基于演化博弈的“双边-集中”电力市场交易机制研究

doi:10.16381/j.cnki.issn1003-207x.2021.2187

Abstract

Abstract:

Encouraging power plants and large users to sign long-term stable bilateral contracts is one of the important measures of the power system reform in China. In order to explore its effectiveness， evolutionary game theory is adopted to model the power trading mechanism considering bilateral trading model， the power supply and demand model of power plants and large users is constructed， and the evolutionary process of market competition and equilibrium state of power plants is discussed. The model discusses four supply and demand scenarios according to the relationship between the rigid demand quantity of large users and the market equilibrium quantity， and uses the replicator dynamic theory to obtain the evolutionary stable state of the market. The results show that under different supply and demand scenarios， the introduction of bilateral transaction system may not necessarily improve the average profit of the market； under the determined market supply and demand， the reserved price of the power plant in the bilateral market will affect the overall profit level of the market.

Key words: bilateral market, concentrated market, evolutionary game, homogeneous generators, the direct power-purchase for the large users

CLC Number:

F224

Bo XU,Li-lin ZUO,Jia-yi JIN,Xin-ming YUE,Zi-wei WANG. An Evolutionary Game Theoretic Approach to Analyze "Bilateral-Centralized" Power Market[J]. Chinese Journal of Management Science, 2023, 31(8): 193-203.

Figures/Tables 6

符号	定义/说明
$n$	发电厂和大用户的数量
$c$	大用户在双边市场和集中市场的保留价格，即需求函数中的纵轴截距
$a$	发电厂在集中市场的保留价格，即供给函数的纵轴截距
$e$	发电厂在双边市场的保留价格，即供给函数的纵轴截距， $c ≥ e ≥ a$
$μ$	发电厂与大用户在双边市场的供求弹性
$λ$	相对于双边市场的集中市场弹性系数， $0 < λ ≤ 1$ （集中市场的供求弹性）
$P c$	发电厂与大用户在双边市场的交易价格
$P c *$	发电厂与大用户在双边市场的均衡交易电价
$P m$	发电厂在集中市场的交易价格
$P m *$	发电厂在集中市场的均衡交易电价
$Q 1$	发电厂的最大产能
$Q 1 T$	集中市场中发电厂的总产能
$Q 0$	大用户的刚性需求
$Q 0 T$	集中市场中大用户的总刚性需求
$Q c$	发电厂与大用户在双边市场的交易电量
$Q c *$	发电厂与大用户在双边市场的均衡交易电量
$Q m T$	发电厂在集中市场的总交易电量
$Q m T *$	发电厂在集中市场的总均衡交易电量
$Q m c *$	选择策略C的发电厂在集中市场的交易电量
$Q m m *$	选择策略M的发电厂在集中市场的交易电量
$E (x)$	选择策略C的发电厂平均利润
$E (1 - x)$	选择策略M的发电厂平均利润
$E (x ˉ)$	市场平均利润

所处情境	发电厂在集中市场的保留价格 $a$	发电厂在双边市场的保留价格 $e$	发电厂的最大产能 $Q 1$	演化稳定策略 ESS	市场平均利润 $E x ˉ$	对应命题
$相对于双边市场的集中市场弹性系数 λ = 1$
情境1.1	480	330	150	$x = 1$	42700	命题1 命题2.1
	480	390	150	$x = 1$	48100
	420	390	150	$x = 1$	45400
情境1.3	480	330	100	$x = 0$	58000	命题1
	480	390	100	$x = 0$	58000
	420	390	100	$x = 0$	52000
情境1.2	480	330	110	$x = 1$	42700	命题1 命题2.1 命题3
	480	330	110	$x = 0$	58000
	480	390	110	$x = 1$	48100
	480	390	110	$x = 0$	58000
	420	390	110	$x = 1$	45400
	420	390	110	$x = 0$	52000
情景2.1	400	270	150	$x = 1$	44275	命题1 命题2.1
	400	290	150	$x = 1$	41475
	410	270	150	$x = 1$	44275
情境2.2	400	270	120	$x = 1$	44275	命题1 命题3
	400	270	120	$x = 0$	50000
	400	290	120	$x = 1$	41475
	400	290	120	$x = 0$	50000
	410	270	120	$x = 1$	44275
	410	270	120	$x = 0$	51000
情境3.1	300	300	350	$x = 1$	80000	命题1 命题2.2 命题3
情境3.1	200	200	350	$x = 1$	105000	命题1 命题2.2 命题3
情境4.1 c=400	270	50	200	$x = 1$	39375	命题1 命题3
	280	50	200	$x = 1$	39375
	270	60	200	$x = 1$	39100
相对于双边市场的集中市场弹性系数 $λ = 0.5$
情境3.2	300	200	350	$x = x 3$	122500	推论1 命题3
	330	200	350	$x = x 3$	122500
	300	230	350	$x = x 3$	127750
情境4.2 c=400	270	50	200	$x = x 4$	45000	推论1 命题2.3 命题3
	270	50	200	$x = 1$	39375
	280	50	200	$x = x 4$	45000
	280	50	200	$x = 1$	39375
	270	60	200	$x = x 4$	46000
	270	60	200	$x = 1$	39100

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An Evolutionary Game Theoretic Approach to Analyze "Bilateral-Centralized" Power Market

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