电子采购中具有语言评价信息的交易匹配问题研究

针对电子采购中具有语言评价信息的买方与卖方交易匹配问题,提出了一种决策分析方法.首先,给出了电子采购中基于电子中介的买方与卖方交易匹配的问题描述;然后在此基础上,将买方与卖方给出的具有语言评价信息的效率矩阵转化为二元语义形式,考虑以买方与卖方双方满意度最大为目标构建了多目标优化模型,根据二元语义的自身特点将模型进行转化,并最终转化为单目标线性规划模型进行求解来得到交易匹配结果;最后,通过电子采购中交易匹配的实例分析说明了本文给出方法的可行性和实用性.     

工业园区配售电公司分时电价双层优化模型

随着增量配电网业务的放开,配售电公司在激烈的竞争中通过峰谷分时电价套餐吸引电力用户成为其运营的重要方式,而电价套餐各参与方利益的合理分配是配售电公司顺利推进此项服务的关键.考虑增量配电工业园区内配售电公司拥有配电业务的特殊性以及大工业用户调整生产的不适应成本,首先构建了工业用户与配售电公司的成本收益模型;并在此基础上提出了工业园区配售电公司峰谷分时电价双层优化模型,上层优化模型以配售电公司收益最大化为目标、下层优化模型以大工业用户用电成本最小化为目标;最后对某一试点园区数据进行仿真测算,结果表明,由该模型得到的分时电价套餐在起到削峰填谷效果的同时,能够保证配售电公司和工业用户的利益,有利于引导双方参与峰谷分时电价套餐的积极性.     

跨省电力交易多方主体合作利益分配的修正Shapley模型研究

跨省区电力交易是解决我国电力资源和负荷逆向分布的有力措施,也是解决弃风弃光问题的有效途径,而双方利益的公平分配问题是交易能否实现的关键.首先,本文构建了发电方和购电方的合作利润模型,基于合作博弈理论,采用Shapley值法确定初始利益分配方案.再次,根据双方风险承担的差异性运用Delphi法对初始方案进行修正,得出改进的Shapley利益分配模型.最后,以银东直流电力交易为例,验证了改进模型的合理性和可行性.算例结果显示,改进后的利益分配模型更符合跨省区电力交易的实际,其利益分配更加公平,且利益分配的修正也可以为跨省跨区电力交易的输电费用分担比例问题给予参考.     

考虑时间和资本因素的多Agent拍卖系统数学模型与数值模拟

创建了一类考虑时间和资本因素的多Agent拍卖系统的数学模型,定义了买方Agent的出价线程和出价函数,具有时间偏好和不同资本大小的买方Agent可采用不同的出价战术,不同的出价战术对各自和效用与系统效用产生不同影响.通过数值模拟,分析了采用不同出众战术下的买方Agent、卖方Agent及系统的效用.     

计及需求响应的大用户购电决策优化模型

为制定对大用户最合适的购电决策方案,首先对用户因转移电量产生的不适应成本进行分析,建立了大用户的需求响应模型.在此基础上,考虑分时购电、双边合同购电、自备电厂发电三种购电方式,对大用户购电成本进行分析,构建了以购电成本最小为目标的购电优化决策模型.最后采用遗传算法对所提模型进行求解,得到用户的购电策略.算例分析表明,利用所建模型得到的购电策略,一方面可以大幅减少用户的购电成本,另一方面可以产生削峰填谷的效果,提升资源结构性配置效率.     

分布式光伏微电网P2P电能交易策略研究

分布式光伏微电网是吸纳和利用清洁太阳能资源的有效技术,由于政策的支持、科技的发展以及光伏装机量的提升,基于微电网的电力交易具有一定的应用和研究潜力,并且有利于提高用户的经济效益.考虑光伏发电剩余电量和用电量的随机性,研究在允许两轮讨价还价的交易模式下,微电网之间进行电力交易的最优计划交易量以及最优计划交易单价.构建相应的博弈模型,得到买卖双方微电网不同优先行动顺序下两轮交易中双方的最优策略、达到的最优收益,并且分析最优交易量、最优收益等与光伏上网电价、电网售电电价、贴现因子等模型参数之间的关系,同时给出具有优先行动优势的条件.最后,构建算例,分析研究结论的有效性.     

基于内生投标人的拍卖

讨论了参与者是内生性的第一价格和第二价格密封拍卖的均衡报价策略 ,两种不同的拍卖形式产生相同的预期收入 ;由于中止值的存在 ,卖方预期收入可能随着潜在参与者的增加而减少 .对拍卖商来说 ,如果投标人是风险回避的 ,那么第一价格密封拍卖比第二价格密封拍卖产生更高的预期收益 .     

