电力市场中发电商报价行为研究

华中科技大学硕士学位论文电力市场中发电商报价行为研究姓名：董秀明申请学位级别：硕士专业：概率论与数理统计指导教师：周晓阳20060429I,IEEE30IIAbstractThepowerindustryworldwideisexperiencingareformationofbreakingtraditionalmonopoly,introducingcompetitionandestablishingelectricitymarket.Ingeneration-sideelectricitymarket,mostcountrieshaveadoptedthemodeof“powerplantsseparatedformelectricnetwork,competingelectricprice”.Intheelectricitymarketenvironment,thebiddingbehaviorsofgenerationcompanieshaveanimportantinfluenceonthehealthyoperationofelectricitymarket.Inthispaper,learningtheoryingamesisintroducedtostudythebiddingstrategiesofgenerationcompanies,andsomevaluableresultsareobtained.Basiccontentofelectricitymarketisintroducedfirstly,andthenrecentresearchworkonbiddingstrategiesofpowersuppliersingeneration-sideelectricitymarketissummarized.Atpresentmostliteraturehasstudiedbiddingbehaviorsofpowersupplierfromtheviewpointofgametheory.Buttheassumptionofperfectrationalityofgametheoryisdefective,andtherationalityofpowersupplierincomplexdecision-makingisdifficulttosatisfytherequirementofperfectrationality.Inthispaper,powersuppliersareregardedasparticipantswithboundedrationalityandthebehaviorsofpowersuppliersarestudiedfromtheviewpointofgamelearningtheory.Intheprocessofelectricitytrade,generationcompaniesmayformcoalitionsinprivate.Thispaperstudiestheimpactsoflearningbehaviorsofpowersupplierswithboundedrationalityonmarketpriceincoalitionandnocoalitioncasesrespectively.Thenpricespikesareinvestigatedfromtheviewpointofgamelearningtheorybyconstructingalearningmodel.ThebehaviorsofpowersuppliersaresimulatedusingIEEE30data,andtheexperimentalresultsshowtheefficiencyofunderstandingpricespikesinthisway.Inthelastchapter,theresultsofthispaperaresummarizedandthefurtherworkispresented.Keywords:Electricitymarket,Biddingstrategy,Pricespike,Gametheory,Gamelearningtheory......_____..111.1[1][1]1.1.1[2],,,[3],21.1.2[2]1234[1][1]51.1.3,,[4~5]31.2:,,()()1.2.1,482430minlh)1.2.21.2.3()1.2.4AGC4()1.2.5PJM[6]1.3[7]PowerPoolBilateralTrade1.3.1PowerPoolPool,IndependentSystemOperatorISO51.3.2PX(PowerExchange)ISOPXISO1.41.4.1[8][9][10][11][12][1314]Lagrangian[13]Lagrangian[15][16]61.4.2ISO1.51.5.1:[17~19]7[20~24]CournotStackelberg[25~27]1.5.2:():/:,8(/)MCPPAB:MCP(MarketClearingPricing)MCPMCPPAB(PayasBid)MCP1.5.3,,[2],,Cournot[28]CournotBertrandDavidA.K.[29]Elia(CFDs)[27][30],n,[31][32],,9[33][34]1.6(1),,,,(2),IEEE30,,1022.1[35-38](GameTheory)[38]1944J.vonNeumannO.maorgenstern,2.1.1(1){1,2,,,,}Nin=(2)iai{}iiAa=i(3)(4)i,iS1,2,,in=(5)11i12(,,,,)iinussssjjjsS∈i1,2,,;1,2,,injn==(6)2.1.2()(non-cooperativegame)(cooperativegame)()(coalition)NashNash(bidding)(allocation).