供应函数均衡模型是研究电力市场发电商竞标行为的一种重要工具.不同于Coumot模型描述的产量竞争和Bertrand模型描述的价格竞争,供应函数均衡模型更适合描述电力市场中竞标函数竞争行为.当电力市场需求函数表示为市场价格与有界随机需求冲击的非线性函数时,每个发电商在其发电容量范围内向电力市场提交一个分段线性供应函数,以获取最大化利润.在这种电力市场环境下构造了一类分段线性供应函数,证明了分段线性供应函数纳什均衡解的存在性,从理论上获得了相关新结论,为电力市场供应函数均衡近似数值求解算法设计提供理论基础.
The supply function equilibrium model has been widely used to study generators' bidding behavior in electricity wholesale markets over the past few years. In this paper there is a market where demand is uncertain, but can be represented as a nonlinear function of price together with a bounded random shock. Each generator offers a piecewise linear supply function, within his capacity of generation, into the market and wishes to maximize his expected profit. By constructing a different piecewise linear supply function, proved. From th the existence of piecewise linear supply function equilibria in electricity market is e theoretical point of view, new results regarding existence of these equilibria are presented.