指出了热电联产企业参与到发电市场竞争中的必要性。介绍了热电联产的煤耗分配方法，首次提出了热电联产企业的竞价收益函数，并以此收益函数为基础，将发电市场中的参与者分为热电联产企业与火电企业2种类型，在完全信息与不完全信息2种条件下，应用非合作博弈理论，讨论了市场中存在3家企业（2家热电联产企业和1家火电企业）时，热电联产企业的竞价上网过程。结论表明，热电联产企业应该利用自身的能源梯级利用优势，积极参与到发电市场的竞价上网博弈中。

It is pointed out in the paper that the combined heat and power (CHP) enterprise should compete in the generation market.The coal consumption distribution method is introduced,and the revenue function for the CHP enterprise is presented for the first time.Based on the revenue function,the bidding strategy is made for the CHP enterprise to compete in the generation market.It is shown that the participants in the generation market should be classified into two parts including CHP enterprise and heat power plant.By considering the existence of two CHP enterprises and one heat power plant,the bidding process of CHP enterprise is discussed by the application of non-cooperative game theory under complete and incomplete information.It is concluded that the CHP enterprise should join in the competition of the generation market making the best of energy cascade utilization.