文章摘要
蒋玮,吴杰,冯伟,等.日前电力市场不完全信息条件下的电力供需双边博弈模型[J].电力系统自动化. DOI: 10.7500/AEPS20180615003.
JIANG Wei,WU Jie,FENG Wei, et al.Bilateral Game Model of Power Supply and Demand Sides with Incomplete Information in Day-ahead Electricity Market[J].Automation of Electric Power Systems. DOI: 10.7500/AEPS20180615003.
日前电力市场不完全信息条件下的电力供需双边博弈模型
Bilateral Game Model of Power Supply and Demand Sides with Incomplete Information in Day-ahead Electricity Market
DOI:10.7500/AEPS20180615003
关键词: 日前电力市场  双边博弈  发电成本  直购电价  直购电量  纳什均衡
KeyWords: day-ahead electricity market  bilateral game  generation cost  direct power purchase price  direct power purchase amount  Nash equilibrium
上网日期:2018-12-05
基金项目:国家重点研发计划项目项目(2016YFB0901104); 国网江苏省电力公司科技项目(J2017112)
作者单位E-mail
蒋玮 东南大学电气工程学院 jiangwei@seu.edu.cn 
吴杰 东南大学电气工程学院 875953512@qq.com 
冯伟 国网泰州供电公司 16276472@qq.com 
段小峰 国网泰州供电公司 379111344@qq.com 
汤海波 东南大学电气工程学院 15651921890@163.com 
吴磊 东南大学电气工程学院 1571393422@qq.com 
摘要:
      随着大用户直购电的深入开展,中长期双边交易的市场化和现货交易非市场化之间的矛盾日益凸显,日前电力市场的构建迫在眉睫。建立了在日前电力市场中,电力供需双方间的不完全信息条件下的双边博弈模型,旨在为电力交易供需双方提供一种切实可行的博弈方案,使得双方可以在电力市场中获得最大的利益。模型以直购电价和直购电量作为博弈双方的预测重点,关于直购电价部分,引入发电成本因子,利用协整理论,构建考虑误差修正的直购电价与发电成本的关系模型;直购电量部分则利用相似日法进行预测。最后利用纳什均衡求出双边博弈的均衡解,并通过实例对所提出模型的有效性进行了证明。
Abstract:
      With the in-depth development of the direct electricity purchase by large consumers, the contradiction between the marketization of Mid-long term bilateral transactions and the non-marketization of spot transactions has become increasingly prominent, the construction of the day-ahead electricity market is imminent. This paper establishes a bilateral game model under incomplete information between power supply and demand sides in the day-ahead electricity market, aimed to provide a practical game scheme for both sides in the power transactions, so that both sides can obtain the greatest benefits in the power market. The model takes the direct power purchase price and amount as the key points of the game. For the part of the direct power purchase price, the generation cost factor is introduced and the co-integration theory is used to construct the relationship model between the direct power purchase price and the generation cost considering the error correction. The part of the direct electricity purchase amount is predicted by similar day method. Finally, the Nash equilibrium is used to find the solution of the bilateral game and the effectiveness of the proposed model is proved by an example.
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