收稿日期: 2010-01-08
修回日期: 2010-06-25
网络出版日期: 2010-10-25
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
Received date: 2010-01-08
Revised date: 2010-06-25
Online published: 2010-10-25
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)
张森林 陈皓勇 屈少青 . 双边交易市场中基于纳什均衡的竞价策略[J]. 华南理工大学学报(自然科学版), 2010 , 38(10) : 134 -138 . DOI: 10.3969/j.issn.1000-565X.2010.10.025
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
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