组合电力市场中供电公司购电策略

Sourcing Strategy for Power Supply Company in Portfolio Power Market

研究了从远期合同市场以及期权合同市场以及实时市场购电的供电公司最优购电策略。实时购电市场价格、顾客需求是随机变量。使用Hessian矩阵判别供电公司利润目标函数是否是决策变量的联合凹函数,并在目标函数是和不是决策变量的联合凹函数两种情况下分别讨论了最优决策变量的求解方法。通过数例说明了结论的应用,通过仿真计算证明了求解过程的有效。

The optimal sourcing strategy for power supply company is studied. The power supply company can purchase electricity in terms of forward, options, and spot market. The purchasing prices of spot market and demand are random variables. Hessian Matrix is used to judge whether the profit objective function is joint concave of the strategy variables. The solution methods of optimal strategy variables are discussed respectively under situations of joint concave and not joint concave of the objective function. The application of conclusion is demonstrated with a numerical example. The efficiency of the conclusion is proved with simulations.