基于效用函数的发电商竞价策略研究

Study on Bidding Strategy of Power Supply Companies Based on Utility Function

随着电力市场改革的进行,发电侧开放的程度不断加深,在此背景下,如何提高发电商竞价效率,提出最优报价以获得最大收益,在交易过程取得竞争优势,成为发电企业急需解决的问题。通过引入效用函数,以发电商收益效用最大化为目标,构建了发电商最优竞价贝叶斯博弈模型,根据纳什均衡解提出了最优竞价策略,最后结合实际电力市场交易数据进行了算例分析,并对影响报价的主要因素进行了深入讨论,验证了模型的适用性和有效性,可以为发电商参与电力市场交易提供有益指导。

With the reform of the electricity market,the opening degree of the power generation side is deepening.In this context,how to improve the bidding efficiency of power generation companies,offer the best price to obtain the maximum profit,and obtain the competitive advantage in the transaction process,has become an urgent issue for power generation companies to solve.By introducing utility function,this paper takes the revenue utility maximization of power suppliers as the objective to construct the optimal bidding Bayesian game model for power generation companies.And then the optimal bidding strategy is proposed according to Nash equilibrium solution.Finally,the paper employs the actual power market transaction data to make an example analysis,and deeply discusses the main factors that affect the quotation,verifying the applicability and validity of the model,which can provide useful guidance for generation companies to participate in electricity market transactions.