电力市场辅助报价决策的灰色博弈模型研究.pdfVIP

第38 卷第 10 期 th 拿钱保伊岛按喇 Vo 1.38 No.10 2010年5 月 16 日 Power System Protection and Control May 16, 2010 电力市场辅助报价决策的灰色博弈模型研究 颇洁 (上海交通大学电子信息与电气工程学院，上海 200240 ) 摘要:鉴于在电商报价决策中，存在着诸如负荷需求、竞价对子信息等大量不确定因素，为了保障发电企业的竞争利益、降 低决策风险，引入了灰色理论，通过对目标市场的负荷需求与出清龟，价样本的统计分析，形成了负荷需求与出清电价的灰救， 进一步将主市场报价决策问题转换为灰色求和博拜问题，建立了报价决策的灰色博弈模型，应用灰色优化理论进行求解后能 够为企业根据自身风险承受能力和市场情况形成报价方案提供参考.应用该模型对PJM 市场数据进行分析，结果显示本模型 能是为精细地，反映市场其实情况，并为发电企业提供了是为详细的市场信息和备选方棠，从而验证了所建立的模型在辅助报 价决策中的应用价值. 提髓词:目前电力市场;不确定性;灰色系统;灰区间;报价决策;出清也价;灰色博弈 Study 00 biddiog strategy model for power market based 00 grey game tbeory GUJie ( School of Electronic Information and Electrical Engineeri吨， Shanghai Jiaoωng Uníversity , Shanghai 200240 , China) Abstractr For the amount of uncertain facωrs existing in the bidding procedure of power market , such as the load demand , the information of rivial and so on , the grey thωry is introduωdωformulate the bidding model for the power market in this paperω decrease the risk of the power provider. By m创ns of making statistic analysis of Ioad demand samples and market clearing price (MCP) 阳mples in object market，仙.e grey number of load demand and MCP could be established. Furtherly 由e bidding procedure would be converted to the zero-sum g创ne problem and then the bidding strategy model based on grey 制me theory could be formulated. It could provide the basis for the finaI bidding strategy of enterprises according to their own risk ωlerance and market situation aιcordingωthe grey optimization theory. With the application of 仙e model inωP1M， the results demonstrate 由at the model proposed here is moreωphistica部dωreflect the real situation of 也.e market and it can also provide more detailed mar~创 infortnation and options for