电力竞价博弈中的信息结构.pdfVIP

第 33 卷第 1 期 系统工程理论与实践 Vo 1.33 , No.l 2013 年 1 月 Systems Engineering - Theory Practice Jan. , 2013 文章编号: 1000-6788(2013)01-0092-07 中图分类号 TM73; F224.11 文献标志码:A 电力竞价博弈中的信息结构 张荣，张宗益 (重庆大学经济与工商管理学院，重庆 400030) 摘要分析在电力竞价博弈中，参与者一方如何主动利用需求信息来提高自己的长期利润，比较 不同信息结构如何影响博弈的均衡结果.假定厂商 2 根据前期边际利润及当期需求信息来调整当 期的发电量，厂商 1 则利用厂商 2 在策略方面的这一信息来优化自己的策略，以使得长期利润达到 最大.研究表明，与以往厂商 2 单纯利用前期边际利润的旧的信息结构相比，厂商 2 在新的信息结 构下的利润将增加，而厂商 1 的利润将减小;静态古诺模型与单步动态博弈下的利润仍将高于新的 信息结构下厂商 2 的利润?但低于厂商 1 的利润.同时，还对不同信息结构下均衡解的其它主要特 点进行了分析，并指出了数值仿真中应当注意的问题. 关键词电力市场;动态博弈;1言息结构;最优控制 Information structures in generator bidding ZHANG Rong , ZHANG Zong-yi (School of Economics and Business Administration , Chongqing University, Chongqing 400030 , China) Abstract This paper analyzed how one generator uses the demand information to increase its long term profit and compared how different information structures affect different equilibrium solutions. The problem was formulated as a duopolistic market consisting of firm 1 and firm 2. Firm 2 adjusts its current strategy based on the previous marginal profit and the current demand information , and firm 1 optimizes its behavior after knowing firm 2s strategy information. The results show that , compared with the old information structure where firm 2 only uses the marginal profit of the previous stage , firm 2 will increase profits but firm 1 will decrease profits under the new information structure; the profits under the static Cournot game and the one-step dynamic game will still be higher than the profits of firm 2 but less than the pro且ts of firm