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电网技术  2006 

发电厂出力与报价均衡的随机博弈模型

, PP. 7-10

Keywords: 随机博弈,报价策略,机组可用率,动态规划,Gauss-Laguerre求积公式

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Abstract:

分析了市场环境下发电商面临的不确定性因素,建立了发电厂出力与报价均衡的随机博弈模型,引入了“虚拟机组”的概念对能源短缺进行定量计算。以机组为单位采用动态规划法计算发电厂的总成本,在成本递推方程中计及机组可用率。为简化计算采用线性逼近方法计算余留成本,并考虑了用户需求对电价的响应。采用Gauss-Laguerre求积公式近似计算随机负荷的广义积分。仿真结果表明所提出的模型和计算方法是有效的。

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