发电企业报价策略选择中的风险型决策方法

Risky decision method in bidding strategy making for power producers

针对发电企业竞价策略选择的问题,通过对其决策特征与风险型决策特点的比较分析,提出了利用风险型决策方法来解决发电企业报价策略选择的问题。在应用风险型决策方法的过程中,不仅使用常用的期望损益值法,而且考虑到不同决策主体的风险偏好。通过对效用曲线的研究,根据不同决策主体风险态度的不同将其划分成保守型、中立型和进取型三种基本类型,进而采用期望效用作为选取最优报价策略的标准。通过对表示决策者风险态度的参数取值范围的划分,得到了针对不同决策主体的最优报价策略。采用算例验证了这种方法的可行性与必要性,以及运用此种决策技术分析,可以有效的降低单一衡量标准的失误,增加其准确性和可靠性,使有限的信息产生最大的收益,达到最佳的决策效果。

This paper analyses the characteristics in power producer's bidding strategy making and risky decision making issues and proposes a risky decision method to solve the problem of bidding strategy making in the spot market. By using the expectation principle to make decision, the risk favor of different decision maker is considered. Through studying on the utility curve the decision maker is divided into three fundamental types: conservative, neutral and aggressive. The important effect of utility on decisions is discussed and the different optimal bidding strategy for different decision maker is obtained. A simple numerical example is served for illustrating the presented method.