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博碩士論文 etd-0612101-112012 詳細資訊
Title page for etd-0612101-112012
論文名稱
Title
模糊策略對局求解發電業競標之問題
Fuzzy Gaming Approach For GenCo's Bidding Problem
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
90
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
口試日期
Date of Exam
2001-05-31
繳交日期
Date of Submission
2001-06-12
關鍵字
Keywords
多目標、現貨市場、權重向量、模糊、對局
fuzzy, multi-objectives, spot market, weight vector, game
統計
Statistics
本論文已被瀏覽 5668 次,被下載 3003
The thesis/dissertation has been browsed 5668 times, has been downloaded 3003 times.
中文摘要
在本論文中,主要是探討在電業自由化環境下,發電業(決策者)於電力現貨市場(spot market)下追求自身利益最大化的競標策略,同時應用模糊理論為基礎之策略對局的求解方法( fuzzy based strategic gaming approach )來解決此競標策略的決策問題。在本論文中,我們所考慮的是有價格彈性負載的現貨市場,且發電業希望能決定本身最佳的標單,進而得到最大的期望利益。藉著模糊理論歸屬函數和其運算,由多準則決策方法來分析決策者的選擇,同時透過權重向量(weight vector)所代表的主觀的態度和道德意向來描述其多目標(multi-objectives)函數的結構,進而決定何種的策略組合是最佳的。本論文所提出的方法比傳統對局理論的機率方法更具優勢,所獲得的決策也更接近實際的情形。最後本論文提供兩個發電業,在具有價格彈性負載的現貨市場下競爭的模擬範例,以凸顯本論文所提出方法的特色之處。
Abstract
In this thesis, the decision-making problem of a GenCo’s bids is formulated and solved by a fuzzy approach to strategic games. It is assumed that only supply-side bidding is considered in the spot market and a player hopes to determine his bids to maximize his own expected payoffs. By means of fuzzy membership functions and operations, a multi-criteria method is used to analyze the player’s choices. Decision maker can decide what kind of strategy combination is optimal by using weight vector to represent his subjective attitude and moral features about the structure of multi-objectives. From this process, a decision can be made more easily, and the results are also close to reality which is not easily modeled by probabilistic method in the classical game theory. Numerical examples with a game of two GenCo’s and a price-elastic demand are offered to illustrate the salient features of the proposed approach.
目次 Table of Contents
中文摘要 Ⅰ
Abstract Ⅱ
目錄 Ⅲ
圖目錄 Ⅴ
表目錄 Ⅵ

第一章 緒論 1
1-1 研究背景與動機 1
1-2 文獻回顧及貢獻 7
1-3 論文架構 9

第二章 數學模式的建立和公式推導 11
2-1 數學定義 12
2-2 現貨市場非價格彈性負載之公式推導 15
2-3 現貨市場價格彈性負載之公式推導 18
2-4 尋找最佳標單截距b之公式推導 20
2-5 尋找最佳標單斜率a之公式推導 23
2-6 推廣到多部機組的公式推導 27

第三章 模糊與非模糊之策略對局 31
3-1 「非模糊」策略對局 31
3-2 「模糊」策略對局 33
3-2-1條件(conditional)模糊集之歸屬函數 34
3-2-2模糊集 之歸屬函數 36
3-2-3非條件(unconditional)歸屬函數 36
3-2-4最佳策略的歸屬函數 37
3-3 「模糊」策略對局的應用 37
3-4 完整求解過程 41

第四章 範例測試與討論 43
4-1 範例1:價格彈性與非價格彈性負載的比較 44
4-2 範例2:最佳標單截距b與斜率a的比較 47
4-3 範例3:混合策略於現貨市場的競標問題 53
4-4 範例4:多組混合策略於現貨市場的競標問題 64

第五章 結論與未來研究方向 67
5-1 結論 67
5-2 未來研究方向 68

參考文獻 69
附錄 72
作者簡介 80

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