电力市场非凸成本补偿机制对发电商竞价策略的影响分析OA
Analysis of Impact of Non-convex Cost Compensation Mechanisms on Bidding Strategies of Power Producers in Electricity Markets
合理的价格机制是电力市场有效运行的基础,参与理性是机制设计的基本要求.对于为解决煤电、气电等具有启停和空载成本以及跨时段约束的资源参与市场而设计的三部制报价机制,直接根据拉格朗日乘子的节点边际定价方式不满足参与约束,国际上一般通过全成本补偿机制解决.而中国考虑现货市场和中长期市场的耦合关系,大多采取不完全补偿机制.为探究不完全补偿机制对市场主体策略行为的影响,通过构建基于深度强化学习的多代理仿真框架,精确刻画机组的三部制报价策略,以便量化揭示市场主体的策略行为特征及其风险传导路径,以及校验市场机制设计的效果.基于此框架,针对无补偿、仅启动费补偿、按时段补偿及全成本补偿等典型补偿机制开展仿真分析.结果表明,在节点边际定价方式下,补偿不足易引致机组策略性抬价以规避亏损,从而推高市场电价并降低社会福利,进一步影响电力系统的电力平衡;全成本补偿机制有助于保障市场主体的收益、降低电价,并激励其提供调节能力.
A rational pricing mechanism is the basis for the effective operation of electricity markets,with the participation rationality being a basic requirement for mechanism design.For the three-part bidding mechanism designed to facilitate the participation of resources with start-up and no-load costs,as well as intertemporal constraints such as coal-fired and gas-fired power plants in the market,the locational marginal pricing approach based directly on Lagrange multipliers is no longer applicable.Internationally,this issue is typically addressed through full-cost compensation mechanisms.However,in China,considering the coupling relationship between spot markets and medium-and long-term markets,partial compensation mechanisms are mostly adopted.To investigate the impact of partial compensation mechanisms on the strategic behavior of market participants,a multi-agent simulation framework based on deep reinforcement learning is constructed to precisely characterize the three-part bidding strategies of generating units,thereby enabling the quantitative revelation of the strategic behavior characteristics of market participants and their risk transmission pathways,as well as validating the effectiveness of market mechanism design.Based on this framework,simulation analyses are conducted for typical compensation mechanisms,including no compensation,start-up cost compensation only,time-of-use compensation,and full-cost compensation.The results indicate that under locational marginal pricing mechanisms,inadequate compensation tends to induce the strategic price increase among generating units to avoid losses,thereby increasing the market electricity prices and reducing social welfare,further affecting the power balance of the power system.In contrast,a full-cost compensation mechanism helps safeguard the revenues of power producers,lower electricity prices,and incentivize the provision of regulation capabilities.
荆朝霞;宋瑜辉;潘湛华;李煜鹏
华南理工大学电力学院,广东省 广州市 510640华南理工大学电力学院,广东省 广州市 510640华南理工大学电力学院,广东省 广州市 510640华南理工大学电力学院,广东省 广州市 510640
电力市场三部制报价全成本补偿节点边际定价参与约束多代理仿真深度强化学习
electricity marketthree-part biddingfull-cost compensation mechanismlocational marginal pricingparticipation constraintmulti-agent simulationdeep reinforcement learning
《电力系统自动化》 2026 (9)
66-79,14
教育部人文社会科学研究专项基金资助项目(25JD710009). This work is supported by Special Fund for Humanities and Social Sciences Research,Ministry of Education,China(No.25JD710009).
评论