We consider a periodic double auction (PDA) wherein the main participants are wholesale suppliers and brokers representing retailers. The suppliers are represented by a composite supply curve and the brokers are represented by individual bids. Additionally, the brokers can participate in small-scale selling by placing individual asks; hence, they act as prosumers. Specifically, in a PDA, the prosumers who are net buyers have multiple opportunities to buy or sell multiple units of a commodity with the aim of minimizing the cost of buying across multiple rounds of the PDA. Formulating optimal bidding strategies for such a PDA setting involves planning across current and future rounds while considering the bidding strategies of other agents. In this work, we propose Markov perfect Nash equilibrium (MPNE) policies for a setup where multiple prosumers with knowledge of the composite supply curve compete to procure commodities. Thereafter, the MPNE policies are used to develop an algorithm called MPNE-BBS for the case wherein the prosumers need to re-construct an approximate composite supply curve using past auction information. The efficacy of the proposed algorithm is demonstrated on the PowerTAC wholesale market simulator against several baselines and state-of-the-art bidding policies.

翻译：我们考虑一种周期性双向拍卖（PDA），其中主要参与方为批发供应商和代表零售商的经纪人。供应商由复合供给曲线表示，而经纪人由独立报价表示。此外，经纪人可通过提交独立要价参与小规模销售，从而扮演产消者角色。具体而言，在PDA中，作为净买方的产消者拥有多次机会购买或出售多个单位商品，其目标是在PDA的多轮交易中最小化购买成本。为此类PDA场景制定最优投标策略需要跨当前及未来轮次进行规划，同时兼顾其他参与者的投标策略。本研究针对多个掌握复合供给曲线信息的产消者竞争采购商品的场景，提出了马尔可夫完美纳什均衡（MPNE）策略。进而利用MPNE策略开发了一种名为MPNE-BBS的算法，适用于产消者需利用历史拍卖信息重构近似复合供给曲线的情况。通过在PowerTAC批发市场模拟器上对比多个基准策略和最新投标策略，验证了所提算法的有效性。