基于次序统计量的发电公司竞价策略研究

Study on Bidding Strategy of Generation Company based on Order Statistic

假定竞争对手的报价策略变量服从某种经验分布,基于贝叶斯博弈原理,运用次序统计量方法,分别对电力需求确定与不确定情况下的发电公司竞价构造了博弈模型,并通过模型的求解与分析,给出了发电公司的均衡报价策略;最后对由5个发电商组成的电力竞价市场进行了算例分析,结果表明:发电商的均衡报价要么接近报价上限,要么在较低价格水平上随成本呈正向变动.

Based on the hypothesis that the bid variables of the rivals are stochastic variables drawn from same empirical distribution, electric power bidding are analyzed by game models under certain and uncertain electric power market demand with Bayesian game theory and order statistic principle, then the bidding strategys of generation company are deduced by solving the models. At last, a numerical example that the electric power bidding market consists of five generation company is presented , and the conclusion is obtained that equilibrium bid of generation company is close to upper limit permitted, or rises with its generation eost＇s increasing in low-level bid.