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不同结算方式下发电商投标策略的Nash均衡分析
引用本文:袁智强,蒋传文,侯志俭,张俊敏.不同结算方式下发电商投标策略的Nash均衡分析[J].上海交通大学学报,2004,38(8):1250-1255.
作者姓名:袁智强  蒋传文  侯志俭  张俊敏
作者单位:上海交通大学,电气工程系,上海,200030
摘    要:利用博弈论和最优潮流(OPF)研究了完全信息条件下发电商投标策略的Nash均衡解.考虑了2种不同的结算方式,一种按成本最小调度并以节点电价结算购电费用,另一种按购电费用最少调度并以各发电机组实际报价来结算购电费用,得到2种方式各种策略条件下各发电商的收益,进而利用博弈论找出Nash均衡点.其中各发电节点的电价利用OPF来计算.通过IEEE-9节点的算例检验了各方式在2种不同负荷水平下3个发电厂商投标策略的Nash均衡.结果表明,出现高负荷时2种方式的Nash均衡策略一致,低负荷时不相同,且当出现网络拥挤时Nash均衡策略会改变.所采用的研究方法也可用于分析不完全信息条件下发电商投标策略的Nash均衡解.

关 键 词:电力市场  Nash均衡  投标策略  完全信息  最优潮流
文章编号:1006-2467(2004)08-1250-06
修稿时间:2003年8月9日

Analysis of Nash Equilibrium of Bidding Strategies for Suppliers under Different Settlement Modes
YUAN Zhi-qiang,JIANG Chuan-wen,HOU Zhi-jian,ZHANG Jun-min.Analysis of Nash Equilibrium of Bidding Strategies for Suppliers under Different Settlement Modes[J].Journal of Shanghai Jiaotong University,2004,38(8):1250-1255.
Authors:YUAN Zhi-qiang  JIANG Chuan-wen  HOU Zhi-jian  ZHANG Jun-min
Abstract:Nash equilibrium of bidding strategies for power suppliers was studied based on optimal power flow and game theory with perfect information. The optimal power flow is employed to calculate spot price of generators considering two different settlement methods, and one method is based on nodal price while the other is based on practical bidding price, and then the payoff of every supplier with different strategy profile is achieved. Consequently, the Nash equilibrium is obtained by means of game theory. The proposed approach was tested on an IEEE-9 bus system. The Nash equilibriums of bidding strategies for power suppliers under two settlement methods with two different system loads were calculated. The results show that the Nash equilibriums of bidding strategies for power suppliers will be influenced by loads, settlement methods and transmission constraints. The presented method can also be employed to achieve Nash equilibrium of bidding strategies for power suppliers with imperfect information.
Keywords:power markets  Nash equilibrium  bidding strategy  perfect information  optimal power flow
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