煤电差价合约及其合作效益优化分配的博弈模型

18420108ChineseJournalofManagementScienceVol.18,No.4August,2010:1003-207(2010)04-0133-071,1,2,1,1(11,102206;21,100192):,,,,Cournot,Stackelberg,Shapley,,,,:;;;Shapley:F224:A:2009-11-17;:2010-07-11:(NCET-06-02-08);(2007007905);(09QX68,10QX44):(1983-),(),,,:11[1]50%,,,,,,,,,,,,,,,,,,,,,,[2],,,,,,,,[3-5],,[6-11],,,[12-15],,Cournot,,Stackelberg,Shapley2,,,,,:si=(pm-csi)qsi+(pc-pm)xsi(1)sii,pm,csii,qsii,pc,xsii,:,,,,3(1)pm=-qm(2)pm,qm,n,Cournot,pm=-ni=1qsi(3),9si/9qsi=0,i=1,2,,n(4)(4)pm=+ni=1csi-ni=1xsin+1qsi=+(nxsi-nj=1,jixsi)-ncsi+nj=1,jicsi(n+1)(5)(5),pmni=1xsi,,,,(2)qsiqm=ni=1qsi=n-ni=1csi+ni=1xsi(n+1)(6)(6),qmni=1xsi,,,,4411,:,bj=(rj-pm)qbj+(pm-pc)xbj(7)bjj,rj,qbjj,xbjjm,Cournot,mj=1xbj=ni=1xsi(8)(5),pm4312010pm=+ni=1csi-mj=1xbjn+1(9)a=+ni=1csin+1,b=n+1,(9)pm=a-bmj=1xbj(10)(10)(7),9bj/9bj=0jxbjxbj=(m+1)bqbj-bmj=1qbj+(a-pc)(m+1)b=qbj-bmj=1qbj-(a-pc)(m+1)b(11)xbxb=mj=1xbj=bmj=1qbj+m(a-pc)(m+1)b(12)pm=a+mpc-bmj=1qbjm+1(13)4.2,,,,,mc,C(mcm),:1)C;2),,C,,Stackelbergk,bkbk=(rk-pm)qbk+(pm-pc)xbk(14)rkk,qbkk,xbkkpm=a-b(xbk+x-bk),x-bk=xbc+x-Cbkx-bkk,xbcCx-CbkCk9bk/9xbk=0kxbk,x-bcx-bc=bq-bc+m-c(a-pc)-m-cbxbc(m-c+1)b(15)q-bcCC,bcbc=mck=1,kCrkqbk-pmqbc+(pm-pc)xbc(16)qbcCk,:f=maxmck=1,kCrkqbkmck=1,kCqbk=mck=1,kCqbk(17)qbkminqbkqbkmax(18)qbkminqbmaxkpm=a-b(xbc+x-bc),(15)(16),9bc/9xbc=0Cxbcxbc=(a-pc)+b(qbc-q-bc)2b(19)qbcC,qbc=mcj=1,jCqbjCpmcpmc=1+(2m-c+1)pc-bmj=1qbj2(m-c+1)5314:=pc+a-pc-bmj=1qbj2(m-c+1)(20)(11),xbjqbj,,(11)(a-pc)-bmj=1qbj0(20),m-c,,,,,,,55.1(20)(13),pm-pmc=(2m-c-m+1)2(m+1)(m-c+1)(a-pc-bmj=1qbj)(21)(21),2m-c-m+10,m-cm-1/2,mc(m+1)/2,pmpmc,11/2,,Cbcbc=mck=1,kCrkqbk-pmcqbc+(pmc-pc)xbc=mck=1,kCrkqbk+a-pc-bmj=1qbj2(m-c+1)xbc-pmcqbc(22)bcbc=mck=1,kCrkqbk-pmqbc+(pm-pc)mck=1,kCxbk=mck=1,kCrkqbk+a-pc-bmj=1qbj(m+1)mck=1,kCxbk-pmqbc(23)bc-bc=(mck=1,kCrkqbk-mck=1,kCrkqbk)+(a-pc-bmj=1qbj)2((m+1)2-4(m-c+1))4(m-c+1)2(m+1)2(24)mck=1,kCrkqbkmck=1,kCrkqbk,bc-bc(a-pc-bmj=1qbj)2((m+1)2-4(m-c+1))4(m-c+1)2(m+1)2(25)(m+1)2-4(m-c+1)(m+1)2-4(m+1)=(m+1)(m-3),m2m3,bcbc,m3,m=2(m+1)2-4(m-c+1)=9-4=50,bcbc,(25),,,,,A,AxbAxbA=bmj=1qbj+(a-pc)2b(26)pmApmA=a+pc-bmj=1qbj2(27)5.2ShapleyShapley,,Shapley,,,[16-17],[18-20]Shapley,N={1,2,,n},Ns(n)V(S),V()=0,V(S1S2)V(S1)+6312010V(S2),S1S2=,[N,V]n,V,V(S)SXiNiV(N)X=(X1,X2,,Xn)[16]2:1):ni=tXi=V(N);2):XiV(i),i=1,2,,n,V(i)iShapley3:1)i,V(S-i)=V(S),Xi(V)=0,ni=1Xi(V)=V(N)2)N={1,2,,n},N,ii,sS(SN);V(s)=U(S),i=1,2,,nXi(V)=Xi(U)3)N2UV,Xi(U+V)=Xi(U)+Xi(V),i=1,2,,n,ShapleyShapleyV,X=(X1,X2,,Xn),XiXi(V)=SiSW(|S|)[V(S)-V(S-i)]i=1,2,,nW(|S|)=(n-|S|)!