摘要
电力市场中,发电商的报价策略直接影响着其收益的大小,如何选择兼顾收益和风险的报价策略对发电商来讲至关重要。提出了一种基于效用的发电商最优风险报价策略。这种方法基于机会约束规划估量报价风险,并运用效用理论评估报价策略的优劣。为发电商合理选择报价策略提供了一种新的途径。算例证明了该模型的可行性和有效性。
In electricity market, how to build optimal bidding strategy to maximize profit when risks are considered becomes the key point for generation companies. A new bidding strategy based on utility theory is proposed in this paper. It is carried out by evaluating prices risk of bidding using chance-constrained programming and is accessed using utility theory. It gives a new way of bidding building for generation companies. Simulation results show that the established model is effective.
出处
《继电器》
CSCD
北大核心
2006年第10期46-49,共4页
Relay
关键词
电力市场
报价策略
机会约束规划
风险分析
效用评估
electricity market
bidding strategy
chance-constrained programming
risk analysis
utility assessment
