基于纳什均衡理论的电力市场动态投标分析  

Analysis of Dynamic Bidding Model for Power Markets Based on Nash Equilibrium Theory

作　　者：童小娇[1] 邴萍萍[1] 杨洪明[1] 

机构地区：[1]长沙理工大学,湖南省长沙市410076

出　　处：《中国电机工程学报》2008年第7期84-90,共7页Proceedings of the CSEE

基　　金：国家自然科学基金项目(60474070;70601003);湖南省科技资助项目(06FJ3038)~~

摘　　要：为准确模拟电力市场参与者的动态决策过程,基于供给函数和纳什(Nash)均衡理论,考虑输电网固有的特性,提出计及输电网约束的电力市场动态供应函数模型。新模型由一差分动态系统和由非线性互补函数转换的半光滑方程系统构成,参与者策略报价的决策变量考虑为供应函数的线性和二次项系数。基于此两参数投标模型,以3个节点组成的电力市场为例,分析在不同市场参数和不同输电网运行状态(阻塞和不阻塞)下,市场的Nash均衡状况和均衡点的局部稳定性;通过数值仿真探讨不同市场参数对市场的动态行为及局部稳定性的影响;并与古诺(Cournot)模型进行仿真比较,仿真结果显示了供应函数模型更符合电力市场的运营情况。To accurately simulate the dynamic decisionmaking of market participants, taking into account the inherent features of power network, the paper proposed a dynamic supply model of electricity market considering power network constraints based on the supply function approach and Nash equilibrium theory. The new model is composed of a differential dynamic system and semi-smooth equations system which is reformulated by nonlinear complementarity problem （NCP）. The bidding variable is considered as the linear and quadratic coefficients of the supply function. Based on this model, as an example with three lines and three buses, the Nash equilibrium and its stability were analyzed in different market parameters and different operational conditions of transmission network, i.e. congestion and non-congestion; by using the numerical simulation approach, the effect of different market parameters to the dynamic behaviors and stability of markets was discussed; and the results were compared with the Cournot model. The simulating results show that the supply model is valid.

关 键 词：电力市场 动态投标模型 纳什均衡 供应函数 稳定性 

分 类 号：TM743[电气工程—电力系统及自动化]