电力市场价格竞争均衡分析及稳定性研究电力系统及其自动化专业论文.docxVIP

浙江大学博二{：学位论文有一个纯策略Nash均衡点时，均衡是全局稳定的；当市场中存在多个纯策略Nash均衡 浙江大学博二{：学位论文 有一个纯策略Nash均衡点时，均衡是全局稳定的；当市场中存在多个纯策略Nash均衡 点时，均衡是局部稳定的，即市场运行并不一定能达到均衡点，很有可能处于振荡中， 局部稳定区域由市场成员的发电容量必须运行率(must run ratio，MRR)、初始报价状 态等共同决定． (5)建立了MCP机制下的Bertrand动态博弈模型，用于分析电力市场各博弈方的 动态决策过程，以及市场在各种运行条件下的稳定性．将市场约束条件所确定的优化问 题解的可行集区间转换成为两个便于研究应用的市场参数：MRR和最小理性利润 (rational minimum profit，RMP)，在此基础上以价格为决策变量建立了具有自我约束能 力的差分动态博弈模型。对各种参数条件下的市场稳定性进行了研究。用一个考虑线路 传输容量约束的系统验证了该模型的有效性，结果表明用本模型分析比静态博弈分析所 得到的结果更深入，能有效的反映市场实际运行的情况，为市场成员的实时竞价策略提 供参考意见。 关键词：价格竞争；优化；博弈均衡；临界约束；爬坡约束；混合策略纳什均衡；动态 博弈；稳定；发电容量必须运行率；自我约束 IV Abs Abs tract As the worldwide restructuring and deregulation of electric power industry proceeds，a timely topic is how to predict or analyze the performance of a given market design．The reason is that ex post analysis of the market operation can be too expensive．The characteristic ofthe electric power industry makes the electricity markets more like an oligopoly．So various kinds of oligopolistic game models are used to examine the strategic behaviors of market participants and their impacts on the whole market．This is becoming a mainstream approach． The main contribution of this paper includes Nash equilibrium analysis of the Bertrand static game model under different conditions of the market，and research on stability of the markets in Bertrand dynamic game model．The contributions are summarized as follows： Firstly,the Bertrand price competition game model considering transmission line limits (network constraints)in pool—based electricity markets is presented．The line is divided into two groups according to the difference of the nodes．The characterization of equilibrium with transmission limits is provided combined with the total demand and the power distribution factor．Critical constraint is given to describe the existence ofthe equilibrium and equilibrium price．The game model is verified by a three—node system．As application，we derive numerical indices that can be used to provide optimal bidding strategies und