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基于不同预期报价决策的电力市场动态演化及其混沌控制

Dynamic Power Market and its Chaos Control Based on Bidding Decisions with Different Expectations
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摘要 基于市场参与者不同预期的报价决策方式,提出了考虑输电网约束的电力市场动态模型,即内嵌市场清算优化问题的差分动态模型。该模型刻画出发电方和需求方同时报价的不用决策行为,并准确反映出独立系统调度员ISO的统一市场清算过程,考虑了输电网固有物理特性所赋予电力市场的复杂约束。借助非线性互补函数,对应不同的输电网运行状态:阻塞和不阻塞,分析比较了电力市场处于Nash均衡、周期和混沌的经济表现。针对经济表现差的市场混沌态,提出电力市场状态和参数时滞反馈控制方法,给出电力市场由混沌到Nash均衡的调控措施和手段,从而为有效提高电力市场的经济效益提供了理论依据。 Market economy system is essentially a dynamic system. For general commodities, a number of economics models have been proposed to capture market dynamics, such as stable Nash equilibrium, period and chaos. To have a deeper understanding of power market dynamics, it is necessary to reformulate these models by considering the inherent properties of complex networks and the special characteristics of market transactions. Cournot and Stackelberg game, using the differential model of electric power producers in perfect competition, has been established to analyze the stability of market equilibrium. However, these models and methods do not consider the impact of transmission network constraints on market dynamics. In addition, most studies focus on stability analysis of market equilibriums. Studies on the dynamics of unstable market dynamics seem to lag behind. Therefore, we propose a novel dynamic model to study complex dynamics and chaos control of power market.
出处 《管理工程学报》 CSSCI 北大核心 2012年第2期133-140,共8页 Journal of Industrial Engineering and Engineering Management
基金 国家自然科学基金资助项目(71071025 70925006) 湖南省杰出青年科学基金资助项目(10JJ1010) 教育部新世纪优秀人才支持计划(NCET-08-0676) 湖南省自然科学基金衡阳市联合基金资助项目(10JJ8008)
关键词 不同预期报价决策 动态模型 NASH均衡 混沌控制 电力市场 bidding decisions with different expectations dynamic model Nash equilibrium chaos control power market
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参考文献15

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二级参考文献19

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