低碳技术组合应用下纵向合作减排的随机微分对策模型

doi:10.16381/j.cnki.issn1003-207x.2015.12.012

中国管理科学 ›› 2015, Vol. 23 ›› Issue (12): 94-104.doi: 10.16381/j.cnki.issn1003-207x.2015.12.012

低碳技术组合应用下纵向合作减排的随机微分对策模型

黄守军¹, 陈其安^1,2, 任玉珑^1,2

1. 重庆大学经济与工商管理学院, 重庆 400030;
2. 重庆大学能源技术经济研究院, 重庆 400030

收稿日期:2014-07-30 修回日期:2015-03-30 出版日期:2015-12-20 发布日期:2015-12-31
作者简介:黄守军(1985-),男(汉族),安徽马鞍山人,重庆大学经济与工商管理学院博士研究生,研究方向:能源与电力经济、电力市场机制设计.
基金资助:
国家自然科学基金资助项目(90510016,70903080);中央高校基本科研业务费资助项目(CDJXS12020002)

Stochastic Differential Game Models for Vertical Cooperative Mitigation in Electricity Market with Combined Application of Low-carbon Technologies

HUANG Shou-jun¹, CHEN Qi-an^1,2, REN Yu-long^1,2

1. School of Economics and Business Administration, Chongqing University, Chongqing 400030, China;
2. Academy of Energy Technologic Economics, Chongqing University, Chongqing 400030, China

Received:2014-07-30 Revised:2015-03-30 Online:2015-12-20 Published:2015-12-31

摘要/Abstract

摘要： 在低碳电力调度准则下,基于考虑减排技术及其协同效应对低碳负荷需求的影响与电网公司购电的有限理性学习过程,建立了发电商采用3种低碳技术组合应用时的纵向合作减排的随机微分对策模型。运用汉密尔顿-雅可比-贝尔曼方程分别求得了Stackelberg博弈和合作博弈下均衡的减排技术投入、稳定的购电电量期望与方差以及Stackelberg博弈下最优的减排支付比例。考察了发电商减排技术的对称性及其应用数量对反馈均衡结果的影响,并对此两种博弈结构进行了比较分析。运用基于双向加权Rubinstein-Stahl讨价还价模型的利润共享契约使得决策系统达到协调,并将模型拓展到多种减排技术投入下的合作减排模型。研究发现:在一定条件和范围内,减排投入提高电网公司购电电量,同时发电商为此所带来的风险增大;合作博弈更适于优化电力市场电源结构,顺应低碳电力调度政策的导向;最优的减排技术应用、稳定的购电电量期望与方差以及系统均衡利润都与发电商选择的低碳技术投资效率、技术之间的协同作用以及数量正相关。

关键词: 低碳负荷需求, 合作减排, 随机微分对策, Stackelberg博弈, 合作博弈, 汉密尔顿-雅可比-贝尔曼方程

Abstract: In the criterion of low-carbon power dispatching,the impacts of mitigation technologies and their synergy effects on low carbon load demand and the bounded rationality learning process of grid corporation purchasing electricity are considered. The stochastic differential game models for vertical cooperative mitigation when a power supplier applies three low-carbon technologies are developed. The equilibrium application of mitigation technologies,stable expectation and variance of electricity purchases in Stackelberg game and cooperative game are obtained respectively,and the optimal mitigation payment proportion in Stackelberg game is got with Hamilton-Jacobi-Bellman Equation. The effects of symmetry and application quantity of mitigation technologies on the feedback equilibria are investigated,and the feedback equilibria in these two game structures are comparatively analyzed. A profit-sharing contract based on bidirectional weighted Rubinstein-Stahl bargaining model to coordinate the decision system is presented,and the basic models are extended to cooperative mitigation models with multiple mitigation technologies. The results indicate that mitigation input increases electricity purchases of the grid corporation in a certain condition and range,and the power supplier is to accept greater risk for the attempt. The cooperative game is more suitable for optimizing the power source structure of electricity market and complying with the policy orientation of low-carbon power dispatching. The optimal application of mitigation technologies,stable expectation and variance of electricity purchases,and systemic equilibrium profits are positively correlated with the investment efficiency,synergy effects between technologies and the quantity of the selected low-carbon technologies.

Key words: low carbon load demand, cooperative mitigation, stochastic differential game, Stackelberg game, cooperative game, Hamilton-Jacobi-Bellman Equation

中图分类号:

TM73
F123.9

黄守军, 陈其安, 任玉珑. 低碳技术组合应用下纵向合作减排的随机微分对策模型[J]. 中国管理科学, 2015, 23(12): 94-104.

HUANG Shou-jun, CHEN Qi-an, REN Yu-long. Stochastic Differential Game Models for Vertical Cooperative Mitigation in Electricity Market with Combined Application of Low-carbon Technologies[J]. Chinese Journal of Management Science, 2015, 23(12): 94-104.

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低碳技术组合应用下纵向合作减排的随机微分对策模型

Stochastic Differential Game Models for Vertical Cooperative Mitigation in Electricity Market with Combined Application of Low-carbon Technologies

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