计及风险的供电公司最优购电决策模型研究

Study on Risk-constrained Optimal Purchasing Strategies Model for Supply Companies

鉴于我国电力市场必将由目前的发电侧竞争模式发展并过渡到输配分离模式:输电网向电力市场各方参与者提供无歧视的电能输送服务,提出了不确定的电力市场环境中供电公司的风险决策方法。该方法准确计及决策者行为的改变能影响供电公司风险的大小;使用预期收益和实际收益的比值作为风险测量的指标,用机会约束规划建立输配电分离后供电公司报价购电组合最优风险策略模型,采用Monte-Carlo模拟结合基因算法求解,并给出了直接优化方法对模型进行求解。

As the reformation of electricity industry system is pushed little by little in our country, electricity market in our country must develop and transfer the pattern of separate transmission and distribution from the pattern of bidding in the generation side. The paper put forward the risk decisionmaking method of supply companies in uncertain electricity market environment. When the decision-maker changes its bchaviol; the proposed algorithm can exactly take account of the risk of supply companies. The indiffcrsnce curves of expected values and standard deviations of net income arc adopted to simulate the different risk attitudes of different decision-makers. Taking the standard deviation for measuring index of risk and using the concept of efficient frontier one optimal risk strategy model for purchasing electricity of supply companies after transmission and distribution separated was proposed. And one direct optimization method was given to resolve the model.