基于多主体博弈的电力市场不平衡资金分摊优化方法

doi:10.11930/j.issn.1004-9649.202409028

摘要/Abstract

摘要：

随着中国电力市场改革的推进，中国电力现货市场各个试点地区在实际结算过程中均出现了不同规模的不平衡资金，这极大地影响了每个市场主体的效益，降低了市场效率。因此，提出基于多主体博弈的电力市场不平衡资金分摊优化方法，考虑到各省在中长期交易规则、能源结构、现货市场建设等方面存在显著差异，使用基于主体（agent-based model，ABM）的建模方法，刻画系统运营商、发电商等各个市场主体，基于强化学习探索不同分摊方法下各个市场主体的行为决策。基于Stackel-berg博弈框架，挖掘各个市场主体在不同分摊方法下的内生演化机制，评估多种不平衡资金分摊方法对市场效率等方面的影响。基于ABM和强化学习刻画了多市场主体之间的互动特征，构建内生演化机制模拟市场主体的风险规避特征，有利于挖掘各省差异化的不平衡资金分摊优化方法，避免资源错配。仿真结果表明：ABM算法与内生演化机制充分反映了市场主体的行为策略。当不平衡资金分摊方法造成部分资金外流时，激励相容性指标达到0.22，各个市场主体呈现出强烈保守态势；当不平衡资金分摊方法通过价差惩罚引导市场主体时，各个市场主体均采取积极策略，有效提升了市场运行效率。

关键词: 电力市场, 不平衡资金, 现货市场

Abstract:

As China's power market reforms advance, pilot regions across the country have encountered imbalance funds of different scales during actual settlement processes in their spot power markets. This significantly impacts the profitability of each market participant and reduces market efficiency. Therefore, this study proposes an optimization method for allocating power market imbalance funds based on multi-agent games. Considering significant differences among provinces in medium-to-long-term trading rules, energy structures, and spot market development, an Agent-Based Model (ABM) is employed to characterize market participants such as system operators and power generators. Reinforcement learning is used to explore the behavioral decisions of these participants under different allocation methods. Second, within the Stackelberg game framework, we uncover the endogenous evolutionary mechanisms of market participants under different allocation methods, evaluating the impact of multiple imbalance fund allocation approaches on market efficiency and other metrics. By leveraging ABM and reinforcement learning to capture the interactive characteristics among multiple market participants and constructing endogenous evolutionary mechanisms to simulate risk-averse behaviors, this approach facilitates the identification of province-specific, optimized imbalance fund allocation proposed methods, thereby preventing resource misallocation. The results of the calculation examples show that the ABM algorithm and endogenous evolution mechanism fully reflect the behavioral strategies of market entities. When the imbalance fund allocation proposed method causes partial capital outflow, the incentive compatibility indicator reaches 0.22, and all market entities exhibit a strong conservative stance. When the imbalance fund allocation proposed method guides market entities through spread penalties, all market entities adopt proactive strategies, effectively improving market operational efficiency.

Key words: electricity market, imbalance funds, spot market

王奖, 陈晓东, 许喆, 王景亮, 王立鹏. 基于多主体博弈的电力市场不平衡资金分摊优化方法[J]. 中国电力, 2026, 59(1): 153-162.

WANG Jiang, CHEN Xiaodong, XU Zhe, WANG Jingliang, WANG Lipeng. An optimization method for imbalance funds in a multi-agent game-theoretic electricity market[J]. Electric Power, 2026, 59(1): 153-162.

导出引用管理器 EndNote|Ris|BibTeX

链接本文: https://www.electricpower.com.cn/CN/10.11930/j.issn.1004-9649.202409028

https://www.electricpower.com.cn/CN/Y2026/V59/I1/153

图/表 11

图 1 强化学习算法框架

Fig.1 Reinforcement learning algorithm block

表 1 不平衡资金分摊方法

Table 1 Imbalanced fund allocation method

方法编号		不平衡资金分摊方法
一		面向市场全体用户，以电费减免或附加的方式对不平衡资金进行返还或分摊
二		面向所有平衡责任方，以平衡结算价格减免或附加的方式对不平衡资金进行返还或分摊
三		面向所有平衡责任方，以各个平衡责任方参与市场电量的规模对不平衡资金进行返还或分摊
四		面向所有平衡责任方，以各个平衡责任方偏差电量占系统偏差电量的比例对不平衡资金进行返还或分摊

图 2 平衡结算框架

Fig.2 Balance settlement framework

图 3 本文方法模型结构

Fig.3 The model structure of this paper

表 2 售电公司报价空间

Table 2 Strategic offering for electricity sales companies

报价策略	偏差值/%	报价策略	偏差值/%
1	–5	5	1
2	–3	6	3
3	–1	7	5
4	0	—	—

表 3 可再生能源发电商报价空间

Table 3 Strategic offering for renewable energy generators

报价策略	偏差值/%	报价策略	偏差值/%
1	–10	5	2
2	–6	6	6
3	–2	7	10
4	0	—	—

表 4 各类不平衡资金分摊方法作用情况

Table 4 The role of various imbalanced fund allocation methods

方法	MOE	IC	CAE
一	0.38	0.22	0.83
二	0.46	0.42	0.39
三	0.63	0.41	0.26
四	0.12	0.37	0.73

图 4 不平衡资金分摊方法一前后对比

Fig.4 Comparison of before and after using the unbalanced fund allocation method 1

图 5 不平衡资金分摊方法二前后对比

Fig.5 Comparison of before and after using the unbalanced fund allocation method 2

图 6 不平衡资金分摊方法三前后对比

Fig.6 Comparison of before and after using the unbalanced fund allocation method 3

图 7 不平衡资金分摊方法四前后对比

Fig.7 Comparison of before and after using the unbalanced fund allocation method 4

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