发电企业参与容量市场的纳什-主从博弈模型

Nash-Stackelberg Game Model for Power Generation Enterprises Participating in Capacity Market

发电企业的竞价行为将直接影响容量市场的出清结果,而寡头主体的存在将扭曲容量市场价格信号,影响市场正常健康发展。因此,亟须对寡头发电企业主体影响下容量市场的出清问题开展深入研究。文中提出多领导者纳什-主从博弈模型来分析发电企业参与容量市场时各主体的竞价行为。发电企业作为博弈模型的领导者,在模型上层通过策略性报价最大化其参与市场的净利润,而容量市场的出清问题则作为模型的跟随者。针对多领导者博弈模型难以直接获得均衡解的问题,采用共享约束法扩展所提博弈模型的可行域,并利用KKT最优性条件将博弈模型转化为广义纳什均衡问题。为求解问题的全局纳什均衡解,通过构造势函数将问题进一步重构成势博弈模型。最后,采用中国某省实际数据进行算例分析,以验证所提博弈模型与求解算法的有效性。算例结果表明,寡头主体数量的减少或寡头主体存量机组份额的上升将进一步加剧市场垄断现象。

The bidding behavior of power generation enterprises directly affects the clearing results of capacity markets,while the existence of oligopoly distorts the price signal of capacity markets and impacts the normal and healthy development of the market.Therefore,it is urgent to carry out in-depth research on the clearing results of capacity market under the influence of oligopoly power generation enterprises.This paper proposes a multi-leader Nash-Stackelberg game model to analyze the bidding behaviors of various power generation enterprises participating in the capacity market.As the leader of the game model,the power generation enterprise maximizes the net profit of its participation in the market through strategic quotation at the upper level of the model,while the capacity market clearing problem is the follower of the model.To solve the problem that the multi-leader game model is difficult to obtain the equilibrium solution directly,the shared-constraint method is used to extend the feasible domain of the proposed game model,and the KKT optimality condition is used to transform the game model into a generalized Nash equilibrium problem.In order to solve the global Nash equilibrium solution of the problem,the potential game model is reconstructed by constructing potential function.Finally,the actual data of a province in China are analyzed to verify the effectiveness of the proposed game model and solving algorithm.The results show that the decrease of the number of oligarchs or the increase of the share of the stock units of oligarchs will further aggravate the market monopoly phenomenon.