CAJ | 학술논문

针对按报价支付(PAB)机制下市场中不存在纯策略纳什(Nash)均衡的情形,建立了基于概率分布的连续策略伯川德(Bertrand)博弈模型,以求解其混合策略纳什均衡(MSNE).将报价策略区间标准化之后,求出了MSNE的通解.随后针对一类指数分布的报价策略,求出了MSNE的解析表达式.最后通过一个简单算例验证了该模型的有效性.研究结果表明:市场份额越大的发电商越倾向于申报高价,成为价格领导者,抬高市场出清价格;通过等额拆分可以有效减少市场力,降低市场出清价格.
침대안보개지부(PAB)궤제하시장중불존재순책략납십(Nash)균형적정형,건립료기우개솔분포적련속책략백천덕(Bertrand)박혁모형,이구해기혼합책략납십균형(MSNE).장보개책략구간표준화지후,구출료MSNE적통해.수후침대일류지수분포적보개책략,구출료MSNE적해석표체식.최후통과일개간단산례험증료해모형적유효성.연구결과표명:시장빈액월대적발전상월경향우신보고개,성위개격령도자,태고시장출청개격;통과등액탁분가이유효감소시장력,강저시장출청개격.
Seeing that there is no pure strategy Nash equilibrium in the pay as bid (PAB) electricity markets, the continuous strategy Bertrand game model for mixed strategy Nash equilibrium (MSNE) based on probability distribution is presented.After the interval of bidding strategies is standardized, the general solution of the MSNE can be obtained. Then the analytical expression of the MSNE is derived for bidding strategies with exponential distribution. The feasibility of this model is verified by a simple example. The results indicate that the generation company with large market share has motivation to bid high price and become a price maker to uplift the market clearing price. Equal separation can be used reduce the market power and decrease the market clearing price effectively.