摘要
将电力市场短期发电决策和长期投资决策统一到一个模型框架中,基于样本路径依赖的开环信息结构建立了一个旨在描述自由竞争市场发电商长期行为的随机动态博弈模型,试图给出需求不确定条件下发电投资时机、类型及数量的动态均衡。模型求解应用了适合于大规模不确定性博弈问题的随机逼近算法。算例基础上的比较静态分析表明了初始发电容量大小和不确定程度变动对参与人容量扩张路径的定量影响。
A stochastic dynamic game model is developed to describe the long-run behavior in power generation investment under uncertainty and competition. Based on sample path adapted open loop information structure, the model involves short run generation decision and long-run investment decision into one frame, with the uncertainty in electricity demand and gencration technology as well taken into account. Then the stochastic approaching algorithm is used to find the s-adapted equilibrium. A numerical example illustrates the quantitative impact of initial capacity of generators and variance of demand uncertainty on the path of generation capacity expansion.
出处
《电力系统自动化》
EI
CSCD
北大核心
2006年第2期41-44,共4页
Automation of Electric Power Systems
基金
国家自然科学基金资助项目(70473013)。
关键词
电力市场
发电投资
随机动态博弈
不确定性
随机逼近
electricity market
investment in power generation
stochastic dynamic game
uncertainty
stochastic approaching
