基于不完全信息博弈下发电企业竞价策略研究

发布时间：2018-04-19 19:27

本文选题：发电企业 + 竞价策略　；参考：《太原科技大学》2015年硕士论文

【摘要】：在激烈的市场竞争中,电力市场化改革掀起了前所未有的热潮,竞价上网成为了电力市场的核心环节,如何制定竞价策略成为发电企业急需解决的问题。本文首先从电力市场模式、市场交易和市场格局这三个方面对电力市场现状进行了介绍,并对电力市场竞价环境进行了分析,同时以山西省电力市场竞价情况为例,指出我国电力市场存在的问题;然后在对比分析国内外现有竞价方法的基础上,结合电力市场的特殊性,将发电企业竞价看作一个不完全信息下多重博弈的过程,分别从静态和动态两个角度建立了暗标拍卖贝叶斯博弈模型和最优反应动态模型。在整个竞价策略过程中,有效结合期望效用理论和累积前景模型,创新性地引入竞价者的风险厌恶因子。结合兴能发电实际情况,进行竞价策略的算例分析。通过研究本文得出以下结论:(1)暗标拍卖模型中提出发电企业的最优报价,并得出其报价与以往成交电量的电价平均值、单位发电成本和竞标电量成正相关,最优报价与风险厌恶因子成负相关;(2)最优反应动态机制中,发电企业通过相互学习,不断调整竞价策略,最终趋于一个相对稳定的竞价状态。这个稳定的状态中,报价的高低与其发电成本和风险厌恶程度有着密切关系。基于以上研究,本文为发电企业的竞价策略提出合理化建议:发电企业需尽可能降低发电成本,并对成本进行科学评估;结合自身经营现状,科学调整发电计划;对风险厌恶程度进行科学管控;建立科学的报价体系。发电企业竞价策略的研究,具有重要的理论价值和深远的现实意义,通过分析发电企业竞价的整个过程,为发电企业参与竞价提供了科学合理的指导,有助于规范整个电力市场。
[Abstract]:In the fierce market competition, the electric power market reform has set off an unprecedented upsurge, bidding for the Internet has become the core link of the electricity market, how to formulate bidding strategy has become an urgent problem for power generation enterprises to solve. This paper first introduces the current situation of electricity market from three aspects: electricity market model, market transaction and market pattern, and analyzes the bidding environment of electricity market. At the same time, taking Shanxi electric power market as an example, The paper points out the problems existing in China's electricity market, and then, on the basis of comparing and analyzing the existing bidding methods at home and abroad and combining the particularity of the electricity market, regards the bidding of power generation enterprises as a multi-game process with incomplete information. The Bayesian game model and the optimal response dynamic model are established from the static and dynamic aspects respectively. In the whole bidding strategy process, combining the expected utility theory with the cumulative prospect model, the risk aversion factor of the bidder is introduced innovatively. Combined with the actual situation of Xingeng power generation, the example analysis of bidding strategy is carried out. In this paper, the following conclusions are drawn: 1) the optimal bidding price of power generation enterprises is put forward in the model of hidden auction, and it is found that the bidding price is positively related to the average value of electricity price, the unit cost of generation and the electricity quantity of bidding. There is a negative correlation between optimal quotation and risk aversion factor. In the dynamic mechanism of optimal response, power generation enterprises adjust their bidding strategy by learning from each other, and finally tend to a relatively stable bidding state. In this stable state, the price is closely related to its generation cost and risk aversion. Based on the above research, this paper puts forward reasonable suggestions for the bidding strategy of power generation enterprises: power generation enterprises should reduce the generation cost as much as possible, and carry on scientific evaluation of the cost, according to their own operating situation, scientifically adjust the power generation plan; Scientific control of risk aversion and establishment of a scientific quotation system. The research on bidding strategy of power generation enterprises has important theoretical value and far-reaching practical significance. By analyzing the whole process of power generation enterprises bidding, it provides scientific and reasonable guidance for power generation enterprises to participate in bidding. Help regulate the entire electricity market.
【学位授予单位】：太原科技大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F426.61

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