成本与需求约束下的不对称电力竞价博弈

Asymmetric generator bidding constrained by cost and demand

假定在双寡头电力竞价博弈中,发电厂商1与2具有不对称的策略选择方式.厂商2根据前期边际利润来调整当期的发电量,厂商1则利用厂商2在策略方面的这一信息来优化自己的策略,以使得整个考察期内的利润达到最大.利用最优控制理论来分析成本与需求约束对厂商1超额盈利能力的影响,主要结论是:如果发电厂商的边际成本上升速度快、用户的电力需求价格弹性高,那么厂商1与2在稳态时的均衡策略将趋于静态古诺模型的均衡策略,这意味着具有信息优势的厂商1并不能够使得其处于稳态时的利润明显地高于厂商2.

Assume that generators 1 and 2 have asymmetric strategies in a duopolistic bidding. Generator 2 adjusts its current strategy according to marginal profit of the last period; Generator 1 selects optimal strategy so as to maximize its objective during a given time period subjected to a dynamic constraint from generator 2＇s strategy. This paper uses optimal control to analyze the effect of cost and demand on generator 1＇s excessive profit. The main result is that, if the marginal cost increases very fast and the market demand is very elastic, then equilibrium strategy in the steady state converges to the static Cournot case. This implies that, the player with dominant information cannot improve its profit significantly.