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用于发电企业报价策略选择中的多阶段决策方法
The Method of Multistage Decision in Power Generation Company’s Bidding Strategy Making
【Author】 LIU Van, YANG Li-jun, TAN Zhong-fu, QI Jian-xun(Institute of Electric Power Economics, North China Electric Power University, Beijing 102206,China)
【机构】 华北电力大学电力经济研究所;
【摘要】 在电力市场环境下,电厂作为参与竞价运行的市场主体,其收益取决于所采用的报价策略。本文提出了利用多阶段决策方法来解决电厂竞标策略的选择问题,构造了竞标数学模型及其数值求解方法,以此确定最优的报价策略来实现电厂的利益最大化,并通过算例验证了这种方法的可行性与有效性。
【Abstract】 Under the power market environment, the profits of generation companies depend, to a large extent, on their bidding strategies. As a result, how to develop the optimal bidding strategy has become a major concern of generation companies. Considering the characters of the power market in China fully, this paper applies the multistage decision theory to solve the problem of bidding strategy making for the generation company in the daily spot market. A simple numerical example with twelve time intervals is served for illustrating the presented method.
【Key words】 multistage decision; power market; bidding strategies; generation company;
- 【会议录名称】 2004年中国管理科学学术会议论文集
- 【会议名称】2004年中国管理科学学术会议
- 【会议时间】2004
- 【分类号】F224
- 【主办单位】中国优选法统筹法与经济数学研究会