计及电量交割风险的水电厂优化调度

Risk-constrained Hydro Producer Self-scheduling for Forward Contracts in Electricity Markets

在电力市场环境下,由于来水不确定性,水电厂在制定年发电量合同时存在交割风险,水电厂进行优化调度时面临最大化发电收益和最小化交割风险的问题。利用效用函数和风险态度参数,均衡发电收益最大化和交割风险最小化两个不同的目标,建立风险调度决策模型,得到了不同风险容许度下的优化调度方案。算例表明,该风险决策模型有助于水电公司制定计及交割风险约束下的发电调度计划。

Due to uncertainty in water inflows, hydropower generators are confronted withthe energy-uncertainty risk. This paper presents delivery risk management with the tradeoff between maximum profit and minimum risk in a hydropower company. Risk control uses the utility function with the help of risk tolerance parameter to combine the two conflicting objectives., maximum expected profit and minimum risk. In order to find optimal scheduling at different risk tolerance parameter, this paper establishes a self-scheduling model that considers both profit and risk. The case study shows that the model should help a hydropower company achieve a risk-constrained optimal schedule.