直购电环境下电网公司风险控制优化模型及算法研究

随着直购电的出现,电网公司(PGC)在发电侧电力市场"单一购买者"的垄断局面被打破,直购电所引起的风险接踵而至.通过分析直购电所导致电网公司可能面临的潜在风险,建立了直购电环境下电网公司效用.函数最大化和风险最小的多目标风险控制组合优化模型,针对CVaR,风险函数在数值计算上的困难,提出了基于罚函数的光滑化样本平均值算法,并用Matlab编程实现了具体问题的求解,数值结果能够有效的反映出在直购电过程中电网公司所面临的市场风险本质,从而验证了模型的有效性.     

平台型企业定价影响因素研究:以银行卡为例

本文运用双边市场理论,构建了平台型企业的定价模型及回归方程,并运用国内14家商业银行2001~2017年的实际运营数据,对构建的模型和方程进行了实证检验。研究结论表明,平台对买方价格决定的主要影响因素有:平台向消费者(买方)提供产品或服务的成本、买方边的需求价格弹性,产品(服务)差异化程度,以及相对方(商户)接入平台的数量;而平台对卖方价格决定的主要影响因素有:卖方给买方产生的网络外部性强度,卖方边的需求价格弹性,以及市场份额。     

基于分户匹配推送模式的互利GSP竞价交易模型

通过对当前电视广告的商业运行模式进行分析,建立了分户推送广告模型和组织竞价交易模型.首先,在分户推送广告模型中,建立了用户向量和广告向量,基于PageRank算法和模糊匹配的静态匹配模型确定了广告与用户的匹配度,并根据用户的历史收视情况和广告商品的销量增长情况更新用户向量和广告向量;其次,在组织竞价交易模型中,根据同类别其他电视台该时段的广告成交价格区间和相关因素来确定各时段广告的合理底价,通过信誉度和可信有效竞价来确定某时段广告的单位成交价格,在极大化卖方收益的同时提高了收视率和买方产品的销售量;最后,通过算例对模型进行了验证,并与现有的推送及竞价交易模式进行了比较.     

电力市场实用稳定性的判定条件

首次把实用稳定性的理论用于电力市场稳定性的研究中.结合Alvarado提出的电力市场动态模型,利用微分代数方程与特征值技术,从理论上研究电力市场的实用稳定性,并且给出了判断电力市场实用稳定、一致实用稳定和实用渐近稳定性的充分条件.利用这些实用稳定性条件,对于Alvarado给出的数值算例,可方便地利用初始数据判断电力市场模型的实用稳定性,并通过实例提供了假设模型中某个参数在电力市场变化中起主要作用,如何控制电力市场模型实用稳定性的方法.最后利用Maple软件包给出了参数变化引起模型实用稳定和不稳定的图形演示.     

Non-convex power plant modelling in energy optimisation

The European electricity market has been deregulated recently. This means that energy companies must optimise power generation considering the rapidly fluctuating price on the spot market. Optimisation has also become more difficult. New production technologies, such as gas turbines (GT), combined heat and power generation (CHP), and combined steam and gas cycles (CSG) require non-convex models. Risk analysis through stochastic simulation requires solving a large number of models rapidly. These factors have created a need for more versatile and efficient decision-support tools for energy companies.We formulate the decision-problem of a power company as a large mixed integer programming (MIP) model. To make the model manageable we compose the model hierarchically from modular components. To speed up the optimisation procedure, we decompose the problem into hourly sub-problems, and develop a customised Branch-and-Bound algorithm for solving the sub-problems efficiently. We demonstrate the use of the model with a real-life application.     

基于双曲型谱风险度量的大用户购电策略

直购电模式正在推行,大用户与电网公司的风险偏好却各不相同。本文将风险偏好纳入结算策略,建立了基于双曲型谱风险的购电优化模型,并用PJM日前市场的数据进行了实证分析。探讨了风险厌恶因子的敏感范围,将大用户划分为积极、稳健和保守三种类型,分别讨论了其购电策略。结果表明:无论风险偏好如何,大用户总愿意为获得高收益而承担更高的风险;风险偏好是购电策略的重要影响因素;当风险偏好既定时,大用户在远期合同市场和日前市场的购电比例可由谱风险值确定。随着谱风险值的增加,大用户会减少远期合同市场的购电量,更倾向于在日前市场购电。     

Dynamic pricing and strategic retailers in the energy sector: A multi-leader-follower approach

We consider strategic retail pricing in markets, where retail companies buy commodities at fluctuating wholesale prices and resell them to final consumers by applying dynamic retail tariffs. This is of especially large relevance in the context of energy markets where substantial wholesale price fluctuations are observed. Policy makers currently foster the introduction of such dynamic tariff schemes. From a modelling point of view, we propose a multi-leader-follower problem to investigate the implications of strategic retail pricing and we compare the impacts of implementing dynamic tariffs on retailers and final consumers. Our analysis tackles different aspects: first, we formulate the model and provide theoretical results. Second, we develop algorithms, which solve the multi-leader-follower problem and allow us to characterize the resulting market equilibria. Third, we calibrate and solve our framework based on data of the German retail electricity market for the years 2020 and 2021. This allows us to quantitatively assess the impact of introducing real time prices on retailers’ profits and customers’ benefits. As our results show, dynamic real-time pricing on the one hand typically increases market efficiency, which confirms previous results obtained without the explicit consideration of strategic behavior. On the other hand, however, as a novel aspect, dynamic real-time pricing turns out to significantly reduce equilibrium profits in case of strategic firms. This effect is especially large in environments with strongly fluctuating wholesale prices.     

