電力市場競價策略的博弈學(xué)習(xí)研究.pdf

1、華中科技大學(xué)碩士學(xué)位論文電力市場競價策略的博弈學(xué)習(xí)研究姓名：馮麗申請學(xué)位級別：碩士專業(yè)：概率論與數(shù)理統(tǒng)計指導(dǎo)教師：周曉陽20060429IIAbstractIn the last years, the electric power industry has experienced a reformation ofderegulation to traditional monopoly and introduction of compet

2、ition all over the world,so the theory and technology in power market becomes a very important research field.And research on applications of game theory in power market is also a worthwhile aspect.In this paper, game th

3、eory is introduced to study on bidding strategies of generationcompanies, analyze market power of generation companies and mitigate market power.At first the paper describes the definition and character of the power mark

4、et, and theway of exchange and development pattern in detail. Development history and actuality ofpower market of abroad and country are introduced. In chapter two the game theory isreferred especially research achieveme

5、nt of the practice in generator’s bidding. On thebase of that, the content and value of the paper is made out. Then the Cournot adjustmentand fictitious play are reviewed detailed and brought forward a new learning metho

6、d:Price-Deviation-Adjust. At last the IEEE30 cost parameter (six generators) was adoptedas experiment case. Based on Cournot adjustment, fictitious play and Price-Deviation-Adjust the paper discuss the way of generator’s

7、 bidding strategy. At the same time showthe evolution of market clearing price. Then the research of generator’s strategy andprofit is made. The contrast between Cournot adjustment and fictitious play model isfound. The

8、difference about equilibrium price, process of price adjustment and trend ofthe generator to withhold capacity is very large. At the same time the influence of priceadjustment process on the market is discussed, in which

9、 situation the price sequencesfluctuate. But above that is discussed in peculiar literature. In the experiment based onPrice-Deviation-Adjust the profit of generator increase surprisingly because of theirmistake. Then we

10、 get some conclusion: in the power market close to oligarch monopolythe generator will get excess profit if it bid on higher price rather than marginal costwhich will lead unsteadiness of the market. And the conclusion i