考虑报价经验的发电商竞价策略模型

Bidding Strategy Model for Generation Companies Considering Bidding Experiences

随着发电侧区域电力市场的构建基本完成并试点运行,对于参与其中的发电商来说需要更为实用的竞价策略。提出一种对发电商具有实用性的考虑报价经验的竞价策略模型,并阐述此模型的4个关键问题:寻找理想的报价点,通过模拟市场出清法和估计竞争对手报价来实现;形成主观概率判断及对理想报价点进行风险分段;求出最优竞价电量;对形成的初始概率估计进行调整。通过中标概率主观判断的概念把历史报价的经验引入到竞价策略模型中,并通过主观概率判断的演进实现对初始概率判断的调整从而实现发电商的经验报价趋近于真实值,在东北区域电力市场初期年度第一轮竞价交易中,算例结果验证了该方法的实用性和有效性。

With the regional electricity market of the generation side having been constructed and put into the trial operation, a more practical bidding strategy is needed for generation companies when they participate in the regional electricity market. The current domestic and overseas bidding strategies are reviewed. Then a bidding strategy model considering historical bidding experiences is proposed. Four key issues on this bidding model are expounded. The first is how to seek the ideal bidding point. The second is to divide the ideal point into five parts and to estimate risks based on the subjective probability judgment. The third is to determine the most superior electric quantity. The fourth is to adjust the initial probability estimate. Historical bidding experiences can be introduced into the model through the subjective probability judgment and the initial probability judgment can be adjusted. The model has been applied in the annual bidding dealings of northeast regional electricity market and results verify the practicability and effectiveness of the proposed model.