| 市场环境下发电公司的动态学习与市场猜测均衡 |
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| 引用本文： | 宋依群,倪以信,侯志俭,吴复立.市场环境下发电公司的动态学习与市场猜测均衡[J].上海交通大学学报,2004,38(8):1256-1259. |
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| 作者姓名： | 宋依群 倪以信 侯志俭 吴复立 |
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| 作者单位： | 1. 上海交通大学,电气工程系,上海,200030
2. 香港大学,电机及电子工程系,香港 |
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| 摘 要： | 提出了基于猜测供给函数模型的发电公司动态学习模型，用于分析和预测重复博弈的不完全信息电力市场环境下发电公司潜在的市场力．各发电公司根据公布的前阶段市场运行数据动态地调整其微增响应猜测，使之能够准确反映所有竞争对手相应于市场结清电价单位变化时所愿意引起的出力变化，从而动态调整提交的供给函数以获得短期最大利润．算例分析表明，发电公司动态学习有利可图；经过各发电公司动态学习并不断调整优化猜测供给函数将引导市场最终达到一猜测均衡结果．
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| 关 键 词： | 电力市场 猜测均衡 动态学习 猜测供给函数 策略行为 |
| 文章编号： | 1006-2467(2004)08-1256-04 |
| 修稿时间： | 2003年8月29日 |
Dynamic Learning of Generation Companies and Conjectural Equilibrium in Electricity Spot Market |
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| SONG Yi-qun,NI Yi-xin,HOU Zhi-jian,WU Fu-li.Dynamic Learning of Generation Companies and Conjectural Equilibrium in Electricity Spot Market[J].Journal of Shanghai Jiaotong University,2004,38(8):1256-1259. |
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| Authors: | SONG Yi-qun NI Yi-xin HOU Zhi-jian WU Fu-li |
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| Institution: | SONG Yi-qun~1,NI Yi-xin~2,HOU Zhi-jian~1,WU Fu-li~2 |
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| Abstract: | A dynamic learning model of generation companies under deregulation was proposed based on conjectured supply function(CSF)equilibrium. It can be used to forecast and evaluate potential market power generation companies possessed from repeatedly gaming in electricity market with incomplete information. On the basis of published historical data of market operation, individual companies can learn dynamically and regulate their conjectures to fit accurate strategic behaviors of their rivals in order to maximize their own profits. It is shown via case studies that companies have incentive to learn dynamically since learning will bring them more profit, and that the market will get to a conjectural equilibrium when all companies learn and regulate corresponding conjectures. |
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| Keywords: | power markets conjectural equilibrium dynamic learning conjectured supply function strategic behavior |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
