基于拍卖的多层次电力资源分配控制策略

发布时间：2018-03-20 07:06

本文选题：电力市场　切入点：多层次结构　出处：《北京理工大学》2015年硕士论文　论文类型：学位论文

【摘要】：随着电力市场化改革的步伐，电力销售的各个环节已逐渐放开管制、引入竞争，如何设计有效的市场交易规则和价格机制已成为目前亟待解决的问题。而拍卖理论作为近年来经济学中颇受瞩目的研究热点，得到了广泛而深刻的发展，将拍卖理论引入到电力市场竞争规则的设计中，必能为电力市场化改革添加新的助力。本文结合目前电力市场的结构特点，分析了应用拍卖机制解决电力资源分配问题的可行性，，分别建立了基于单边拍卖和双边拍卖的多层次结构电力市场模型。在多层次结构电力市场模型中，电力经销商从发电公司处得到一定的电能分配后，再将电能转售给电力用户。资源分配过程中，各个参与者为了追求自身利益最大化而采取的自私性购电行为，可能会影响系统总的社会效益最优化。为了避免这种情况，本文采用PSP（Progressive Second Price,累进二次价格）拍卖机制方法来解决系统中的资源分配问题，激励参与者在提交竞拍策略时披露其真实的边际成本或效益函数，由系统决策各参与者的分配量和相应的支付。本文设计了一个新颖的动态按序迭代算法来实现该拍卖机制中的最优纳什均衡。具体来说，多层次结构模型下的资源分配问题可以看成是多个分散式的本地系统，在每个本地系统中电力用户通过在一定限制条件下更新竞拍策略到达一致收敛价格，继而系统根据一致收敛价格调整对电力经销商的电力资源分配量，每次迭代过程引起的社会效益变化在一定限制条件下都是正向的，如此循环迭代直至各分配量收敛到平衡值。最后，本文分别通过严格的数学推导和仿真实验，证明了该算法下系统收敛到最优纳什均衡的正确性和有效性。
[Abstract]:With the pace of the reform of electricity marketization, all aspects of electricity sales have gradually been liberalized and competition has been introduced. How to design effective market trading rules and price mechanism has become an urgent problem to be solved, and auction theory has been widely and profoundly developed as a hot research topic in economics in recent years. The introduction of auction theory into the design of competition rules in electricity market will add new help to the reform of electricity market. This paper analyzes the feasibility of applying auction mechanism to solve the problem of power resource allocation, according to the structural characteristics of the current electricity market. The multi-level structure electricity market model based on unilateral auction and bilateral auction is established respectively. In the multi-level structure electricity market model, the electric power distributor obtains a certain amount of electricity distribution from the power generation company. In the process of resource allocation, the selfish purchase of electricity by each participant in order to maximize their own interests may affect the optimization of the overall social benefits of the system. In this paper, the PSP(Progressive Second price) auction mechanism is used to solve the problem of resource allocation in the system, and the participants are encouraged to disclose their real marginal cost or benefit function when submitting the bidding strategy. In this paper, a novel dynamic sequential iterative algorithm is designed to realize the optimal Nash equilibrium in the auction mechanism. The problem of resource allocation under the multi-level structure model can be regarded as multiple decentralized local systems. In each local system, the power users reach the uniform convergence price by updating the bidding strategy under certain constraints. Then, according to the uniform convergence price, the system adjusts the distribution of power resources to the power distributor, and the social benefit changes caused by each iteration process are positive under certain limited conditions. Finally, through strict mathematical derivation and simulation experiments, the correctness and effectiveness of the proposed algorithm to converge to the optimal Nash equilibrium are proved.
【学位授予单位】：北京理工大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F426.61;F224;F724.59

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