基于协同进化算法的集中竞价市场模拟分析Simulation Analysis of Centralized Bidding Market Based on Co-evolutionary Algorithm
何洋,黄龙,陈皓勇,尚金成,李鹏,刘雨梦
HE Yang,HUANG Long,CHEN Haoyong,SHANG Jincheng,LI Peng,LIU Yumeng
摘要(Abstract):
仿真实验是验证市场规则的有效手段,从国内电力市场的月度集中竞价规则出发,基于协同进化算法,对相应的统一出清和报价撮合出清进行对比分析。首先,提出一种基于策略集形式的协同进化机制,用于模拟真实市场下的购售电双方博弈竞争情况。其次,研究月度集中竞价相关规则,基于购电商和发电商各自利益最大化,重点对市场环境下统一出清模型和撮合出清模型进行对比分析,定量分析了市场中购售双方的博弈过程,从而求解市场仿真均衡。仿真结果表明,统一出清较撮合出清波动性更大,市场的出清情况与发电商和购电商的成本和效益函数有关。
The simulation experiment is an effective means to verify the market rules. Based on the monthly centralized bidding rules in the domestic electricity market and the co-evolutionary algorithm, the corresponding market clearing price(MCP) and high-low matching clearing price are compared and analyzed.Firstly, a cooperative evolutionary mechanism based on strategy set is proposed to simulate the game competition between buyers and sellers in the real market. Secondly, relevant rules of monthly concentrated bidding are studied. The comparative analysis of the MCP model and the high-low matching clearing price model is compared based on the maximization of the respective interests of electricity purchasers and power producers.Quantitative analysis of the game process between buyers and sellers in the market is made to solve the equilibrium of market simulation. The simulation analysis shows that the MCP is more volatile than the high-low matching clearing price, and the clearing of the market is related to the cost and benefit function of electricity producer and purchaser.
关键词(KeyWords):
策略集;协同进化机制;统一出清;撮合出清;仿真均衡
strategy set;co-evolution mechanism;MCP;high-low matching clearing price;simulation equalization
基金项目(Foundation): 国家重点研发计划项目(2016YFB0900102);; 中央高校基本科研业务费项目(2018py11)
作者(Author):
何洋,黄龙,陈皓勇,尚金成,李鹏,刘雨梦
HE Yang,HUANG Long,CHEN Haoyong,SHANG Jincheng,LI Peng,LIU Yumeng
DOI: 10.19585/j.zjdl.201907002
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- 策略集
- 协同进化机制
- 统一出清
- 撮合出清
- 仿真均衡
strategy set - co-evolution mechanism
- MCP
- high-low matching clearing price
- simulation equalization