主辅市场联合投标决策的模糊博弈优化模型

摘要/Abstract

摘要：

将博弈论与模糊优化理论相结合，构建了发电商主辅市场联合投标决策模型，在解决多目标优化的同时，充分考虑了该问题中存在的不确定性及发电商间竞争博弈关系.应用所建立的模型，在给定的约束条件下，讨论了发电商如何根据模糊博弈优化理论来确定各自的主辅市场投标容量.

关键词: 主能量市场, 辅助服务市场, 模糊博弈, 模糊优化, 联合投标, 决策

Abstract:

In the multi-market environment, the total income of power suppliers is affected by the market mechanism, service cost, service price and market capacity distribution of major energy market and auxiliary service market in which they participate. At the same time, the bidding strategies of archrivals have a significant influence on the profit, resulting in the fact that the optimal decision-making process of the multi-market capacity distribution of power suppliers is full of great uncertainty. Fuzzy game theory and fuzzy optimization theory were combined to establish a joint bidding decision model
for power suppliers in major and auxiliary service markets. Multi-objective optimization was completed, and simultaneously the problem of uncertainty and the competition game relationship between power suppliers were fully considered. Using the established model, under certain background, the determination of the corresponding bidding strategies in major/auxiliary market according to the optimal fuzzy game balance for the power suppliers was further discussed.

Key words: major energy market, auxiliary services market, fuzzy game, fuzzy optimization, joint bid, decision making

中图分类号:

顾洁1,艾学勇2,杨光1，解大1，金之俭1. 主辅市场联合投标决策的模糊博弈优化模型[J]. 上海交通大学学报（自然版）, 2013, 47(12): 1974-1979.

GU Jie1,AI Xueyong2,YANG Guang1，XIE Da1,JIN Zhijian1. A Fuzzy Game Optimization Model for Energy Market and Ancillary Market Joint Bidding[J]. Journal of Shanghai Jiaotong University, 2013, 47(12): 1974-1979.

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