Abstract：In the problem of building optimal bidding strategies for generation companies based on estimating the rival’s bids, historical data and experts experience can be used as the basis of scientific decision for generation companies. In this paper, method that can support use of historical data and experience with experts for building bidding strategies for generation companies considering transmission capacity constraints is proposed based on uncertain theory. The two-level model of uncertain programming composed of market clearing problem and optimal bidding strategies problem is presented, and the hybrid solution algorithm composed of artificial neutral network (ANN) and improved genetic algorithm (GA) is designed. Finally, the numerical examples with 3-bus and IEEE 30-bus systems are used to verify the proposed method. The results show that the model and the solution algorithm are feasible and effective.
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2012, Vol. 27 
