导　　师： 张尧

学科专业： 080802

授予学位： 硕士

作　　者： ;

机构地区： 华南理工大学

摘　　要： 目前世界电力工业正面临着一场规模巨大的重组改革。电力系统引入市场化竞争以增强运行效率以及提高社会效益。电力市场具有寡头垄断市场特性，发电公司可以通过策略性报价来决定市场电价。研究分析电力市场可能出现的运行结果以及市场可能出现的策略行为显得尤为重要。博弈论为解决这个课题提供了一个科学可行的途径。市场纳什均衡不仅可以分析构建发电厂商的最优竞价策略以获取最大利润，而且可以用来指导市场监管者监测市场竞争是否充分。由于电力系统具有输电网络约束特性，将市场出清过程变得相当复杂，所以求解市场均衡成为一个复杂困难的课题。 本论文主要涉及考虑系统运行不确定性与输电网络约束的复杂电力市场的均衡分析，其主要研究内容可概述如下： 1．考虑网络约束后，电力市场的纳什均衡变得复杂。本论文运用协同进化算法来模拟发电厂商的策略行为，并用多项式方程系统算法来求取纳什均衡，通过模拟仿真结果与纳什均衡的比较来分析协同进化算法的性能。本论文在考虑网络约束电力市场环境下构建了多人博弈的实验，通过改变网络参数设置了不同约束条件下的场景。各场景实验结果表明：基于协同进化算法的模拟方法在不同的市场均衡存在形式下能收敛到不同的结果，对求取和理解考虑网络约束市场均衡有着重要的作用。 2．电力系统运行与规划过程中存在众多不确定性因素，这给电力市场分析带来挑战。针对负荷不确定性与随机线路故障停运，建立了考虑系统运行不确定性的电力市场线性供给函数均衡模型。在该模型中，通过枚举所有可能的系统运行场景来处理不确定性因素；由于各系统运行场景的出现概率不同，发电厂商在各系统运行场景的收益不尽相同，因而面临相当大的决策风险。针对随机市场博弈的特点，扩展改进了协同进化算法并进一步将其运用于求解随机市场均衡。一个修正的9节点测试系统作为算例来分析说明所建立电力市场模型与协同进化算法的有效性。 At present, the electricity industries throughout the world are undergoing hugelyrestructuring. Competition has been introduced in order to improve investment andoperational efficiency. But the electricity market is an oligopoly in which the generationcompanies have market power, being able to determine the market price by strategic behavior.The analysis of possible operation results and strategic actions in the electricity market seemsconsiderably important. Game theory is thought of as a rigorous solution tool to analyze thebidding strategies in electricity markets. This research is important for both marketparticipants and regulatory entities, in that the former are interested in optimal strategies formaximizing profit, and the latter have the duty to design and monitor the markets to ensurefull competitiveness. But because the particular characteristics of an electric power system,such as transmission constraints, complicate the market clearing mechanism and process, it isdifficult to solve the market equilibrium problem. This dissertation focuses on issues of equilibrium analysis of the electricity marketconsidering system operational uncertainty and transmission constraints. The main work andcontribution are presented as follows: 1. The Nash Equilibrium in electricity market becomes complicated when the networkconstraints are considered. The strategic behaviors of Gencos are simulated usingco-evolutionary computation and the solving system of polynomial equations is used tocalculate the market equilibrium. The performance of co-evolutionary approach isanalyzed by comparing the experimental results and market equilibrium in the paper. Anexperimental n-person game in network-constrained power market is investigated.Different experimental scenarios are formed by changing network parameters, Simulationresults show that the co-evolutionary approach converges to different results in differentmarket equilibrium conditions, and is important for finding and understanding marketequilibrium with network constraints. 2. Uncertain factors in the planning and operation process of electricity system bring greatchallenges to the analysis of electricity market. Taking into account load uncertainty andrandom branch outage, the paper proposes a supply function equilibrium modelconsidering system operational uncertainty. In the market model, the possible systemscenarios are firstly identified to model the uncertainties. The associated profit in diversesystem scenarios is varied, a generation company /(GENCO/) faces with greatdecision-marking risks because of the probabilistic occurrences of different system scenarios. Finally the co-evolutionary approach is improved and employed to search forthe stochastic market equilibrium. A modified nine-bus system is used to illustrate theproposed market model and verify the effectiveness of the solution method.

关 键 词： 电力市场 网络约束 纳什均衡 协同进化算法 多人博弈 负荷不确定性 随机线路故障停运 线性供给函数均衡 随机市场均衡

分 类 号： [F426.61 TM73]

领　　域： [经济管理] [电气工程]