近年來，傳統所使用的電力批發市場逐漸的被零售的電力市場架構所取代，在許多國家當中，各項針對市場設計的問題正激烈被討論中，比如如何避免市場壟斷，如何正確實做出電力零售市場，以及如何增加市場整體的利潤。本文的重點是在於開發一個模型，用以模擬電力市場的競價過程，以及研究電力損失對試場均衡所造成的影響。我們使用多代理人系統與供應函數均衡模型（SFE model）模擬市場參與者之間的策略性互動行為，並利用損失因子來當作系統電力損失的計算考量。為了分析考量系統電力損失的競價方式，會對電力使用的效率造成多大的影響，我們以IEEE 30-匯流排系統為依據，對不同的電力需求分佈實例做實驗，並將數據結果列在論文當中。我們的系統為了能夠及時修正任何突發狀況，有別於一般採用的Day-ahead市場架構，我們以動態(Dynamic)競價市場架構當作系統的主體，並實驗若當系統當中，電力供給或電力需求的條件改變時，系統是否能夠及時反應。最後針對兩個在動態競價市場架構當中，對市場達到供需平衡所需的時間有所影響的兩個系統參數(市場初始價格以及市場價格調節因子)做探討，試著找出一個最有效率的競價系統。

During these years, the regulatory framework for the wholesale sector of the electricity industry has been replaced by market competition in many countries. There are many ongoing debates over market design issues such as how to avoid market oligopoly problem, how to properly implement a retail electricity market and how to increase profits of market players. This thesis focuses on the development of a model and the simulation of electricity market and studies the impacts of power losses on electricity market equilibrium states in order to find an optimal dispatch schedule of distributed power supplies to power demand in the power delivery networks. To simulate the interaction among strategic behaviors of market players, we generalize a multi-agent system with the supply function equilibrium (SFE) model and take power losses into consideration. We conduct the experiments on IEEE 30-bus systems to illustrate the performance of the proposed method and present some numerical results that are effective in showing various economic impacts of power losses including system benefits and changes in the system marginal price. And we also investigate the influence of market operator variables such as market initial price and price adjust factor on convergence rate in terms of curves of market bidding history.

[1]Johnsen T.A., Verma S.K. and Wolfram C. (1999): ‘Zonal Pricing and Demand-Side Bidding in the Norwegian Electricity Market’, Working Paper PWP-063, University of California Energy Institute, Berkeley.
[2]Green R. and Newbery D. M. (1992): ‘Competition in the British Electricity Spot Market’, Journal of Political Economy, 100, 929–953.
[3]Green R. (1999) ‘The Electricity Contract Market in England and Wales’, J. Ind. Econ., vol. 47, no. 1, pp. 107–123.
[4]Borenstein S. and Bushnell J. (1999): ‘An Empirical Analysis of the Potential for Market Power in California’s Electricity Industry’, The Journal of Industrial Economics 473, 285–323.
[5]Green R. (1996): ‘Increasing Competition in the British Electricity Spot Market’, J. Ind. Econom., vol. 44, no. 2, pp. 201–216.
[6]Bushnell J.B. and Wolack F.A. (2000): ‘Regulation and the Leverage of Local Market Power in the California Electricity Market’, Competition Policy Center. Paper 00-013.
[7]Liu C.C., Bose A. and Cardell J. (2008): ‘Agent Modeling for Integrated Power System, Power and Fuel Market Simulation’, PSERC Project M-13 Status Report.
[8]Richter C.W. Jr., Sheblé G.B. and Ashlock D. (1999): ‘Comprehensive Bidding Strategies with Genetic Programming/Finite State Automata’, IEEE Trans. Power Syst., 14, pp. 1207–1212.
[9]Song H., Liu C.C., Lawarrée J. and Dahlgren R.W. (2000): ‘Optimal Electricity Supply Bidding by Markov Decision Process’, IEEE Trans. Power Syst., 15, pp. 618–624.
[10]Zhang D., Wang Y., and Luh P.B.(2000): ‘Optimization Based Bidding Strategies in the Deregulated Market’, IEEE Trans. Power Syst., 15, pp. 981–986.
