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基于竞价成功概率的发电商报价策略的离散时间进化博弈模型 被引量:9

A Discrete Time Evolutionary Game Model of Gencos' Bidding Strategies Based on the Hit Probability
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摘要 通过对不同市场供求情况下发电商竞价成功概率与市场竞价电量空间之间函数关系的研究,建立了区域电力市场发电商竞价策略的离散时间进化博弈模型。对发电商竞价策略的发展变化趋势进行了分析,确定了系统进化稳定点。所有发电商都采取低价策略或都采取高价策略是系统的两个进化稳定策略,具体收敛到哪个均衡点取决于系统的初始状态。随着市场竞价电量空间的不断变化,达到均衡的路径和时间会发生相应的改变,但不会影响最终的均衡结果。 Through the research on function relation between generation companies' hit probability of bidding and market bidding space, a discrete time evolutionary game model for bidding strategy of generation company in areal electricity market is established. The evolution trend of generation company's bidding strategy is analyzed and the stable point of system's evolutionary is determined. There are two evolutionary stable strategies that all generation companies take the bidding strategy of low price or that of high price, and it depends on the initial state of the system that to which balancing point such bidding strategies converge. Along with the change of market bidding space, the path and time reach the balancing point will be correspondingly changed, however the final balancing result will not be impacted.
出处 《电网技术》 EI CSCD 北大核心 2006年第19期86-91,共6页 Power System Technology
关键词 进化博弈 竞价策略 离散时间模型 电力市场 evolutionary game theory bidding strategies discrete time model electricity market
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