梯级水电站代理竞价模型及均衡求解

Bidding Model of Cascaded Hydropower Stations and Equilibrium Solving Under Agency Mechanism

目前,我国普遍存在同一流域梯级水电站投资主体不统一的现象,当代表各自投资主体利益的梯级水电站单独参加竞争性电力交易时,会导致梯级水电资源配置的低效性。针对这一问题,提出一种有利于实现市场环境下梯级水电资源有效配置的代理机制。当市场规则允许时,属于不同投资主体的梯级水电站将自发地采用代理机制参与市场竞争。首先,运用机制设计理论对梯级水电站代理机制进行了初步设计;其次,建立基于供给函数的梯级水电代理竞价模型,并应用逐次逼近法和粒子群算法求解市场均衡状态;最后,通过算例对梯级水电站代理商参与日前市场的均衡状态进行模拟。所提出的模型和算法在梯级水电参与市场竞争的研究方面具有参考价值。

It is a common phenomenon that the investors of cascaded hydropower stations may not be identical in China. When cascaded hydropower stations individually behave on behalf of their respective interests, the optimized deployment of hydropower resources will not be achieved. To deal with the problem, an agency mechanism which can ensure efficient deployment of hydropower resources in electricity market is proposed. When agency mechanism is permitted, the cascaded hydropower stations which belong to different investors will use the agent for electricity market competition spontaneously. Firstly, an agency mechanism of cascaded hydropower stations is designed. Secondly, a cascaded hydropower stations bidding model based supply function is proposed. In the mean time, one kind of iteration algorithm integrated with particle swarm optimization is put forward to obtain Nash equilibrium strategy Thirdly, the case simulates the equilibrium of an electricity market in which the cascaded hydropower agent competes in day-ahead market. The model and the algorithm in this paper have a certain reference value on the research in cascaded hydropower stations＇ competition in an electricity market.