基于贝叶斯博弈的购电商最优报价策略模型

Optimal Quotation Strategy Model of Electricity Purchaser Based on Bayesian Game

随着电力市场参与主体的多元化发展,售电公司和大用户等购电商已经成为重要的一环交易主体,如何提高购电商交易决策能力、找寻最优报价策略以保证自身利润最大化问题亟需解决。在此背景下,文中通过分析统一市场出清价格机制的交易流程与结算规则,构建了基于暗标拍卖的购电商竞价贝叶斯博弈模型,提出了大用户及售电公司在不完全信息市场中的最优报价策略,最后利用实际项目数据进行算例分析,验证了所提模型对于预估购电商最优竞价的可行性,对购电商实现利润最大化提供有益参考。

With the diversified development of the participants in the electricity market, generation companies and large consumers have become an important trading entity.How to improve the decision-making ability of electricity purchaser in the transactions and find the optimal bidding strategy to ensure their own profit maximization is an urgent issue to be solved.In this context,by analyzing the transaction process and settlement rules of the clearing price mechanism of the unified market,this paper constructs a Bayesian game model for electricity purchasers’bidding based on hidden bidding auction,and then proposes the optimal bidding strategies of large users and power selling companies in incomplete information market.Finally,the paper carries out an example analysis based on the actual project data to verify the feasibility of the proposed model for predicting the optimal bidding of electricity buyers,providing useful reference for electricity buyers to realize profit maximization.