(|S|-1)!n!(28),SiNi,|S|S,W(|S|),V(S)iS,V(S-i)i5.3ShapleyShapley:(1)(7)(12)(13)bj(j=1,2,,m);(2)C,(16)(19)(20)bc;(3)Cj,CjSt,St(St)j(St-j);(4)(28)jXj,C63,c=280/,pm=750-4.62310-5qm4,1,380/1()()()(/)11911002505782254150310590313360180560416780210618(5),,397.5/,,22(/)()()172393582366136550573142550144941414270450902,,,33,,,,,2,7314:,,3(/)()()1,214820895217944158021,32786660646485812051,437076120826208077218492,3269150823608055818032,4125184978069647113353,4363695346691526191,2,328122212209311991521781,2,436331625613831813582924891,3,419413410949610627232242,3,425827012555312197235811,2,3,43464482081686761613297346Shapley441234393585505725501414141,2397591,2554581,3261041,4423381,3399602,3559582,3264022,4420811,4402822,4557243,4268103,4427241,2,3398171,2,3558151,2,3264611,2,4425071,2,4401841,2,4556271,3,4265971,3,4428311,3,4400682,3,4559012,3,4269872,3,4426661,2,3,4407981,2,3,4566311,2,3,4276001,2,3,443647min39358min55057min25501min41414max40798max56631max27600max436474,,,,,,7,Cournot,Stack2elbergShapley:(1),,;(2),,1,,,,;(3),,,,,,,,,,,:[1]WangB..Animbalanceddevelopmentofcoalandelec2tricityindustriesinChina[J].EnergyPolicy,2007,35(10):4959-4968.[2],.[J].,2009,(10):46-51.[3],.[J].,2010,(3):65-75.[4].:[J].,2010,(4):58-68.[5].[J].,2008,(3):20-27.[6],,.[J].,2004,32(5):1-6.8312010[7]HoganW.W..Marketpowermitigationandstandardmarketdesign[C].Proceedingsof2003IEEEpowerengineeringsocietygeneralmeeting,Toronto,2003:[8]KelmanR.,BarrosoL.A.N.,PereiraM.V..Mar2ketpowerassessmentandmitigationinhydrothermalsystems[J].IEEEtransactionsonpowersystems,2001,16(3):354-359.[9]FarahaniV.Z.,JadidSh,BidhendiH.M..Forwardenergycontractsforelectricitymarketsundermarketpowerandnetworkuncertainty[C].Proceedingsof2006IEEEpowerindiaconference,NewDelhi,2006.[10]DeMelloR.W.,MqasqasI.,GalarzaR.J..Theuseofcontractandimpacttestsinthemitigationofmarketpower[C].Proceedingsof2004IEEEPESpowersys2temsconferenceandexposition,Piscataway,2004.[11]WolakF.A..Anempiricalanalysisoftheimpactofhedgecontractsonbiddingbehaviorinacompetitivee2lectricitymarket[J].InternationalEconomicJournal,2001,14(2):1-39.[12]QiL.,HuangW..Theimpactofcontractfordiffer2enceonmarketpowerintherestrictedZhejiangelec2tricitymarket[C].Proceedingsof2004IEEEPESpowersystemsconferenceandexposition,Piscataway,2004.[13]KristiansenT..PricingofContractsforDifferenceintheNordicmarket[J].EnergyPolicy,2004,32(9):1075-1085.[14],,,,.[J].,2005,25(10):75-81.[15]CastroJ.,GmezD.,TejadaJ..ApolynomialrulefortheproblemofsharingdelaycostsinPERTnet2works[J].Computers&Ope