电力系统自动化
電力繫統自動化
전력계통자동화
AUTOMATION OF ELECTRIC POWER SYSTEMS
2011年
21期
46-51
,共6页
黄守军%任玉珑%俞集辉%韩维建
黃守軍%任玉瓏%俞集輝%韓維建
황수군%임옥롱%유집휘%한유건
CO2排放%政府规制%Stackelberg微分对策%反馈纳什均衡%节能减排%电力市场
CO2排放%政府規製%Stackelberg微分對策%反饋納什均衡%節能減排%電力市場
CO2배방%정부규제%Stackelberg미분대책%반궤납십균형%절능감배%전력시장
CO2 emission%government regulation%Stackelberg differential game%feedback Nash equilibrium%energy saving and emission reducing%electricity market
针对CO2排放权无法单纯依靠市场机制来实现有效配置的问题,利用微分对策理论研究了寡头电力市场中的CO2排放规制问题,并提出了一个多方竞争下的Stackelberg微分对策模型。运用逆向归纳法和汉密尔顿—雅可比—贝尔曼方程求解该微分方程,得到分散式决策下政府的最优碳税率和CO2排放配额交易价格,以及市场售电电价和发电企业排放权分配比例。同时分析了均衡解的经济含义及决策启示。最后,以一个包含6个发电企业参与的电力市场为例进行仿真计算。结果表明,微分对策的均衡结果是在不考虑发电企业理性反应、政府单方最优控制时的均衡结果的Pareto改进。
針對CO2排放權無法單純依靠市場機製來實現有效配置的問題,利用微分對策理論研究瞭寡頭電力市場中的CO2排放規製問題,併提齣瞭一箇多方競爭下的Stackelberg微分對策模型。運用逆嚮歸納法和漢密爾頓—雅可比—貝爾曼方程求解該微分方程,得到分散式決策下政府的最優碳稅率和CO2排放配額交易價格,以及市場售電電價和髮電企業排放權分配比例。同時分析瞭均衡解的經濟含義及決策啟示。最後,以一箇包含6箇髮電企業參與的電力市場為例進行倣真計算。結果錶明,微分對策的均衡結果是在不攷慮髮電企業理性反應、政府單方最優控製時的均衡結果的Pareto改進。
침대CO2배방권무법단순의고시장궤제래실현유효배치적문제,이용미분대책이론연구료과두전력시장중적CO2배방규제문제,병제출료일개다방경쟁하적Stackelberg미분대책모형。운용역향귀납법화한밀이돈—아가비—패이만방정구해해미분방정,득도분산식결책하정부적최우탄세솔화CO2배방배액교역개격,이급시장수전전개화발전기업배방권분배비례。동시분석료균형해적경제함의급결책계시。최후,이일개포함6개발전기업삼여적전력시장위례진행방진계산。결과표명,미분대책적균형결과시재불고필발전기업이성반응、정부단방최우공제시적균형결과적Pareto개진。
Given that CO2 emission rights cannot be effectively arranged relying on market mechanisms alone,differential game theory is used to study the regulation of CO2 emission in an oligopolistic electricity market.A Stackelberg differential game model for multilateral competition is proposed.The model can be solved using backward induction and Hamilton-Jacobi-Bellman equation to obtain the optimal government carbon tax and CO2 emission allowance price,as well as equilibrium sell price and the optimal distribution ratio of emission rights among generation enterprises in the decentralized decision.Meanwhile,the main economic implications of equilibrium solutions are analyzed and the corresponding decision-making revelations are briefly discussed.Using a six-generator electricity market as an example,the simulation results indicate that the differential game equilibrium is the Pareto improvement of the cases when government makes optimal control unilaterally without considering generation enterprises' rational responses. This work is supported by National Natural Science Foundation of China(No.90510016,No.70903080) and Fundamental Research Funds for the Central Universities of China(No.CDJXS10020004).