基于图形的发电商最优报价决策方法

作者基于供求关系建立了发电商优化报价的数学模型.传统上报价问题以基于博弈论的Nash均衡思想利用最优反应函数来求解,这在报价策略为一维时是有效的.但此文中发电商的行为是报价曲线,策略是其报价曲线的参数矢量,所以传统方法对此已不适用.作者利用图形来模拟交易中心的决策过程和发电商的竞价行为,通过在图形上运用Nash均衡的思想,直观地描述出发电商最优的报价曲线和收益曲线间的关系,得出了求解合理的Nash均衡策略的表达式.与传统方法相比,这种方法更简单易行.另外,对于不完全信息下的重复报价博弈,当各发电商都采用文中给出的报价机制时,通过迭代最终收敛于Nash均衡点.算例结果表明此方法是有效和实用的.

GRAPHS BASED OPTIMAL DECISION MAKING METHOD FOR BIDDING STRATEGY OF POWER SUPPLIERS

An optimization model for bidding problem of power suppliers based on the relation among power suppliers and demanders is presented. Traditionally, the bidding problem is solved by the application of the optimal reactive functions based on the Nash equilibrium idea, but this method can be effective while the bidding strategy is merely one-dimensional. However, in this paper the competitive behaviors of the power suppliers are bidding curves and the strategies are parameter vectors of their bidding curves, therefore the traditional method will be no more applicable. Here, the decision-making process and the bidding behavior of the power suppliers in the bargaining centre are simulated by graphs. By means of applying Nash equilibrium in graphs, the relation between the optimal bidding curves and the income curves of the supplier is clearly described, thereby the expressions to solve the rational Nash equilibrium strategy are obtained which is more simple and easy to use. Otherwise, when all of the power suppliers use the presented bidding mechanism, the repetitive bidding gaming under the incomplete information will finally converge at the Nash equilibrium point after the iteration. The results of the calculation examples show that the presented method is feasible and practicable.