基于随机二层规划的不确定电力市场中交互式模糊竞价决策方法

An interactive fuzzy bidding strategy based on stochastic bilevel programming under uncertain electricity markets

针对不确定的电力现货市场中发电商选择合约电量及合约电价,售电商确定合约电量及其现货交易量使他们获得最大经济效益的问题,建立了随机二层规划的理论模型,并在此模型的基础上提出了交互式模糊决策求解算法,从而探讨了不确定的电力现货市场中的竞价策略,得到了发电商和售电商关于长期合约交易与现货交易之间的进行最佳选择策略的方法.最后用实例验证了提出的模型和算法.

Under uncertain electricity spot market, a stochastic bilevel programming model is set up based on the problem that the power seller chooses an appropriate contract price and capacity and the power buyer chooses optimal contract capacity and spot-market capacity to maximize their profits. And an interactive fuzzy decision making method is proposed to obtain optimal bidding strategy. Finally, the numerical example illustrates the bilevel programming model and the proposed algorithm.