摘要
多市场交易量分配问题是电力市场参与者竞标决策中的重要问题之一。研究了考虑电价风险的情况下,Price—taker购电商在两个市场之间的交易量优化问题。讨论了购电商在两市场中优化分配问题的建模及解析解,引入风险因子概念,并用条件概率模型反映电价的不确定性,目标是总费用及风险均较低。用美国加州电力市场的实际数据进行了仿真。
It is an important problem for electricity power market participants to allocate their demand or supply in multi-markets before bidding. The optimal purchase allocation problem for Price-taker purchaser in dual electric power markets is discussed. Dual markets allocation for Price-taker purchaser is modeled in this paper. The price volatility is explicitly considered in purchase allocation problems and the sequential nature is modeled by conditional stochastic characteristics, and the concept of risk factor is introduced into the problem for optimal allocation. Analytical solution for the optimal allocation is derived. The numerical simulation for market allocation is shown based on the actual data of the US California power market.
出处
《电力系统自动化》
EI
CSCD
北大核心
2004年第16期13-15,107,共4页
Automation of Electric Power Systems
基金
国家自然科学基金资助项目(50377007)。
