构造发电公司投标策略的一种新方法——微增响应猜测法初探A CONJECTURAL VARIATION BASED METHOD TO DEVELOP BIDDING STRATEGIES FOR GENERATION COMPANIES IN ELECTRICITY MARKET
宋依群,倪以信,文福拴,侯志俭,吴复立
摘要(Abstract)：
介绍了微增响应猜测法(Conjectural Variation,CV)的基本概念,提出了基于这种方法构造发电公司在不完全信息情况下的最优投标策略。通过理论分析和算例计算,结果表明基于经典博弈理论构造的发电公司的最优投标策略是该方法的一种特例。采用该方法进行市场模拟时,对各发电公司不同的微增响应猜测进行组合,可以得到不同的市场均衡点,且均为Nash均衡点。
关键词(KeyWords)： 电力市场;投标策略;微增响应猜测
基金项目(Foundation): 国家重点基础研究专项经费资助(G1998020301);; 香港特别行政区政府研究基金(RGC)资助;; 香港大学研究基金(CRCG)资助。
作者(Author): 宋依群,倪以信,文福拴,侯志俭,吴复立
Email:
DOI:
参考文献(References)：
- [1]文福拴(WenFushuan),DavidA K.电力市场中的投标策略(Bidding strategies in electricity markets)[J].电力系统自动化(Automation ofElectricPowerSystems),2000,24(14):1-6.
- [2]NogalesF J,ContrerasJ,ConejoA J.Forecasting next-day electricity prices by time series models[J].IEEE Trans onPowerSystems,2002,17(2):342-348.
- [3]武智勇,康重庆,夏清,等(WuZhiyong,KangChongqing,XiaQing et al).基于博弈论的发电商报价策略(Strategic bidding with application of game theory)[J].电力系统自动化(Automation ofElectricPowerSystems),2002,26(9):7-11.
- [4]WenF S,DavidA K.Optimal bidding strategies and modeling of imperfect information among competitive generators[J].IEEE Trans onPowerSystems,2001,16(1):15-21.
- [5]Garcia-AlcaldeA,VentosaM et al.Fitting electricity market models:a conjectural variations approach[A].In:Proceedings of14thPowerSystemComputationConference(PSCC 2002)[C].Seville(Spain),2002.
- [6]DayC J,HobbsB F,PangJ.Oligopolistic competition in power networks:a conjectured supply function approach[J].IEEE Trans onPowerSystems,2002,17(3):597-607.
- [7]ChurchJ R,WareR.Industrial organization:a strategic approach[M].Boston:IrwinMcGraw-Hill,2000.
- [8]BreshahanT F.Duopoly models with consistent conjectures[J].TheAmericanEconomicReview,1981,71(5):934-945.
- [9]BranderJ A,ZhangA M.Dynamic oligopoly behavior in the airline industry[J].InternationalJournal ofIndustrialOrganization,1993,11(3):407-435.
- [10]WorthingtonP R.Strategic investment and conjectural variations[J].InternationalJournal ofIndustrialOrganization,1990,8(2):315-328.