面向现货市场仿真的发电商有限理性智能体报价模型  

Bounded Rational Agent Bidding Model of Generators for Spot Market Simulation

作　　者：柴雪 苏子航 李建男 张娜 吕泉[1] CHAI Xue;SU Zihang;LI Jiannan;ZHANG Na;Lü Quan(School of Electrical Engineering,Dalian University of Technology,Dalian 116024,Liaoning Province,China;Institute of Economics and Technology of State Grid Liaoning Electric Power Co.,Ltd.,Shenyang 110015,Liaoning Province,China)

机构地区：[1]大连理工大学电气工程学院,辽宁省大连市116024 [2]国网辽宁省电力有限公司经济技术研究院,辽宁省沈阳市110015

出　　处：《电网技术》2022年第12期4800-4808,共9页Power System Technology

摘　　要：基于多智能体代理的仿真方法是一种典型的电力现货市场均衡分析手段,智能体对发电商真实报价决策的有效模拟,是仿真结果与市场现象吻合的关键。为使智能体能够描述发电商现实报价中广泛采用的经济持留策略,在分析经济持留策略特征及其心理学机理基础上,构建了具有有限理性特征的发电商智能体报价模型,包括基于多心理账户的容量分段与报价策略空间构建模型、能够反映谨慎调整与逐步试探心理的策略空间领域搜索强化学习模型,实现了对发电商有限理性报价行为的模拟。最后,采用算例验证了有限理性智能体模型的有效性,分析了有限理性对市场均衡的影响。The simulation based on multi-agents is a typical equilibrium analysis of power spot market.The effective simulation of the real bidding decision-making process by the agents is the key to the consistency between the simulation results and the market phenomenon.In order for the agents to describe the economic withholding strategy which widely are used in the real bidding of generation companies,based on the analysis of the characteristics of economic withholding strategy and its psychological mechanism,an agent bidding model of the generation companies with limited rational characteristics is constructed,which includes a capacity segmentation and bidding strategy space construction model based on multiple mental accounts,and a strategy space domain search reinforcement learning model that reflects the agents’ cautious adjustments and gradually explores their psychology.The simulation of the bounded rational bidding behavior of the generation companies is realized.Finally,an example is used to verify the effectiveness of the bounded rationality agent model,and the influence of bounded rationality on the market equilibrium is analyzed.

关 键 词：智能代理仿真 报价策略 经济持留 有限理性 多心理账户 日前电力市场 

分 类 号：TM73[电气工程—电力系统及自动化]