摘要
在电力市场中,发电商可采用策略性报价来使收益最大化。收益必然伴随着风险,本文重点研究如何选择兼顾收益和风险的报价策略,将机会约束规划引入包含很多不确定性因素的报价问题中,建立了风险-收益模型,利用遗传算法对该模型进行了求解;根据行为金融学风险偏好的概念,分析了不同风险情况下发电商的收益情况;最后以一个包含6个发电商的电力市场为例进行了仿真计算,结果表明了该模型的有效性。
In electricity market, power generationcompanies can adopt strategic bidding to maximize their profitsBecause the risk is inevitably attended by profit, how to choosesuch a bidding strategy that can give consideration to bothprofit and risk becomes the key problem in the research. Here,the chance-constrained programming is led into the biddingproblem, in which a lot of uncertainty factors are involved, anda risk-profit model is established and solved by geneticalgorithm. According to the concept of risk pre...
出处
《电网技术》
EI
CSCD
北大核心
2005年第19期105-108,共4页
Power System Technology
基金
湖南省自然科学基金资助项目(02JJY3060)。
关键词
电力市场
报价策略
机会约束规划
风险偏好
遗传算法
Electricity market
Bidding strategy
Chance-constrained programming
Risk preference
Geneticalgorithm
