抑制发电商串谋的Vickrey竞价机制  

Vickrey Bidding Mechanism Restraining Generators' Tacit Collusion

作　　者：秦志强[1,2] 赵会茹[1] 李春杰[1] 

机构地区：[1]华北电力大学经济与管理学院,北京102206 [2]广西电网公司贵港供电局,广西贵港537100

出　　处：《运筹与管理》2012年第5期170-181,共12页Operations Research and Management Science

基　　金：国家自然科学基金资助项目(70971038)

摘　　要：将拍卖理论引入电力市场有效竞价机制设计。对于日复一日的电力现货拍卖市场而言,要使发电商按真实成本报价,应使竞价拍卖机制不仅满足激励相容,还要抑制发电商的默契合谋。广义Vickrey拍卖是激励相容的拍卖机制,在激励性电力市场竞价机制设计中具有重要的应用价值。基于期权和广义Vickrey,设计了单一购买者模式日前现货交易中,满足激励相容约束、抑制发电商默契合谋的电力市场竞价机制;并论证了新机制满足激励相容、个人理性约束;分析了新机制抑制发电商默契合谋的机理。In this paper,we have introduced the auction theory into bidding mechanism design in electricity bidding market.A bidding mechanism is an effective one if it can both prompt generators biding according to their true cost and restrain tacit collusion between generators.Based on generalized Vickrey auction and the market model of single purchaser,an incentive compatible bidding mechanism restraining generators ＇ tacit collusion is designed.Our demonstration shows that this novel mechanism meets constraints of incentive compatibility and individual rationality.

关 键 词：电力市场 激励性竞价机制 广义Vickrey拍卖 默契合谋 

分 类 号：TM73[电气工程—电力系统及自动化] F123.9[经济管理—世界经济]