不完全信息下发电商竞价策略贝叶斯博弈分析

电力竞价是一个不完全信息下的博弈问题.论文假定竞争对手的报价服从已知区间a,b]上的独立同分布,基于贝叶斯博弈原理,分别对容量相同的双寡头市场、容量相同与不同情况下的多个发电商的竞价进行了模型化分析,并给出了发电商的最优报价.最后,给出了简单算例分析.

Bayesian Game Analysis of Bidding Strategy of Generation Company with Incomplete Information

Power bidding is a game process with imcomplete information.Based on the hypothesis that the bids of the rivals are stochastic variable drawn from same distribution over given interval,the optimal bidding models are presented with Bayesian game principle,and three situations are considered respectively,which include duopoly power market with same genaration capacity and the markets consisted of more than two generators with same or different genaration capacity.Then the optimal bidding strategys of generation companies are deduced.At last,a simple numerical example is presented to illustate the presented method.