电力市场中发电商的供给函数平衡

Supply Function Equilibrium of Producers in Competitive Electric Power Market

在考虑网络约束的电力市场下,应用博弈理论,提出了通过改变发电商报价曲线斜率来寻求发电商的供给函数平衡的新的有效方法.模型中,独立系统操作员根据发电商的供给函数以及用户的需求函数最大化系统剩余而发电商的策略报价则是使其发电剩余最大化.发电商通过改变报价曲线的截距可解析求出这2个嵌套优化问题.在博弈的每一步,发电商首先通过改变其报价曲线的截距求得使其发电剩余最大的市场平衡点,然后根据该市场平衡点和边际成本的截距求得的报价曲线的最佳斜率,找到在该步的最佳供给函数.当整个博弈过程达到Nash平衡点时,发电商将找到供给函数平衡.用已有文献中同样的算例来验证文中方法的有效性.将IEEE-30和IEEE-118节点系统作为算例,给出2个算例中发电商采用改变斜率和改变截距两种报价策略所得市场结果的比较.

A new and efficient approach to find supply function equilibrium of producers for network constrained electricity markets according to the bidding slope option was proposed and the game theory was applied. In the model, the two-level optimization problems, that is, the independent system operator maximizes the system surplus according to the offer curves of producers and demand curves of consumers while the producers bid to maximize their producer surplus, are solved analytically based on the producers bidding intercept. The active producer finds the best slope of his/her supply function, according to the market equilibrium in the step, which is found by changing intercept during his/her strategic bidding, and the intercept of his/her marginal cost. The best supply function of the active producer in the step is found accordingly. Supply function equilibrium of producers are found when the Nash equilibrium of the game reaches. The validity of the approach was tested by the same test case in other literatures. The approach proposed was applied to study IEEE 30 and IEEE 118 bus system and comparison between bidding slopes and bidding intercept was introduced, as well, with reference to the two test system.