基于平均场微分博弈均衡的煤-电市场价格联动机理分析OA

Under the construction of a unified national market,coal-fired generation units are required to fully participate in the coal and electricity market.Massive coal-fired generation units can establish an interaction between coal and electricity prices,significantly shaping how the market operates.This paper investigates this issue from the perspective of non-cooperative game.Firstly,the operational model of coal-fired generation units and their decision model for participating in coal and electricity markets are proposed to construct the non-cooperative differential game.Secondly,based on the mean-field theory,the dimensionality of the large-scale game is effectively reduced.Then,the mean-field differential game problem is transformed into a min-max saddle point problem,and the proximal primal-dual gradient descent algorithm is used to generate analytical iterations.Drawing on a Northwest China case study,this paper explores the interaction between coal and electricity prices under two scenarios:the stable coal supply and the coal supply shortage.The study reveals:the coal inventory of coal-fired enterprises can effectively suppress price peaks in the coal and electricity markets;during periods of insufficient power supply caused by coal shortages,profit-driven stockpiling by coal-fired enterprises creates a spillover effect.Finally,this paper proposes operational and regulatory suggestions for the coal and electricity markets based on these phenomena.