华南理工大学学报(自然科学版) ›› 2010, Vol. 38 ›› Issue (10): 134-138.doi: 10.3969/j.issn.1000-565X.2010.10.025

• 动力与电气工程 • 上一篇    下一篇

双边交易市场中基于纳什均衡的竞价策略

陈皓勇 张森林 屈少青   

  1. 华南理工大学 电力学院, 广东 广州 510040
  • 收稿日期:2010-01-08 修回日期:2010-06-25 出版日期:2010-10-25 发布日期:2010-10-25
  • 通信作者: 张森林(1978-),男,博士生,高级工程师,主要从事电力市场竞价交易及双边交易理论、电力市场分析等的研究. E-mail:zhangsenlin_csg@126.com
  • 作者简介:张森林(1978-),男,博士生,高级工程师,主要从事电力市场竞价交易及双边交易理论、电力市场分析等的研究.
  • 基金资助:

    教育部新世纪优秀人才支持计划资助项目(NCET-08-0207) 教育部科学技术研究重点资助项目(109128); 国家社会科学基金资助项目(04CJL012)

Nash Equilibrium-Based Bidding Strategy in Bilateral Trading Market

Zhang Sen-lin  Chen Hao-yong  Qu Shao-qing   

  1. School of Electric Power,South China University of Technology,Guangzhou 510640,Guangdong,China
  • Received:2010-01-08 Revised:2010-06-25 Online:2010-10-25 Published:2010-10-25
  • Contact: 张森林(1978-),男,博士生,高级工程师,主要从事电力市场竞价交易及双边交易理论、电力市场分析等的研究. E-mail:zhangsenlin_csg@126.com
  • About author:张森林(1978-),男,博士生,高级工程师,主要从事电力市场竞价交易及双边交易理论、电力市场分析等的研究.
  • Supported by:

    教育部新世纪优秀人才支持计划资助项目(NCET-08-0207) 教育部科学技术研究重点资助项目(109128); 国家社会科学基金资助项目(04CJL012)

摘要: 随着我国电力体制改革和电力市场的发展,完全开放的电力市场将随着需求侧的开放逐渐建立.文中以纳什均衡理论为依据,通过引入发电商成本矩阵和购电商期望支付向量,建立了买卖双方多个市场主体参与竞价的双边交易机制,并利用全局搜索能力较强的遗传算法对模型进行求解.仿真结果表明:该模型实用可行并总能找到使交易总成本最小的纳什均衡策略组合,市场成员以此策略进行报价将能获得最大收益;同时,该策略能很好地反映出发电商策略投标行为对市场的影响.

关键词: 电力市场, 双边交易, Nash均衡, 遗传算法

Abstract:

With the development of the electric power system reform and the electricity market,a completely-open electricity market will be gradually established corresponding to the opening of the demand side.In this paper,by introducing the cost matrix of the generator and the expected pay vector of the purchaser,a bilateral trading mechanism involving a number of market participators is established based on the Nash equilibrium theory,and the genetic algorithm with strong global search ability is employed to solve the model.Simulated results show that the proposed model is practical and feasible,and that it helps to find the Nash equilibrium strategy combination with the smallest total cost,thus maximizing the benefit of each market participator.It is also indicated that the proposed strategy well reflects the effect of bidding strategies of the generator on the electricity market.

Key words: electricity market, bilateral trade, Nash equilibrium, genetic algorithm