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基于多心理账户的发电商报价决策模型

A Novel Bid Decision-making Model for Generation Companies Based on Multiple Mental Account

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【作者】 吕泉武亚光李卫东

【Author】 Lü Quan1,WU Ya-guang2,LI Wei-dong1 (1.Department of Electrical and Electronics Engineering, Dalian University of Technology, Dalian 116024, Liaoning Province, China; 2.Northeast Power Grid Company Limited, Shengyang 110006, Liaoning Province, China)

【机构】 大连理工大学电气工程与应用电子技术系东北电网有限公司大连理工大学电气工程与应用电子技术系 辽宁省大连市116024辽宁省沈阳市110006辽宁省大连市116024

【摘要】 利用行为经济学中的“多心理账户”的概念,分析了在按报价结算的市场规则下发电商采用对容量进行分段并对不同容量段申报不同价格的报价策略的原因,认为主要原因在于有限理性的发电商对不同容量段具有不同的目的和风险偏好,并非仅仅因为边际成本的不同。基于此,文中建立了一种新的基于“多心理账户”的报价风险决策模型。该模型通过对不同的容量分段赋予不同的预期利润率目标和风险偏好系数,进而描述了发电商对不同容量段具有不同的目的和风险偏好的客观心理,从而使得报价方案符合发电商决策心理。算例验证了本文模型的有效性。

【Abstract】 Using the concept of “multiple mental account, MMA” of Behavioral Economics, the paper analyses the reason that why Generation Companies (GenCos) generally utilize the well-know step-wise bidding protocol and bid different towards different capacity blocks when paid as bid, the analysis shows that it is not only because of the different marginal costs, but more importantly the different purpose and risk preference are put towards different capacity blocks. Based on the analysis, a novel bid risk decision-making model is built. The model puts the different the target values of profit margin and coefficients of risk preference towards different capacity blocks, which makes the bidding protocol more accordant with the GenCos’ decision-making psychology that the different purpose and risk preference should be put towards different capacity blocks. At last, the validity of the model is showed by a numerical simulating result.

  • 【文献出处】 中国电机工程学报 ,Proceedings of the CSEE , 编辑部邮箱 ,2006年24期
  • 【分类号】TM743;F407.61
  • 【被引频次】16
  • 【下载频次】360
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