区域电力市场环境下的省电力公司报价策略研究  

Study on the bidding strategies for provincial electricity power company under regional electricity power market

作　　者：谭忠富[1] 王绵斌[1] 尚金成[2] 乞建勋[1] 

机构地区：[1]华北电力大学电力经济研究所,北京102206 [2]河南省电力公司,河南郑州450052

出　　处：《电力系统保护与控制》2008年第22期8-14,共7页Power System Protection and Control

基　　金：国家自然科学基金资助项目(70373017)、(70571023)~~

摘　　要：在区域电力市场环境下,如何利用有效信息,获得最优报价策略是省电力公司急待解决的问题。针对存在多个发电商和多个省电力公司报价的区域电力市场,采用线性报价规则和统一边际电价结算方法对市场出清价的解析式进行推导;在不完全信息条件下,对各发电商和省电力公司的报价策略进行估计,并采用概率统计理论,假设其服从一定的分布;根据其分布参数进一步推导市场出清价的分布。在此基础上,对省电力公司报价成功与不成功的概率进行计算,并采用博弈论构建省电力公司的期望收益优化模型,通过求解得出报价的贝叶斯均衡,即省电力公司的最优报价策略。算例表明,本文提出的报价策略模型是可行的,对省电力公司有一定的指导作用。It is an urgent problem to solve for provincial power grid company that how to get an optimal bidding strategies using the effective information .For there were many energy purchasers＇ and many generations＇ bidding in the regional electricity power markets, the formula of market clear price is derivate under linear bidding rule and marginal electric price clearing. Under the incomplete information, the bidding strategies of the generations and the provincial power grid companies are estimated. And supposed they obeyed certain distributions with probability statistical theory. According to their distributing parameters, the distribution of market clear price is derivate. On this basis, the probability of bidding success and unsuccess for provincial power Grid Company are calculated and the expectation income-function model is constructed with game theory. Through solving the model, the bidding bays equilibrium is gotten, which is the optimal bidding strategies for provincial power Grid Company. The example shows that the presented bidding strategies model is feasible and helpful to the provincial power grid company.

关 键 词：区域电力市场 省电力公司 报价策略 概率统计 贝叶斯均衡 

分 类 号：F426.61[经济管理—产业经济] TP399-C2[自动化与计算机技术—计算机应用技术]