|
| 摘要: |
| 发电企业的报价决策是在不确定信息的基础上作出的,如何分析处理市场公布的历史信息并描述相关决策信息的不确定性是构建优化报价策略的前提。针对此问题,对发电企业自身报价策略和其他因素对市场电价的影响进行了分析,以表征市场环境的指标为特征向量,运用模糊聚类方法对历史交易数据进行分类,依据各类别的中标容量和市场电价的样本数据建立模糊回归模型,在此基础上构建了优化报价策略的模糊机会约束规划模型,并给出求解方法。该模型可以为决策者提供在市场信息不确定的条件下、不同置信水平下的折中方案。最后,以拥有多台机组的发电企业为例,说明了该模型的基本特征和功能。 |
| 关键词: 电力市场,报价策略,模糊聚类,机会约束规划,回归 |
| DOI： |
| 分类号:TM73 F123.9 |
| 基金项目:国家自然科学基金 |
|
| Bidding strategy of generation enterprises based on uncertain information |
|
HUANG Dawei HAN Xueshan GUO Zhizhong
|
| Abstract: |
| Analysis of historic data released on electricity market and evaluation of its uncertainty are the premise for establishing the optimal bidding strategy of generation enterprises.The influence of bidding strategy and other factors on market price is analyze and the market environment indexes are taken as the characteristic vectors to classify the historic transaction data by fuzzy clustering method.The fuzzy regression model is built for each class according to the sample data of bidding capacity and market price,based on which the fuzzy chance-constrained program model of optimal bidding strategy is built and the way to get its solutions is given.Based on uncertain market information,it provides the tradeoff schemes with different confidence levels to decision-makers.A power plant with several generators is taken as an example to show the essential features and functions of introduced model. |
| Key words: electricity market,bidding strategy,fuzzy clustering,chance-constrained program,regression |