基于报表数据的上市公司顾客资产测量与提升——中国联通公司的应用研究

顾客资产体现企业在市场竞争中获取顾客资源的能力,本研究旨在利用报表数据对上市公司的顾客资产进行测量,并依据测量结果提出提升策略。首先,运用Matlab编程模拟上市公司的每期期末顾客存量适用的技术替代模型,进而求得顾客资产。其次,依据β转换模型原理估算企业现有顾客的终身价值总和,在同时考虑顾客的获取与流失的前提下求得顾客资产可持续比率。再次,依据顾客资产可持续比率和顾客资产的计算结果构建二维坐标图,以分析企业顾客资产的时间序列特征,作为提升顾客资产的依据。最后,将该方法在中国联通公司进行了应用。研究结果表明,该方法对上市公司的顾客资产测量和提升具有较好的适用性和可操作性。研究结果对于上市公司的顾客资产管理具有一定的参考价值。     

基于鲁棒均值-下半偏差模型的供电公司购电组合策略

电力市场中,日前市场购电电价的随机波动,给供电公司的投资带来了一定的收益风险,因而供电公司需要在不同的市场中合理分配购电电量分散投资,以实现自身收益率尽可能大的同时承受的风险最小.供电公司在多市场中购电电价呈随机波动的特性,本文用均值-下半偏差作为购电风险测度,并用鲁棒优化处理电价的不确定性,建立了供电公司鲁棒均值-下半偏差(Robust Mean Semi-Deviation)购电策略优化模型.最后利用广西电网公司提供的数据进行实证分析,验证了模型的有效性和适用性,表明此模型对供电公司的投资组合决策具有一定的参考价值和指导意义.     

An optimization problem in the electricity market

New types of optimization problems are faced by the generating companies that operate on deregulated electricity markets. The characteristics of these problems depend on the various market structures. In the framework of the recently settled Italian electricity market, one of these new problems is the transition from hourly energy programs, defined by the market, to more detailed power generation dispatches, defined for intervals of 15 min. Such a more detailed plan is needed on the one hand by the national system operator (Terna, Rete Elettrica Nazionale) for the assessment of power system stability and security, and on the other hand by the power plant operators for its implementation. The transition procedure should respect the hourly energy constraints and take the main operating constraints of the generating units into account. The paper presents possible solutions of the problem through linear optimization models and reports computational results on real-world instances.      

专业零售商与厂家直售商的多渠道供应价格博弈的混沌动力学研究

在零售市场,专业零售商与厂家直售商的价格竞争日益突起,再次背景下构建了专业零售商和厂家直售商组成的多渠道供应链价格博弈模型。利用管理学、经济学以及混沌动力学有关理论,对多渠道供应链中各渠道间长期价格博弈的动态演化过程进行理论验证和数据仿真,研究了专业零售商和厂家直售商的价格决策变量的变化给市场带来的影响。研究表明,双方价格决策变量的不断增加,市场从稳定进入混沌无序状态。采用调整参数可以对混沌进行有效的控制,研究结果具有较好的理论和实际应用价值。     

Equilibrium prices supported by dual price functions in markets with non-convexities

The issue of finding market clearing prices in markets with non-convexities has had a renewed interest due to the deregulation of the electricity sector. In the day-ahead electricity market, equilibrium prices are calculated based on bids from generators and consumers. In most of the existing markets, several generation technologies are present, some of which have considerable non-convexities, such as capacity limitations and large start-up costs. In this paper we present equilibrium prices composed of a commodity price and an uplift charge. The prices are based on the generation of a separating valid inequality that supports the optimal resource allocation. In the case when the sub-problem generated as the integer variables are held fixed to their optimal values possess the integrality property, the generated prices are also supported by non-linear price functions that are the basis for integer programming duality.     

Cyclic behavior in dynamic investment decisions for deregulated energy markets

In the first years after the deregulation of the electricity industry, investment into new generation capacity has not taken place on a large scale in any central european country. Recent increases in prices indicate that investment could be very profitable. However, the fear is that the need for new capacity can be overestimated and that could lead to a decrease in prices and profits and consequently to a reduction/stop of new investments. The aim of this paper is to model and analyze factors that influence the stability of electricity prices. The electricity market is modeled using a Cournot game and the stability of electricity prices is analyzed by simulations. The research was supported by the grant 1/3001/06 of the Grant Agency of Slovak Republic (VEGA) and grant VVGS 36/2006.