电力市场双边协商交易的学习型出价策略

Learning Bidding Strategy of Bilateral Negotiation Transaction in Electricity Market

市场主体在双边协商交易中的出价常结合对手报价情况综合考虑,为合理模拟实际交易行为,应用鲁宾斯坦讨价还价理论搭建出价模型框架,提出市场交易原则,提炼交易轮次、目标价格、对方让步情况和市场主体的出价风格等重要因素,设计模型的贴现因子,结合贝叶斯理论,学习对手出价情况,动态更新预测对手出价底线,形成学习型出价策略。通过仿真计算,分析市场上各类出价风格的市场主体的相互交易,揭示最终成交价格与出价风格组合的关系。仿真结果表明,采用学习型出价策略可推动成交价格向有利的方向演进,是市场博弈的稳定形式。

The bid of market players in bilateral negotiation transactions is often considered in combination with the offer of the opponent.In order to simulate the actual trading behavior,this paper uses Rubinstein bargaining theory to build a bidding model framework,puts forward the market trading principles,and refines the important factors such as trading rounds,target price,concession of the opponent and bidding style of the market main body.It also designs the discount factor of the model,combines with Bayesian theory to learn the offer of the opponent,dynamically updates and forecasts the bottom line of the opponent’s bidding,and forms a learning model Bidding strategy.By means of simulation calculation,the paper analyzes the mutual transactions of various bidding styles in the market,and reveals the relationship between the final transaction price and the combination of bidding styles.The results show it is able to promote the transaction price to evolve in a favorable direction by using the learning bidding strategy,which is a stable mode of market game.