构造发电公司投标策略的一种新方法——微增响应猜测法初探  

A CONJECTURAL VARIATION BASED METHOD TO DEVELOP BIDDING STRATEGIES FOR GENERATION COMPANIES IN ELECTRICITY MARKET

作　　者：宋依群[1,2] 倪以信[2] 文福拴[2] 侯志俭[1] 吴复立[2] 

机构地区：[1]上海交通大学电气工程系,上海200240 [2]香港大学电机电子工程系,中国香港特别行政区

出　　处：《电网技术》2003年第11期34-37,共4页Power System Technology

基　　金：国家重点基础研究专项经费资助(G1998020301);香港特别行政区政府研究基金(RGC)资助;香港大学研究基金(CRCG)资助。

摘　　要：介绍了微增响应猜测法(Conjectural Variation,CV)的基本概念,提出了基于这种方法构造发电公司在不完全信息情况下的最优投标策略。通过理论分析和算例计算,结果表明基于经典博弈理论构造的发电公司的最优投标策略是该方法的一种特例。采用该方法进行市场模拟时,对各发电公司不同的微增响应猜测进行组合,可以得到不同的市场均衡点,且均为Nash均衡点。After a brief description of fundamentals of the conjectural variation (CV) method, a novel CV-based method to develop optimal bidding strategies under incomplete information for generation companies participating in an electricity market are presented, with an objective of profit maximization. Through the theoretical analysis and the results of calculation examples it is shown that the classical game theory based bidding strategies is only a special case of the solution family of the presented method. By using the proposed method, different Nash equilibria of the electricity market could be attained corresponding to different CV sets assumed by generation companies. Conclusions obtained from theoretical analysis are well demonstrated by numerical simulation results.

关 键 词：发电公司 投标策略 微增响应猜测法 电力市场 电力工业 电价 

分 类 号：F407.61[经济管理—产业经济]