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在一个有大容量机组和大用户主导的电力市场中,定价多解情况发生的概率是不可忽略的,并且产生的影响也是显著的。针对对偶问题多解情况,文中分析了问题产生的本质,进而提出了一种基于激励的定价方法。首先,在传统定价理论的基础上进行了合理延伸,分析了双侧竞价模式下定价的理论区间,并提出了伪边际报价的概念。然后,通过对市场参与者激励的讨论,构造了关于伪边际报价的附加方程,从而实现拉格朗日乘子的唯一求解,并据此确定节点电价。理论分析和算例表明该方法确定的节点电价是合理且激励相容的。
In an electricity market dominated by large capacity units and large users, the probability of occurrence of pricing multiple solutions is not negligible and the impact is significant. Aiming at the multiple solutions of duality problem, this paper analyzes the essence of the problem and puts forward a pricing method based on incentive. First of all, based on the traditional pricing theory, this paper makes a reasonable extension, analyzes the theoretical range of pricing in the bilateral bidding model and puts forward the concept of pseudo-marginal quotation. Then, by discussing the incentive of market participants, an additional equation about the pseudo-marginal quotation is constructed, so as to realize the unique solution of the Lagrange multiplier and to determine the node price accordingly. Theoretical analysis and examples show that the method of determining the node price is reasonable and incentive compatible.