【作者】 张玲；

【导师】 张凯锋； 王珂；

【作者基本信息】 东南大学 ， 控制工程（专业学位）， 2020， 硕士

【摘要】 随着我国电力体制改革的不断深入,大量售电公司相继涌入,给市场带来了诸多不确定性影响。为降低电力市场的运营风险,保证市场稳定高效的运行,有必要对售电公司的投标行为进行分析模拟,以了解并防范可能的风险。目前研究者大多基于完全理性人的假设探讨售电公司的投标行为,但现实中售电公司自身认知能力有限,且存在各种风险偏好,难以做到完全理性,而是一种有限理性的决策者。因而,本文针对月度集中竞价电力市场,在有限理性框架下基于前景理论进行售电公司的投标行为模拟,分析了不同结算机制及报价方式下售电公司的投标行为,具体的研究内容如下:1.分别对电力市场中售电公司的投标行为与前景理论进行了回顾与总结,并探讨了前景理论在售电公司投标行为模拟中的适用性。研究认为,传统前景理论适用于按报价结算机制(Pay-As-Bid,PAB)下售电公司的投标行为模拟,对于按统一市场出清价结算的机制(Pay-AsClear,PAC),平滑前景理论更为适用。2.针对PAB结算机制,建立了基于传统前景理论的有限理性售电公司投标行为模拟模型,包括单段投标行为模拟模型、多段投标行为模拟模型。同时,为进行参考比对,还建立了基于期望值理论的售电公司投标行为模拟模型,用以模拟完全理性人的竞价行为。并通过直接遍历法与遗传算法分别对上述模型进行了算例求解与灵敏度分析。结果表明,在PAB结算机制下,单段报价抑或多段报价,有限理性售电公司的申报电价均会随着激进程度的增大而提高,完全理性售电公司的三段投标策略则等同于单段投标策略;此外,灵敏度分析结果表明,利润参照点、权重偏好系数、风险规避系数等参数对PAB结算机制下售电公司的投标行为均具有显著影响。3.针对PAC结算机制,建立了基于平滑前景理论的有限理性售电公司投标行为模拟模型,包括单段投标行为模拟模型、多段投标行为模拟模型。同样,为进行对比,还针对完全理性售电公司建立了PAC机制下基于期望值理论的投标行为模拟模型,并探讨了该模型解的性质,证明了完全理性售电公司无论采用何种报价方式,申报电价均为终端用户合同电价。最后通过直接遍历法与遗传算法分别对上述模型进行了算例求解与灵敏度分析。结果表明,在PAC结算机制下,单段报价抑或多段报价,随着售电公司激进程度的增大,其申报电价均不断降低,预期收益也随之降低;此外,参照点、权重偏好系数、风险规避系数等参数均会影响PAC结算机制下售电公司的投标行为,其中以权重偏好系数?的影响最大。可见,相关结论与PAB结算机制下有明显不同,这对于业内更准确地理解售电公司的投标行为及其影响具有一定的参考价值。更多还原

【Abstract】 With the deepening of power system reform in China,a large number of electricity retailers have participated in the market,which has brought many uncertain effects to the market.In order to reduce the operational risk and ensure the stable operation of the electricity market,it is necessary to simulate the bidding behavior of electricity retailers.At present,most researchers simulate the bidding behavior of electricity retailers based on the assumption that retailers are fully rational.However,electricity retailers have limited cognitive ability and risk preferences,it is difficult to be completely rational for electricity retailers.In reality,most electricity retailers are bounded rational.Therefore,this thesis uses the framework of bounded rationality to analyze and model electricity retailers’ bidding behavior based on prospect theory in the monthly centralized bidding market,which can simulate the bidding behavior of electricity retailers under different market clearing schemes and bidding rules.The main research contents are as follows:1.At first,the bidding behavior of electricity retailers and prospect theory are reviewed and summarized,then the applicability of prospect theory in the simulation of bidding behavior for electricity retailers is discussed.The study believes that the traditional prospect theory is applicable to simulate the bidding behavior of electricity retailers under Pay-As-Bid(PAB)market clearing schemes,while the smooth prospect theory is more applicable for Pay-As-Clear(PAC)market clearing schemes.2.In this thesis,for PAB market clearing schemes,the traditional prospect theory-based bidding models for bounded rational electricity retailers are established,including one-segment bidding behavior simulation model and multi-segment bidding behavior simulation model.At the same time,in order to increase the contrast,the expected value theory-based bidding models for electricity retailers are established,which simulate the bidding behavior of fully rational people.Then examples and sensitivity analysis of above models are solved by the direct traversal method and genetic algorithm.The results show that whatever bidding rules electricity retailers use,the bidding price will be decreased with the increase of the radicalization degree.And for fully rational electricity retailers,the three-segment bidding strategy is same to the one-segment bidding strategy.In addition,the sensitivity analysis results show that the profit reference point,the risk aversion parameter,attitude coefficients have a significant impact on the bidding behavior of electricity retailers under PAB.3.In this thesis,for PAC market clearing schemes,the smooth prospect theory-based bidding models for bounded rational electricity retailers are established,including one-segment bidding behavior simulation model and multi-segment bidding behavior simulation model.In order to increase the contrast,the expected value theory-based bidding models under PAC are establisthed for fully rational electricity retailers,and the nature of model solutions is discussed.It is proved that fully rational electricity retailers’ bidding is the price in user contract in any case.Finally,through the direct traversal method and genetic algorithm,the above models and the sensitivity analysis are solved.The results show that with the increase of the radicalization degree,electricity retailers’ bidding price and expected profit will be decreased.In addition,the profit reference point,the risk aversion parameter and attitude coefficients all affect the bidding behavior of electricity retailers under PAC.Particularly,the attitude coefficients have the greatest effect.It can be seen the conclusions under PAC are different from the results under PAB,which has some references for people to understand the bidding behavior of electricity retailers.更多还原