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Conjectural variation based bidding strategy in spot markets: fundamentals and comparison with classical game theoretical bidding strategies

机译：现货市场中基于推测变量的出价策略：基本原理和与经典博弈理论的出价策略比较

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摘要

In this paper, the concept of conjectural variation (CV) and its applications in electricity spot markets are introduced. The conjecture of a firm is defined as its belief or expectation of how its rivals will react to the change of its output. CV based bidding strategy (CVBS) method can help generation firms to improve their strategic bidding and maximize their profits in real electricity spot markets with imperfect information. In real applications, a firm using CVBS will integrate its rivals into one fictitious competitor and estimate its generation and reaction to the firm's change of output so that an optimal decision can be made accordingly. It is shown that classical game theoretic bidding strategies (GTBS) are special cases of CVBS families, and the system equilibrium reached via CVBS is a Nash equilibrium. Computer test results support the analytic conclusions very well.
机译：本文介绍了猜想变化（CV）的概念及其在电力现货市场中的应用。企业的猜想被定义为其对竞争对手将如何对产出变化做出反应的信念或期望。基于CV的投标策略（CVBS）方法可以帮助发电公司改善其战略投标，并利用不完善的信息在真实的电力现货市场中最大化其利润。在实际应用中，使用CVBS的公司会将其竞争对手整合到一个虚拟竞争对手中，并估计其产生和对公司产量变化的反应，从而可以做出最佳决策。结果表明，经典博弈论的竞标策略（GTBS）是CVBS家族的特例，通过CVBS达到的系统均衡是纳什均衡。计算机测试结果很好地支持了分析结论。

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