強化學習算法在電力市場中的應用.pdf

1、華中科技大學碩士學位論文強化學習算法在電力市場中的應用姓名：黃金紅申請學位級別：碩士專業(yè)：概率論與數(shù)理統(tǒng)計指導教師：周曉陽20061001華中科技大學碩士學位論文IIAbstractWiththeestablishingofelectricitymarketthepowercompany’scompetitionhasincreasinglyattractedpublicattention.Intheelectricitymarkete

2、nvironmentthepowercompanies’taskchangefromthetraditionallycompletingthetaskofgeneratingtobiddingthepowerloadtoobtainmaximumprofitsitsessentialpurposebehavihaschanged.Thepowercompaniesispritodeclarethepriceofelectricityot

3、herinfmationservices.Withpowercompany’sgeneratingcapacitythespiritof“fairjustopen“theBusinessInfmationCentearrangesfthecompanies’generatingcapacity.Howtousetheinfmationreasonabllyregisteringtoobtainmaximumprofitsisthecom

4、pany’sfirstquotationstosolve.Inanalysisofthepowercompanieshowtoobtainthemaximumprofitaneffectivetoolisgamethey.Classicalgamethey’sbasicassumptionsisperfectrationalitybutinfactwhenreturningtheelectricitypricesthemanufactu

5、rerscouldnotfullygraspofmarketinfmationitisimpossibletoputalltherealityvariousfactsintoaccount.Therefethemodelbasedontheboundedrationalityismerealisticitallowspolicymakerscanbestreamlinedmisunderstinglackofcapacitymiscal

6、culationsfgetestimatingdependingonthesurfaceunrelatedtotheissueofwhatconstitutesthedetailsofthings.Thegamemodebasedonboundedrationalityismeattentiontoexplainhowpeoplelearnadaptevolutiontobalance.Thispaperapplicatespartic

7、ipants’boundedrationalityintothepowercompaniesbiddingstrategystudy.Befethepowercompanychoosesadecisiontheyhopetobegrantedaprofitusethisprofitcomparingwiththeactualprofitstoconstantlymodifythestrategy.Duetoincompleteinfma

8、tionpowercompany’saspirationprofitlevelisempiricalsubjectivewhenmanyindividualsusetheaspirationprofittostudytheinteractionofpowercompany’ssubjectivedesireswillbringwhatimpacttothemacroscopicmarket.Whichisthethemeofthispa

9、per.Fthesethepaperputsreinfcementlearningapproachbasedonaspirationprofitwhichcanbetterreflecttheirownboundedaspirationprofitapproximationtoreallevel.Thepapersimulatsthereinfcementlearningalgithmwhichbasedontheaspiration.

10、Alongwiththesimulationgeneratkeepscrectingtheirstrategiesatlastthestrategywillconvergencetoabalancedpositionwemayexperienceavarietyofmarketequilibrium.Keywds：ElectricityMarketGameTheyReinfcementLearningBoundedRationality