Optimal bidding strategy solving method

A strategy and optimal technology, applied in the field of optimal bidding strategy solution, which can solve problems such as difficulty in obtaining evolutionary equilibrium solutions

Pending Publication Date: 2021-07-30
XI AN JIAOTONG UNIV +1
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Problems solved by technology

[0005] However, the traditional evolutionary game method is difficult to obtain a stable ev...

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  • Optimal bidding strategy solving method
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Embodiment

[0124] Demand-side bidding plays an important role in enhancing the enthusiasm of power users to participate in the market. Considering that users participate in the bidding of auxiliary service market based on bounded rationality, in order to find the optimal bidding strategy, evolutionary game theory has become a hot research issue among scholars at home and abroad. The traditional evolutionary game method is difficult to obtain a stable evolutionary equilibrium solution in the face of the uncertainty of the opponent's decision-making. This application establishes an evolutionary game model based on users' bounded rationality to help users formulate optimal DR (Demand Response) bidding strategies. Fully considering the incompleteness of market information and the uncertainty of subject decision-making, this application proposes an optimal bidding strategy learning algorithm based on Q-learning and compound differential evolution. It solves the problem that the traditional e...

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Abstract

The invention belongs to the technical field of market transaction, and particularly relates to an optimal bidding strategy solving method. The traditional evolutionary game method is difficult to obtain a stable evolutionary equilibrium solution when facing the uncertainty of opponent decision. The invention provides an optimal bidding strategy solving method. The method aims at providing a DR resource optimal bidding strategy solving problem for users participating in demand side bidding, and comprises the steps of establishing a user participation DR income model based on a consumer demand curve. comprehensively considering the target orientation of the user participating in the market, and proposing an evolutionary game model based on the bounded rationality of a game main body; and 2) considering the incompleteness of market information and the uncertainty of subject decision, and providing an optimal bidding strategy learning algorithm based on Q learning and compound differential evolution for solving the established evolutionary game model based on the finite rationality of the game subject. An evolutionary game model based on user bounded rationality is established, and the user is helped to formulate an optimal DR bidding strategy.

Description

technical field [0001] The application belongs to the technical field of market transactions, and in particular relates to a method for solving an optimal bidding strategy. Background technique [0002] Demand response (Demand Response, referred to as DR) is the abbreviation of power demand response, which means that when the price of the wholesale power market rises or the reliability of the system is threatened, the power user receives a direct compensation notice from the power supply party to induce load reduction or After the power price rises, it changes its inherent habitual power consumption pattern to reduce or shift the power consumption load for a certain period of time and respond to power supply, thereby ensuring the stability of the power grid and inhibiting the short-term behavior of rising power prices. It is one of the solutions for Demand Side Management (DSM). [0003] As one of the core technologies of the power market, DR technology is an important mean...

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Application Information

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IPC IPC(8): G06Q30/02G06Q30/08G06Q50/06G06N20/00G06N7/00G06N5/04G06N3/12
CPCG06Q30/0206G06Q30/08G06Q50/06G06N20/00G06N5/042G06N3/126G06N7/01
Inventor 韩讴竹丁涛孙瑜歌程兰芬苏祥瑞
Owner XI AN JIAOTONG UNIV
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