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基于蒙特卡罗的电力市场双边交易竞价策略研究

The study of bidding strategy in bilateral trade power market based on Monte Carlo
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摘要 在批发竞争市场环境下,研究双边交易市场中经纪人的交易策略。分析经纪人交易原理、类型、报价规则及社会效益。通过蒙特卡罗方法模拟研究买卖双方的最优报价策略,并用一个算例验证报价策略的有效性。 The paper studied the trading strategies with agents in bilateral power market under a wholesale competing environment.It also analyzed the trading principles and catalogues,pricing regulations and agents’ social benefits in the trade.By employing Monte Carlo method,the paper studied the best pricing strategy for both sides.And finally a practical example was used to test the efficiency of the pricing strategy.
出处 《电力需求侧管理》 2011年第2期8-11,共4页 Power Demand Side Management
关键词 经纪人 双边交易 蒙特卡罗 交易策略 agent bilateral trade Monte Carlo trading strategy
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