【摘 要】
:
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
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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。
Aiming at the situation that there is no pure strategy Nash equilibrium in PAB market, a continuous strategy Bertrand game model based on probability distribution is established to solve its mixed strategy Nash Equilibrium (MSNE) . After normalizing the quotation strategy interval, the general solution of MSNE was obtained. Then for a kind of exponential distribution quotation strategy, the analytical expression of MSNE is obtained. Finally, the validity of the model is verified by a simple example. The result shows that the bigger the market share is, the more power producers are to declare the high price, become the price leader and raise the market clearing price. The equal split can effectively reduce the market power and reduce the market clearing price.
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