计及输电约束的线性供应函数激励显示机制

TRANSMISSION CONSTRAINED INCENTIVE REVELATION MECHANISM OFLINEAR SUPPLY FUNCTIONS

基于博弈论中的机制设计理论和线性供应函数均衡(LSFE)理论,设计了一种激励相容的线性供应函数激励显示机制。依据该机制,所有发电商的最优报价策略为呈报其真实的边际成本曲线;所有用户的最优报价策略为呈报其真实的边际效用曲线;而且参与者(发电商和用户)是否披露其真实的经济信息与输电约束及其他所有参与者的报价策略无关,即所有参与者披露其真实的经济信息为市场惟一的纳什均衡,且该均衡为占优战略均衡。从而,独立系统运行员(ISO)根据参与者的报价曲线实施经济调度,以实现电力资源的优化配置和社会福利的最大化。不仅从理论上论证了所提出的激励机制的合理性,而且以IEEE 3机9节点电力系统为例进一步验证了该机制在限制市场势力和提高电力系统运行效率方面的有效性。

Based on mechanism design and linear supply function equilibrium (LSFE) of game theory, an incentive compatible mechanism called incentive revelation mechanism of linear supply function is designed. According to this mechanism, the optimal bidding strategies of all generators are submitting their true marginal cost curves and the optimal bidding strategies of all consumers are submitting their true marginal benefit curves. Furthermore, whether or not a participant (generator or consumer) presents its true economic information is independent of transmission constraints and the actions of other participants, i.e., revealing true economic information of all participants is the unique Nash equilibrium of the market and the equilibrium is dominant-strategy equilibrium. Consequently, independent system operator (ISO) can make optimal distribution of electric power resources and maximize social welfare by economic dispatch with participants' bidding curves. Not only is the rationality of the incentive mechanism presented testified, but also the effectiveness of the mechanism in restricting market power and improving the operation efficiency of power system is demonstrated by taking IEEE 3-machine 9-bus power system as an illustrative example.