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研究了电力市场中发电期权交易对发电能力为随机变量的2个发电公司的决策和利润的影响。分别考虑了存在发电期权交易和不存在发电期权交易的2种情况,给出了2种情况下发电公司的最优决策模型。证明了存在发电期权交易情况下的发电公司决策存在Nash均衡点,发电公司可获得更大的期望利润,并给出了发电期权交易价格区间。算例说明发电公司在一级市场中购买的发电期权数量是二级市场中期权交易价格的增函数,并且发电公司存在最大的利润期望值。
The effect of power generation options trading on the decisions and profits of two power generation companies with stochastic variables in power generation market is studied. Considering two kinds of cases that there is power option trading and non-existent option trading respectively, the optimal decision model of power generation company is given in two cases. It is proved that there exists a Nash equilibrium point in the power company’s decision-making under the existence of the power generation option transaction. The generation company can obtain a larger expected profit, and the price range of the power generation option transaction is given. An example shows that the number of power generation options purchased by the generation company in the primary market is an increasing function of the option price in the secondary market, and the generation company has the largest profit expectation.