【作者】 陈俊；

【导师】 何莉； 权轶；

【作者基本信息】 湖北工业大学 ， 电气工程（专业学位）， 2015， 硕士

【摘要】 电力工业是国民经济的基础产业,电力市场化是世界电力工业改革的共同趋势,也是我国电力改革与发展的必然选择。电力市场环境下,各发电厂商通过竞价获得市场份额,研究发电商竞价模型优化理论将为发电厂商竞价上网提供决策支持。通过分析市场成员的竞价行为,最终为制定符合市场经济发展规律的竞价交易模式和实施方案提供决策依据,因此,本课题的研究具有重要的理论价值和现实意义。由于电力工业的特殊性,实际的电力市场往往更接近于寡头电力市场。该市场中各发电商制定报价决策时,不仅要考虑自身成本,还要考虑对手的成本。因此,发电商竞价决策实际是多方博弈的过程。本文针对电力市场中发电厂商利用市场力的策略性竞价行为,根据对手成本信息的完整性分完全信息和不完全信息两种情形,探讨了多寡头发电商非合作竞价博弈问题。(1)当对手成本信息是完全信息时,假设各发电商成本函数各不相同,建立发电侧多寡头发电商非合作竞价博弈Cournot模型,通过数学解析法计算得到模型纳什均衡解。通过一个水火发电厂商同台竞价博弈算例,比较和分析了各发电厂商竞价策略行为,并得到有益的结论。(2)当对手成本信息是不完全信息时,假设各发电商成本存在高、低两种情形,且每种情形发生的概率相等,在完全信息模型基础上,建立发电侧双寡头Cournot扩展模型并求得贝叶斯均衡解。通过分析寡头数量对模型的影响趋势,进一步建立多寡头发电商非合作竞价博弈模型,求解难度增大,从而通过归纳及严格证明求解得到贝叶斯均衡解。为了更接近现实,假设高低成本概率符合非均匀分布,建立博弈模型求得均衡解。(3)综合完全信息和不完全信息两种情形,比较和分析发电厂商的竞价策略。最后,结合算例计算市场的均衡产量和价格,分析发电商的行为,得到一些有效而实用的结论。电力市场改革是一个庞大的系统工程,涉及到多方利益。改革之中既有机遇,也有挑战,在发电侧的竞争中,为发电厂商提供竞价指导的理论还需要进一步研究和完善。更多还原

【Abstract】 Power industry is the basic utility of the national economy. Electricity market reform is a common trend in the world, and will also be the inevitable reform choice of China. Each generation company gains market share through bidding actions in the power market. To provide theoretical and decision support for generation companies, the paper focused on bidding strategies for those company who has market power and help develop a competitive trading regulation and specific program in supply side. Therefore, the study has important theoretical and practical significance.Due to the nature characteristic of the power industry, the actual market is often closer to the oligopoly power market. Therefore, the generation companies need to consider not only the costs of themselves but also the costs of opponents when making decision to form bidding strategies. Decision-making is a typical game process. Based on the original idea of game theory and the integrity of their costs, this paper researched on the bidding problem of multi-generation companies in non-cooperative static game under the condition of complete and incomplete information. Firstly, in complete information market, the cost function of each generation company is varying. Then multi-generation non-cooperative complete information game Cournot model was established, the Nash equilibriums were solved by mathematical induction and analytical method. Equilibriums provide theoretical support for power market generation side bidding behaviors of multiple generations. The case study describes bidding of hydropower and fire generation companies and compares difference between each company’s bidding strategies. Some useful and practical conclusions were concluded. Secondly, in incomplete information market, for cost information asymmetry, assuming that two generations’ variable costs are high, low two types and the probability of occurrence of each type are equal. Then establish extended form of Cournot model and obtain Bayesian equilibrium, finally extend to three players. Summarizing the model changing trend and solve the difficulty when increasing the number of players. Multi- generation’s model was established at last. Consequently, the equilibriums were compared and analyzed. Finally, a case was studied to obtain the equilibriums including the outputs and prices, and bidding behaviors of the generation companies were analyzed and some effective and practical conclusions were concluded.Electricity market reform is a system project, involving multiple interests. There are both opportunities and challenges among the reform. In the end, the paper discussed possible problems and directions of generation side bidding for further research.更多还原