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基于平均场微分博弈均衡的煤-电市场价格联动机理分析

孙啸天 谢海鹏 刘诗雨 何佳蒙 肖云鹏 别朝红

中国电机工程学报2026,Vol.46Issue(1):74-86,中插6,14.
中国电机工程学报2026,Vol.46Issue(1):74-86,中插6,14.DOI:10.13334/j.0258-8013.pcsee.241271

基于平均场微分博弈均衡的煤-电市场价格联动机理分析

Coal-electricity Price Interaction Mechanism Analysis Based on Mean-field Differential Game Equilibrium

孙啸天 1谢海鹏 1刘诗雨 2何佳蒙 1肖云鹏 1别朝红1

作者信息

  • 1. 电工材料电气绝缘全国重点实验室(西安交通大学电气工程学院),陕西省西安市 710049
  • 2. 国家电网有限公司西北分部,陕西省 西安市 710048
  • 折叠

摘要

Abstract

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.

关键词

煤-电价格联动/煤电机组/微分博弈/平均场博弈/均衡分析

Key words

coal-electricity price interaction/coal-fired generation unit/differential game/mean-field game/equilibrium analysis

分类

信息技术与安全科学

引用本文复制引用

孙啸天,谢海鹏,刘诗雨,何佳蒙,肖云鹏,别朝红..基于平均场微分博弈均衡的煤-电市场价格联动机理分析[J].中国电机工程学报,2026,46(1):74-86,中插6,14.

基金项目

国家自然科学基金项目(青年科学基金项目)(523B2077).Project Supported by National Natural Science Foundation of China(Young Scientistic Program)(523B2077). (青年科学基金项目)

中国电机工程学报

0258-8013

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