不确定需求下的电力竞价贝叶斯博弈模型

电力竞价是一个不完全信息的博弈过程.假定竞争对手的报价服从已知区间上的某种分布,分别构建了确定需求与不确定需求条件下的二发电商电力竞价博弈模型,并给出这2个模型的贝叶斯纳什均衡解,即发电商在不同条件下的均衡报价.最后假定竞争对手的报价服从均匀分布,对构建的模型进行了分析,分析结论表明:在确定电力需求情况下,发电商的均衡报价一般在报价上,下限附近波动;而在不确定电力需求下,发电商的报价在报价下限与报价区间中点之间波动:当竞争对手的最大可供电量很少时,选择报价区间中点,而当发电成本很少时,很可能选择报价下限.

Bayesian game model on electric power bidding under uncertain demand

Electric power bidding is a game process with imcomplete information.Based on the hypothesis that the bid of the rival is a stochastic variable that obeys some distribution over given interval,power bidding behaviors of power plant company under certain and uncertain electricity power demand are modelled respectively by two generators game.Then the equilibrium bids of power plant company,which are the Bayesian Nash equilibrium of the models are deduced.In the end,under the hypothesis of uniform distribution,the analysis of the models is presented,and a conclusion is drawn that the equilibrium bid is close to the upper or lower limit permitted under certain electricity power demand generally,but the optimal bid fluctuates between lower limit and the middle point of bid interval permitted for a power company under uncertain electricity power demand,and the middle point bid is chosen if maximal supply of the rival is close to zero,and lower limit is chosen possibly if generation power cost is close to zero.