中文摘要：

将“供电公司如何从合约市场和实时市场中购买电力，以使自己的收益最大，风险最小”理解为一个风险型决策问题，应用贝叶斯分析理论，求得已知先验概率情况下供电公司的最小期望损失，改进了供电公司设定的先验概率，减少了期望损失，给出了供电公司应选择的决策方案，可供供电公司根据自身实际情况和电力市场相关信息做出正确的估计，保证供电公司做出正确的决策，从而实现收益最大化的目标。

英文摘要：

For the power suppliers, how to purchase power in the contract market and real-time market so as to obtain the highest profits with lowest risk can be regarded as a risk decision-making process. The Bayes theory is used in this paper to obtain the minimal expected loss for power supplier under given prior probability. With the improved prior probability, the expected loss is reduced. A decision-making scheme is proposed, which can help the power suppliers make proper estimation according to their own situation and electricity power information. As a result it can be ensured that the power suppliers make the correct decision and achieve the highest profits.