本文選題：電力市場　切入點：多層次結(jié)構(gòu)　出處：《北京理工大學(xué)》2015年碩士論文　論文類型：學(xué)位論文

【摘要】：隨著電力市場化改革的步伐，電力銷售的各個環(huán)節(jié)已逐漸放開管制、引入競爭，如何設(shè)計有效的市場交易規(guī)則和價格機制已成為目前亟待解決的問題。而拍賣理論作為近年來經(jīng)濟學(xué)中頗受矚目的研究熱點，得到了廣泛而深刻的發(fā)展，將拍賣理論引入到電力市場競爭規(guī)則的設(shè)計中，必能為電力市場化改革添加新的助力。 本文結(jié)合目前電力市場的結(jié)構(gòu)特點，分析了應(yīng)用拍賣機制解決電力資源分配問題的可行性，，分別建立了基于單邊拍賣和雙邊拍賣的多層次結(jié)構(gòu)電力市場模型。在多層次結(jié)構(gòu)電力市場模型中，電力經(jīng)銷商從發(fā)電公司處得到一定的電能分配后，再將電能轉(zhuǎn)售給電力用戶。資源分配過程中，各個參與者為了追求自身利益最大化而采取的自私性購電行為，可能會影響系統(tǒng)總的社會效益最優(yōu)化。為了避免這種情況，本文采用PSP（Progressive Second Price,累進二次價格）拍賣機制方法來解決系統(tǒng)中的資源分配問題，激勵參與者在提交競拍策略時披露其真實的邊際成本或效益函數(shù)，由系統(tǒng)決策各參與者的分配量和相應(yīng)的支付。本文設(shè)計了一個新穎的動態(tài)按序迭代算法來實現(xiàn)該拍賣機制中的最優(yōu)納什均衡。具體來說，多層次結(jié)構(gòu)模型下的資源分配問題可以看成是多個分散式的本地系統(tǒng)，在每個本地系統(tǒng)中電力用戶通過在一定限制條件下更新競拍策略到達一致收斂價格，繼而系統(tǒng)根據(jù)一致收斂價格調(diào)整對電力經(jīng)銷商的電力資源分配量，每次迭代過程引起的社會效益變化在一定限制條件下都是正向的，如此循環(huán)迭代直至各分配量收斂到平衡值。最后，本文分別通過嚴格的數(shù)學(xué)推導(dǎo)和仿真實驗，證明了該算法下系統(tǒng)收斂到最優(yōu)納什均衡的正確性和有效性。
[Abstract]:With the pace of the reform of electricity marketization, all aspects of electricity sales have gradually been liberalized and competition has been introduced. How to design effective market trading rules and price mechanism has become an urgent problem to be solved, and auction theory has been widely and profoundly developed as a hot research topic in economics in recent years. The introduction of auction theory into the design of competition rules in electricity market will add new help to the reform of electricity market. This paper analyzes the feasibility of applying auction mechanism to solve the problem of power resource allocation, according to the structural characteristics of the current electricity market. The multi-level structure electricity market model based on unilateral auction and bilateral auction is established respectively. In the multi-level structure electricity market model, the electric power distributor obtains a certain amount of electricity distribution from the power generation company. In the process of resource allocation, the selfish purchase of electricity by each participant in order to maximize their own interests may affect the optimization of the overall social benefits of the system. In this paper, the PSP(Progressive Second price) auction mechanism is used to solve the problem of resource allocation in the system, and the participants are encouraged to disclose their real marginal cost or benefit function when submitting the bidding strategy. In this paper, a novel dynamic sequential iterative algorithm is designed to realize the optimal Nash equilibrium in the auction mechanism. The problem of resource allocation under the multi-level structure model can be regarded as multiple decentralized local systems. In each local system, the power users reach the uniform convergence price by updating the bidding strategy under certain constraints. Then, according to the uniform convergence price, the system adjusts the distribution of power resources to the power distributor, and the social benefit changes caused by each iteration process are positive under certain limited conditions. Finally, through strict mathematical derivation and simulation experiments, the correctness and effectiveness of the proposed algorithm to converge to the optimal Nash equilibrium are proved.
【學(xué)位授予單位】：北京理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F426.61;F224;F724.59

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