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提出了一种保证市场环境下梯级水电资源有效配置的代理机制,以解决不同主体梯级水电站单独参与市场时造成的梯级水电资源配置低效性问题。针对该代理机制,在Barraquand-Martinea美式期权定价模型中引入多维随机路径模拟和基于收益年值指标的路径区块划分方法,以实现考虑多种不确定因素的水电站长期盈利水平灵活评估;运用讨价还价模型分析梯级水电站代理双方的非合作动态博弈均衡。算例结果验证了梯级水电站代理机制可以实现对原有梯级水电资源配置的帕累托改进,并表明所建立的实物期权模型能够有效考虑多种不确定因素对实物期权价值的共同作用。
An agent mechanism is proposed to ensure the effective allocation of cascade hydropower resources in the market environment so as to solve the problem of inefficient cascade hydropower resources allocation caused by different main cascaded hydropower stations participating in the market. In view of the proxy mechanism, the multi-dimensional random path simulation and the path block partitioning method based on the annual revenue index are introduced into the Barraquand-Martinea American option pricing model in order to achieve a flexible assessment of the long-term profitability of hydropower stations considering various uncertainties. By using bargaining Model Analysis of Noncooperative Dynamic Game Equilibrium for Both Agents of Cascade Hydropower Stations. The results of the example show that the agent mechanism of cascaded hydropower stations can realize the Pareto improvement of the original cascade hydropower resources and show that the established real option model can effectively consider the common effect of various uncertainties on the value of real options.