管理工程学报2012，Vol.26Issue(2)：133-140,8.
基于不同预期报价决策的电力市场动态演化及其混沌控制
Dynamic Power Market and its Chaos Control Based on Bidding Decisions with Different Expectations
摘要
Abstract
Market economy system is essentially a dynamic system. For general commodities, a number of economics models have been proposed to capture market dynamics, such as stable Nash equilibrium, period and chaos. To have a deeper understanding of power market dynamics, it is necessary to reformulate these models by considering the inherent properties of complex networks and the special characteristics of market transactions. Cournot and Stackelberg game, using the differential model of electric power producers in perfect competition, has been established to analyze the stability of market equilibrium. However, these models and methods do not consider the impact of transmission network constraints on market dynamics. In addition, most studies focus on stability analysis of market equilibriums. Studies on the dynamics of unstable market dynamics seem to lag behind. Therefore, we propose a novel dynamic model to study complex dynamics and chaos control of power market.In the first part, based on bidding decisions of market participants with different expectations, a dynamic model of power market considering power network constraints is proposed by a discrete difference equations embedded with the optimization problem of market clearing. The model describes different decision-making processes that accurately reflect the market clearing process by the ISO and considers the complex market constraints embedded in the inherent physical characteristics of power network.In the second part, this model is represented by a set of discrete difference equations embedded with the constraint of equal and unequal optimization problem. Considering this complicated mathematical structure, the nonlinear complementary function method is employed to obtain the solution of the dynamic model of power market. The model enables us to understand the stability of market equilibrium, and the periodic and chaotic market behaviors after the loss of equilibrium.In the third part, according to market social profits the economic performance is quantitatively evaluated and compared when the market lies in the Nash equilibrium, periods and chaos. For poor economic performance of market chaos, the state and parameter time-delayed feedback control methods of power market are proposed in order to achieve market control from chaotic state to stable Nash equilibrium which can effectively improve the economic performance of power market.In summary, this study adopts the supply (or demand) function model similar to the actual bidding process, considers market participants' bidding decisions with different expectations, and investigates the dynamic behavior of power market and its quantitative control. The findings can help improve the security and economy of the power market.关键词
不同预期报价决策/动态模型/Nash均衡/混沌控制/电力市场Key words
bidding decisions with different expectations/ dynamic model/ Nash equilibrium/ chaos control/ power market分类
信息技术与安全科学引用本文复制引用
杨洪明,谭韬,赖明勇..基于不同预期报价决策的电力市场动态演化及其混沌控制[J].管理工程学报,2012,26(2):133-140,8.基金项目
国家自然科学基金资助项目(71071025,70925006) （71071025,70925006）
湖南省杰出青年科学基金资助项目(10JJ1010) （10JJ1010）
教育部新世纪优秀人才支持计划(NCET-08-0676) （NCET-08-0676）
湖南省自然科学基金衡阳市联合基金资助项目(10JJ8008) （10JJ8008）
