作　　者： ; ; ; ; ;

机构地区： 华南理工大学电力学院

出　　处： 《电力系统自动化》 2009年第17期56-60,85,共6页

摘　　要： 基于代理的计算经济学已经成为电力市场研究的一种重要方法,但是,作为一种新的方法,还有许多问题没有解决,其中一个基本的问题是研究方法的问题,包括仿真实验的设计方法、仿真结果的分析方法等。文中首先给出了电力市场仿真中一些关键概念的定义,然后以电力市场研究中常用的一种代理学习算法——Roth-Erev法为例,基于一个拥有4个发电商的日前电力市场,进行了市场模型、智能代理模型、实验目的及实验方案的设计。设计了3组实验,根据前2个实验的结果,对基于代理的电力市场仿真实验轮数的设定、实验盘数的设定等问题进行了分析和讨论,最后一个实验对Roth-Erev算法中一些参数的选取问题进行了探讨,展示了其在选取时的矛盾性,并从加强学习法的机理上分析了其原因。 Agent-based computational economics have become one of the most important electricity market study methods. However, as a method in its infancy, there are many problems need to be solved. These include the experiment design method and simulation result analysis method. The related concepts about agent-based electricity market simulation are firstly presented, and then, three electricity market simulation experiments are designed, including the market model, agents＇ learning model, experiment purpose, and experiment schemes. The market simulated in the experiments is a day-ahead market with four generators and the agent-learning model is a modified Roth-Erev reinforcement model. According to the simulation resu[ts of the first two experiments, the problem of designing iteration and session numbers is discussed. According to the last experiment, the contradiction in the calibration of a parameter in Roth-Erev model is revealed and its reason is analyzed from the mechanism of reinforcement learning.

关 键 词： 电力市场 计算经济学 仿真 智能代理 加强学习法

领　　域： [电气工程] [经济管理]