基于动态博弈的电力市场均衡的稳定性分析

TAN Haiyun; YANG Li; LIAO Yingchen; GAN Deqiang

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基于动态博弈的电力市场均衡的稳定性分析

更新时间：2025-08-13

- 基于动态博弈的电力市场均衡的稳定性分析
- Automation of Electric Power Systems Vol. 31, Issue 24, Pages: 21-24(2007)
- 作者机构：
  
  浙江大学电气工程学院,浙江省,杭州市,310027
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：2007
- 稿件说明：
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TAN Haiyun, YANG Li, LIAO Yingchen, et al. [J]. Automation of electric power systems, 2007, 31(24): 21-24.
DOI：

TAN Haiyun, YANG Li, LIAO Yingchen, et al. [J]. Automation of electric power systems, 2007, 31(24): 21-24. DOI：

摘要

对电力市场中的重复拍卖，用动态博弈的方法，以电价为参考变量，利用Betrand模型重点研究了Pool模式下纯策略Nash均衡点的唯一性与稳定性，以及Nash均衡的收敛性质。研究结果表明，均衡点的稳定性与发电容量必须运行率（MRR）以及由MRR决定的均衡点的个数关系密切，当均衡点唯一时必然稳定;存在多个均衡点时均衡点的稳定性与市场初始状态有关。文中采用了全局稳定、区域稳定、随机状态、等效边际成本等概念来更好地说明电力市场中的问题，并且用图形的方法直观地对均衡点的稳定性问题做出了描述。

Abstract

By dynamic game theory for the repeated auction in electricity markets， the stability， uniqueness and convergence of the pure Nash equilibrium in Pool-based electricity markets are analyzed with the Betrand game model. And the electricity price is used to be the reference variable. The stability of the equilibrium depends on the power capacity must run ratio（MRR） and the number of the equilibrium points decided by MRR. When there is only one equilibrium point， the equilibrium is stable; when a lot of equilibrium points appear， the stability relates to the original state. Global stability， regional stability， stochastic state and equivalent marginal cost are presented. And these results are also illuminated with examples.

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