不完全信息下的发电商风险竞价决策分析  

Analysis on decision of risk for generation companies with incomplete information

作　　者：朱宝昌[1] 史雷[1] 

机构地区：[1]天津市电力公司,天津市300010

出　　处：《天津电力技术》2009年第1期41-44,共4页Tianjin Electric Power Technology

摘　　要：在电力市场中,发电商关心的是,在市场规则允许的条件下如何制定合理的报价策略,从而获得最大利润。在竞价过程中,发电商彼此不知道各自的真实成本,只知道市场公布的有限信息,因此发电商的竞价问题属于不完全信息下的决策问题。文章基于Power Pool的市场模式,探讨具有市场势力的发电商制定最优报价曲线的机理,考虑市场的不确定因素,提出了一种不完全信息下竞价的风险决策模型。最后,用算例对该决策方法进行验证。In electricity market, how to develop the optimal bidding strategy under the rule allowable market has become a major problem for generation companies. In the competition process, one generation company do not know the real costs of other ones, but they understand limited information of the market announcement. Therefore bidding problem of generation companies pertain to decision problem with incomplete information. Based on the Power Pool mode, the paper diseussed mechanism of establishment bidding curve for that, generation companies with market power. In the paper, the uncertain factor of market is considered, the decision model of risk for bid with incomplete information was bringing upped. Finally, a dimple numerical example with A simple numerical example illustrating the decision method.

关 键 词：电力市场 不完全信息 报价曲线 风险决策 

分 类 号：O225[理学—运筹学与控制论] F407.61[理学—数学]