()():122.1.3n11{,,;,,}nnGSSuu=***1(,,)nsss=i*is*****111(,,,,,)iiinsssss−−+=i***(,)(,)iiiiiiussuss−−≥iisS∈i*is*****111argmax(,,,,,,)iiiiiiinsSsusssss−+∈∈1,2,,in=(2.1)2.1.4n1nn(,{},{})iiGNSua.},,,,2,1{niN=b.i()()1{,}iiiimSss=ni,,2,1=()()1,iiimssimic.i),,,,,(21ssssunjijSsjj∈injni,,2,1;,,2,1==ns*nNi∈iisS∈**(,)()iiiiussus−≤s*nG*is−i2n13nNi∈()ixi,:()()()()()11(,,),0,1,,1iimiiiiimkikkxxxxkmx==≥==∑n(,{},{})iiGNxua.{1,2,,}Nn=b.iix()()()1{()}{(,)}iiiiimxxxx==ni,,2,1=c.1(,)nsss=iiu1()(,)iiinuususs==,isi,ni,,2,1=()iExn(,{}{})iiGNxuxin*xn(,{}{})iiGNxuNi∈()iixx∈()**(,)()iiiiiExxEx−≤*xG*ix−i2.2,,PowerPoolPool14:Kimax()iiiqCqλ−Ki,,2,1=(2.2)λiqiCi(1)iiqq≤≤00iq(2)1KiiqD==∑D2.32.3.1[39]K()iiqqλ=iiqq≤≤0Ki,,2,1=λiqiDQrλ=−QrISOSF1()()KiiqQλλ==∑,()QQrλλ=−MCPλ152.3.2Nash[40]i:2()iiiiiiCqaqbqc=++,(2)iiiisaqbλ=⋅+1iisk=()2iiiikbqaλλ−=11()()22KKiiMCPiiiibkQraaλ===++∑∑0iidudk=2(2)()(2())222jjiiiiiijijijjikkaAbkaAbraraaa≠≠−=++++∑∑,12KiiibADa==+∑2.4(1),16(2),[41],2.4.1Harsanyi[42]1967Harsanyi“”(nature)iθiiΘiiθ∈iΘ1{}niiθ=1(,,)npθθiiθiiθ1(,,)npθθ1(,,)npθθ,1(,,)npθθ,111(,,,,,)iiinθθθθθ−−+=i171(,,)(,)niiθθθθθ−==(|)iiipθθ−iiiθiθ−(,)(,)(|)()(,)iiiiiiiiiiiipppppθθθθθθθθθ−−−−−−∈Θ==∑(2.3)()ipθ(|)iiipθθ−=()iipθ−2.4.2AugustinCournot1838,[36]:np1()niipfq==∑iqin1niiQq==∑,()iiCqii1(,,)()(),1,iniiiuqqqfQCqin=−=*****111argmax(,,,,,,)1,,iiiiinquqqqqqin−+∈=(2.4)2.4.3n1(1,)iik=iC2(1,2,)jjkkn=++18m(1)(2)(),,mjjjCCC121,2,kkn++1,2,k1222.1(0m′(mm′≠))2.1(1,,)jjkn=+(1)jC(2)jC()mjC(1)jp(2)jp()mjp()11mijip==∑,1(1,)iik=[()1]mnkk−+−1n−jj(1,2,)jjkkn=++max()()jjjjuqFQCq=−(2.5)minmax..jjjstqqq≤≤ijmiiq1,ik=N()()()()111max(())rtrtiknikknirtnkEuppqFqqqqC++−=+++++−∑∑(2.6)minmax..iiistqqq≤≤19()()1,,rtknqq+1k+()1rkC+n()tnC(,1,2,,)rtm=()()1,,rtknpp+1k+()1rkC+n()1rkC+(,1,2,,)rtm=n11max(,,,,,)kknknkuuEuEu+−  12(2.7)minmax..iiistqqq≤≤2.4.4nm(1)jC(2)jC()mjC(1,2)jn=,1n−,()(0,m′mm′≠)2.2(1,,)jjn=(1)jC(2)jC()mjC(1)jp(2)jp()mjp()11mijip==∑20,i(1)mn−1n−Harsanyiji(11,1)jjiin=−+m,iiq()()()()11111max[()]rtttininiinnrtnEuppqFqqqC−−−=+++−∑∑ (2.8)minmax..iiistqqq≤≤,()()1,,rtknqq+1()1rC,,n()tnC(,1,,rtm=)()()1rtnpp1()1rC,,n()tnC(,1,,rtm=),n,1max()nnEuEu (2.9)minmax..1,2,iiistqqqin≤≤=2.52133.1[43-47]90,,,,,,・・K・,::,,,・・K・22,CamererEWAtheExperienced-WeightedAttractionEWA-3.2,,,,,,,23,,,,,,3.2.1K,i:2()iiiiiiCqaqbqc=++,i()iqiiqq≤≤0()(2)iiiiiiqsaqbλλ==⋅+(3.1),i()iiqqλ=,1()KiiqQrλλ==−∑(3.2),Q,ri)(iiiiqCqu−=λλ,},,2,1{KN=,n1{1,,}NKnK=−+,1