位置:成果数据库 > 期刊 > 期刊详情页
基于贝叶斯学习模型的发电商竞价策略
  • 期刊名称:华东电力
  • 时间:0
  • 页码:0627-0631
  • 分类:F407[经济管理—产业经济]
  • 作者机构:[1]华北电力大学经济与管理学院,北京102206
  • 相关基金:国家自然科学基金项目(70971038)
  • 相关项目:电力市场运营效率动态评价的协调域理论研究
中文摘要:

发电商对中标概率的主观判断是影响竞价策略选择的重要因素。以发电商采取不同竞价策略时中标电量的分布情况为条件概率,利用贝叶斯公式,将主观判断和条件概率相结合得到后验概率,发电商根据后验概率调整竞价策略以使收益最大化。针对主观判断的不同提出竞价策略系数概念,并基于此给出最优报价策略。算例表明该方法具有实用性和有效性。

英文摘要:

The subjective judgment of the generators is an important factor that affects the choice of the bidding strategy.Taking the distribution of the electric quantity won under different bidding strategy adopted by the generators as the conditional probability,the posteriori probability was obtained by combining the subjective judgment and the conditional probability using the Bayesian formula.The benefits could be made maximum when the generators adjust the bidding strategy according to the posteriori probability.The concept of the bidding strategy coefficient was proposed according to the differences of the subjective judgment,and the optimum bidding strategy was given hereby.An example showed the practicality and effectiveness of the method.

同期刊论文项目
同项目期刊论文