基于扩展期望收益的发电商竞标决策模型

A NOVEL DECISION-MAKING MODEL OF ELECTRICITY SUPPLIER BIDDING BASED ON EXTENDED EXPECTED REWARD

发电商的竞标决策属风险决策。文中结合具体的市场规则 ,分析了发电商竞标这一风险决策过程中的收益和机会损失情况 ,在采用概率分析方法进行量化处理后 ,提出了扩展期望收益的新概念并建立了相应的竞标决策模型。该模型将成本、收益、风险等因素有机地结合起来 ,并通过引入冒险因子和规避因子 ,很好地反映了发电商的风险偏好 ,即规避因子越大 ,决策越趋于保守 ;冒险因子越大 ,则决策越趋于冒险。最后 。

The strategic bidding is a decision making under risk in the electricity market. This paper analyzes the reward and loss during the course of bidding given the specified rules of electricity market. By the quantitative analysis, a novel concept EER (extended expected reward) is defined. On the basis of EER, a bidding model which integrates cost,reward,risk and other factors is introduced. The model contains the adventure coefficient and the aversion coefficient, whose values reflect the decision maker's attitude towards risk in the decision making of the bidding. The greater the aversion coefficient is, the more conservative the strategy will be. While the greater the adventure coefficient is, the more venturesome the strategy will be. Numerical results show the efficiency of the model.