一种基于博弈论的发电商竞价策略模型与算法

A MODEL AND ALGORITHM OF GAME THEORY BASED BIDDING STRATEGY FOR AN INDEPENDENT POWER PROVIDER

随着电力市场化改革的推进 ,发电厂商的竞价策略问题正在受到越来越多的关注 ,解决这一问题的关键在于从数学模型上对它进行合理的描述。文中将发电厂商竞价问题看成是竞标者同市场间的对策 ,进而用博弈论中的零和二人混合对策来进行数学描述 ,经过推导给出了一种简单实用的发电厂商竞价策略。该策略的目标是使发电厂商的期望收益达到最大 ,前提条件是市场电价的预测值服从已知的正态分布规律。

The problem of the bidding strategy attracts m ore and m ore attention with the reform of power market,the key to this problem is to establish the reasonable m athem atical m odel.This paper treats itas a gam e between a bidder and the power market itself rather than among all bidders.Then a m athematical description is presented by zero- sum two- person m ixed game based on Gam e Theory. Furthermore,an optimized bidding strategy is obtained through deduction. The target of the strategy is to getthe maximum expected income of an independentpower provider.While the presupposition of the strategy is that the probability distribution function of the forecasted market price is a known norm al distribution function. Finally,a detailed calculation exam ple is given to show that the model and algorithm are applicable.