小型电力供应商的竞标策略研究

BIDDING STRATEGY FOR PRICE-TAKER IN THE DAILY POWER MARKET

对一类其竞标策略对电力市场实时价格的影响可以忽略不计的小型电力供应商 ( price-taker) ,就如何选择竞标策略的问题进行了研究。在 3个相关定理的基础上 ,利用蒙特卡罗方法对由 Scenario方法和经济调度方法分别给出的竞标策略进行评估 ,并由此给出一种竞标策略选择的系统方法。该方法不仅可以解决小型电力供应商的竞标策略选择 ,也可用于一般电力供应商的竞标策略选择。

This paper discusses how to select bidding strategy for price- taker whose decision- making has negligible effect on the m arket cleaning price MCP .In the first place,Scenario method and resource scheduling method are two bidding strategies for the price- taker. Better strategy is then selected by evaluating the two strategies using Monte Carlo method. Numerical results are analyzed using historical MCPs from the California market and a price- taker with 10 units.By the proposed method,bidding strategy can be selected not only for the price- taker,but also for ordinary generation suppliers.