节能调度政策下的发电投资风险防控优化模型

Optimization Models for Risk Control in Generation Investment under Policy of Energy-saving Dispatching

在节能调度政策下,发电商面临利益的重新调整和分配。如何优化投资决策,降低风险是其面临的现实问题。采用条件风险价值(CVaR)计量方法构建了发电商基于多市场、多机组类型的投资风险度量及风险防控模型。基于两种优化准则确定的发电投资风险防控优化模型,可用于企业在不同的电力市场,不同的发电机组类型中进行投资分配,从而实现投资收益的最大化和风险的最小化。

Under the policy of energy-saving dispatching,generation companies are faced with readjustment and redistribution of their benefits.It is a realistic problem for generation companies to optimize their investment strategies and minimize risks.In this paper,Conditional Value at Risk（CVaR） measurement techniques are used to establish risk assessment and control models for generation companies′ investment under multi-markets and multi-types of power units.The optimization models based on two optimization criteria can be applied in different electricity markets and different types of power units to help to allocate the investment in order to maximize profits and minimize risks.