔科合(2004)GGY030)。

摘　　要：在竞争性电力市场下,发电商之间的竞价可以描述成一个不完全信息下的非合作博弈过程。该文在对发电商的策略性报价现有研究基础上,提出了发电商基于双人博弈、参数估计下的最优策略性报价,建立了数学模型并给出了其求解方法,从而较好地解决了现实情况中难以解决的多人博弈以及不完全信息的处理问题。其结论是:当对竞争对手的报价参数估计正确的情况下,其最佳策略收敛于纳什(Nash)均衡点。该文最后通过算例验证了该方法的有效性。In a competitive electricity market,the competitive bidding among the generating entities can be modeled as a non-cooperative game with incomplete information. Based on the present research of generating entities＇bidding strategies, this paper presents an optimal model based on double-person gaming and parameters estimation, formulates a novel mathematic model and gives the right approach,the method solving effectively the problem of multi-person gaming and incomplete information,which remain very difficult problems at present.The conclusion is： the optimized bidding strategies converge on the Nash equilibrium when rightly estimate the bidding parameters of the opponent. In the end,the efficiency of the proposed approach is proved by a numeral case.

关 键 词：电力市场 报价策略 双人博弈 参数估计 纳什 (Nash)均衡 

分 类 号：TM77[电气工程—电力系统及自动化]