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Long-term Nash equilibria in electricity markets

机译：电力市场中的长期纳什均衡

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摘要

In competitive electricity markets, companies simultaneously offer their productions to obtain the maximum profits on a daily basis. In the long run, the strategies utilized by the electric companies lead to various long-term equilibria that can be analyzed with the appropriate tools. We present a methodology to find plausible long-term Nash equilibria in pool-based electricity markets. The methodology is based on an iterative market Nash equilibrium model in which the companies can decide upon their offer strategies. An exponential smoothing of the bids submitted by the companies is applied to facilitate the convergence of the iterative procedure. In each iteration of the model the companies face residual demand curves that are accurately modeled by Hermite interpolating polynomials. We introduce the concept of meta-game equilibrium strategies to allow companies to have a range of offer strategies where several pure and mixed meta-game Nash equilibria are possible. With our model it is also possible to model uncertainty or to generate price scenarios for financial models that assess the value of a generating unit by real options analysis. The application of the proposed methodology is illustrated with several realistic case studies.
机译：在竞争激烈的电力市场中，公司每天同时提供其产品以获取最大的利润。从长远来看，电力公司采用的策略会导致各种长期均衡，可以使用适当的工具进行分析。我们提出了一种方法，可以在基于池的电力市场中找到合理的长期纳什均衡。该方法基于迭代市场纳什均衡模型，公司可以在其中决定其报价策略。对公司提交的报价进行指数平滑以促进迭代过程的收敛。在模型的每次迭代中，公司都面临着由Hermite插值多项式精确建模的剩余需求曲线。我们介绍了元博弈均衡策略的概念，以允许公司制定一系列报价策略，其中可能存在几种纯混合元博弈纳什均衡。使用我们的模型，还可以对不确定性进行建模，或者为通过实物期权分析评估发电单位价值的财务模型生成价格情景。几种实际案例研究说明了所提出方法的应用。

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