基于博弈论的电力市场中市场力的分析

Analysis on Market Power in the Electricity Market Using Game Theory

本文概略地介绍了博弈论、电力市场及市场力等相关基础概念及基本理论,基于博弈论的方法对电力市场的市场力进行分析。文章着重于分析在电力市场环境下参与者的竞争中各自最佳策略的求取。基于信息不完全的情况,以三公司系统为模型,使用三节点电力市场,即公司A,B为发电商,为公司C提供电能,A与B利用博弈算法得出各自最佳策略。总结为二人博弈。由于这些策略按照竞争者策略来说是最好的,因此该博弈称均衡博弈,这些最佳策略就是分析得到的纳什均衡解。即当对方行使某一策略时,各自都有最佳的应对方案。事实上,当一个博弈存在纳什均衡时,所有理性参与者都会按照纳什均衡解进行博弈,从而最大化自身的条件受益。亦即参与者在通过博弈行使其市场力。

The paper principally presented the introductions of the fundamental concepts and theories of game theory,electricity market and market power.We analyzed the market power in electricity market based on the game theory. The article emphasised on how to get the best strategies of the participants competing in the electricity market.In the case of the incomplete information,take the three-company system as a model,in this case,there are two generators supplying one load.The company A and company B are the generators,supplying the electric power to company C,the company A and company B get their best strategies in the use of game theory.In one word,it is gaming between the two.Because the strategies are the best of the existing strategies to the competitors,it is named equilibrium game,and the best strategies are the Nash equilibrium solutions.When the opposing company uses a certain strategy,the other side has their best replying strategy.Exactly speaking,once there is a Nash equilibrium,the rational participants will certainly gaming according to the Nash equilibrium,as to maximize their conditional benefit.It means that the participants using the market power according to the game theory.