清算定价拍卖中的基本竞价策略研究

Proceedings of the 21st International Conference on Power Industry Computer Applications. Connecting Utilities. PICA 99. To the Millennium and Beyond (Cat. No.99CH36351) Pub Date : 1999-05-16 DOI:10.1109/PICA.1999.779385

Shangyou Hao

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引用次数: 146

摘要

本文通过求解一组微分方程，推导出了电力拍卖市场中供应商在清算定价规则下的投标行为模型，这些微分方程规定了建筑商期望收益最大化的必要条件。推导出的结果表明，竞标者有动机将其出价加价到其生产成本之上。加价的多少取决于中标的概率，以及根据所有供应商的成本分配、市场需求和参与拍卖的供应商数量计算出的利润。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A study of basic bidding strategy in clearing pricing auctions

This paper models bidding behaviors of suppliers to electricity auction markets under clearing pricing rules and with some suppliers is derived by solving a set of differential equations that specify the necessary conditions for builders to maximize their expected payoffs. The derived result indicates that bidders have incentives to mark up their bid above their costs of production. The amount of markup depends on the probability of winning below and on the margin that are computed from the cost distribution of all suppliers, market demand and the number of suppliers participating in the auction.

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来源期刊

Proceedings of the 21st International Conference on Power Industry Computer Applications. Connecting Utilities. PICA 99. To the Millennium and Beyond (Cat. No.99CH36351)

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