不完全信息下发电商竞价策略贝叶斯博弈分析  

Bayesian Game Analysis of Bidding Strategy of Generation Company with Incomplete Information

作　　者：张新华[1] 叶泽[1] 

机构地区：[1]长沙理工大学管理学院,湖南长沙410076

出　　处：《管理工程学报》2007年第4期147-149,共3页Journal of Industrial Engineering and Engineering Management

基　　金：国家自然科学基金资助项目(70501006)

摘　　要：电力竞价是一个不完全信息下的博弈问题。论文假定竞争对手的报价服从已知区间[a,b]上的独立同分布,基于贝叶斯博弈原理,分别对容量相同的双寡头市场、容量相同与不同情况下的多个发电商的竞价进行了模型化分析,并给出了发电商的最优报价。最后,给出了简单算例分析。Power bidding is a game process with imcomplete information. Based on the hypothesis that the bids of the rivals are stochastic variable drawn from same distribution over given interval [ a, b ], the optimal bidding models are presented with Bayesian game principle, and three situations are considered respectively , which include duopoly power market with same genaration capacity and the markets consisted of more than two generators with same or different genaration capacity. Then the optimal bidding strategys of generation companies are deduced. At last, a simple numerical example is presented to illustate the presented method.

关 键 词：贝叶斯博弈 次序统计量 不完全信息 竞价策略 电力市场 

分 类 号：F123.9[经济管理—世界经济]