| 引用本文: | 鲁刚,文福拴,钟志勇,黄杰波.电力市场环境下计及风险的发电公司中期运行规划[J].电力自动化设备,2008,(7): |
| .Mid-term operation planning with risk management of generation company in electricity market environment[J].Electric Power Automation Equipment,2008,(7): |
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| 摘要: |
| 在电力市场环境下,发电公司需要对中期运行进行合理规划,以最大化其售电收益.在进行中期规划时,需要综合考虑其在现货市场和合约市场的售电策略,以及检修计划的合理安排,并采用适当方法管理风险.通过采用条件风险价值(CVaR)模型度量售电收益风险,并在计及输电阻塞对合约交易的影响下,为发电公司构造了一种兼顾期望利润最大化和CVaR风险值最小化的中期运行规划模型.将年度发电计划转化为计及机组物理约束的日发电计划,并提出了结合遗传算法和蒙特卡罗方法的求解方法.最后用算例说明了该方法的基本特征,并分析了合约参数、置信度等相关因素对发电公司决策效用的影响. |
| 关键词: 中期运行规划 条件风险价值 现货市场 合约市场 发电检修计划 |
| DOI： |
| 分类号:TM715 |
| 基金项目:国家重点基础研究发展计划(973计划)，教育部跨世纪优秀人才培养计划，香港理工大学-浙江大学博士生联合培养计划 |
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| Mid-term operation planning with risk management of generation company in electricity market environment |
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LU Gang WEN Fushuan C Y CHUNG K P WONG
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| Abstract: |
| In electricity market environment,the generation company designs its mid -term operation planning to maximize its profits,which should consider the unit maintenance scheduling and the business strategies for both the spot and contract markets,with risk management.A mid -term operation planning model is developed for the generation company,which employs CVaR(Conditional Value -at -Risk) model to measure the risk.It takes both the maximization of the expected profit and the minimization of the risk into account,within the impact of transmission congestion on the contract transaction.Then,the yearly generation plan is converted into daily generation plan with the operating constraints of the generating unit included,and an algorithm integrating the Genetic Algorithm and Monte Carlo method is served for solving the problem.With an example,the basic features of proposed method are explained and the impacts of relevant factors,such as contract parameters and confidence level,on the decision -making utility of the generation company are analyzed. |
| Key words: mid-term operation planning,CVaR,spot market,contract market,unit maintenance scheduling |
