基于博弈论的发电厂竞价策略模拟研究与风险分析

对一种基于博弈论的发电厂商参与市场竞价的数学模型进行了研究。该模型以发电厂商的期望收益最大为目标,采用零和二人混合对策描述竞价问题,并假设市场电价符合正态分布。由于实际市场环境有很多不确定因素,模拟运行是评估和修正竞价策略的有效方法。采用实际机组和电力市场的数据,对几种报价方案进行了模拟,对收益和风险进行了统计分析,并对最优报价方案进行了调整。

Simulation and risk analysis of a bidding strategy based on game theory for electricity supplier

A mathematical model of bidding strategy based on game theory for electricity suppliers in competitive power market is studied. The aim of the model is maximizing its expected income. It describes the bidding problem with zero-sum and two-person mixed strategy and proposes the market price according to normal distribution. But there are many factors that cannot be assured by decision-maker in power market. Simulation has proved to be an effective method to evaluate and correct the bidding scheme. Some different schemes are presented for the simulated bidding processes. Price and demand data of a power market and cost function of a steam-turbine generator unit are adopted for the simulation. The simulation results especially the average income and risk are analyzed. A revised optimal bidding scheme is presented.