[11]Ferrero R.W., Rivera J.F., and Shahidehpour S.M. (1998): ‘Application of Games with Incomplete Information for Pricing Electricity in Deregulated Power Pools’, IEEE Trans. Power Syst., 13, pp. 184–189.
[12]Park J.B., Kim B. H., Jung M.H. and Park J.K. (2001): ‘A Continuous Strategy Game for Power Transactions Analysis in Competitive Electricity Markets’, IEEE Trans. Power Syst., 16, pp. 847–855.
[13]Song H., Liu C.C., and Lawarrée J. (2002): ‘Nash Equilibrium Bidding Strategies in a Bilateral Electricity Market’, IEEE Trans. Power Syst., 17, pp. 73–79.
[14]Bai X., Shahidehpour S. M., Ramesh V. C. and YU E. (1997): ‘Transmission Analysis by Nash Game Method’, IEEE Trans. Power Syst., 12, 1046–1052.
[15]Klemperer P.D. and Meyer M.A. (1989): ‘Supply Function Equilibria in Oligopoly under Uncertainty’, Econometrica, vol. 57, pp. 1243–1277, 1989.
[16]Baldick R, Grant R., and Kahn E.(2000): ‘Linear Supply Function Equilibrium: Generalizations, Application, and Limitation’, POWER Working paper.
[17]Rudkevich A. (2003): ‘Supply Function Equilibrium: Theory and Applications’, Proceedings of the 36th Hawaii International Conference on Systems Science.
[18]Niu H., Baldick R. and Zhu G.(1859-1867): ‘Supply Function Equilibrium Bidding Strategies with Fixed Forward Contracts’, IEEE Trans. on Power Systems, vol. 20, no. 4, pp.
[19]Baldick R., Grant R., and Kahn E.(2004): ‘Theory and Application of Linear Supply Function Equilibrium in Electricity Markets’, Journal of Regulatory Economics, 25(2):143-167.
[20]Anderson E.J. and Xu H.(2005): ‘Supply Function Equilibrium in Electricity Spot Markets with Contracts and Price Caps’, Journal of Optimization Theory and Applications, 124, (2), 257-283.
[21]FERC(2003), Notice of White Paper, U.S. Federal Energy Regulatory Commission.
[22]Li H., Sun J., and Tesfatsion L.(2009): ‘Separation and Volatility of Locational Marginal Prices in Restructured Wholesale Power Markets’, ISU Economics Working Paper #09009.
[23]Litvinov E., Zheng T., Rosenwald G., and Shamsollahi P.(2004): ‘Marginal Loss Modeling in LMP Calculation’, IEEE Trans. on Power Systems, vol. 19, no. 2, pp. 880-888.
[24]Fu Y. and Li Z.(2006): ‘Different Models and Properties on LMP Calculations’, Power Engineering Society General Meeting, 2006. IEEE.
[25]Cardell J. B.(2007): ‘Marginal Loss Pricing for Hours with Transmission Congestion’, IEEE Transactions on Power Systems, Vol. 22, No. 4
[26]Conejo A.J., Castillo E., Minguez R. and Milano F.(2005): ‘Locational Marginal Price Sensitivities’, IEEE Transactions on Power Systems, vol. 20, no. 4, pp. 2026–2033.
[27]von der Fehr N. H. M. and Harbord D.(1993): ‘Spot Market Competition in the UK Electricity Industry.’, The Economic Journal, 103, 531-546.
[28]Java Agent Development Framework (JADE). Available at: http://jade.cselt.it/.
[29]Bellifemine F., Caire G., and Greenwood D.(2007): ‘Developing Multi-agent Systems with JADE’, John Wiley & Sons.
[30]Yao J., Adler I., and Oren S.(2008): ‘Modeling and Computing Two-settlement Oligopolistic Equilibrium in a Congested Electricity Network’, Operations Research, vol. 56, pp. 34-47, 2008.
[31]Zimmerman R.D., Murillo-Sánchez C.E., and Gan D. ‘MATPOWER:A MATLAB Power System Simulation Package’, CornellUniversity. Ithaca, NY. [Online]. Available: http://www.pserc.cornell.edu/matpower.