考虑分布鲁棒条件风险价值的供电公司购电组合计划

Electricity Purchasing Portfolio Strategies for Distribution Companies Considering Distributional Robust CVaR

考虑多个电力市场售电价格概率分布存在不确定性,在确保供电公司购电损失的分布鲁棒条件风险价值均能满足要求的前提下,以供电公司期望收益最大化为目标,构建了多市场购电组合优化模型。以在实时市场、日前市场和中长期合约市场3个不同市场的购电组合为例,将上述模型转化为半定规划问题进行求解。分析结果表明:所提出的模型与求解办法为供电公司在多能量市场的购电决策提供了新方法。

Considering the uncertainty of probability distribution of electricity price in multi-energy markets and on thepremise of guaranteeing distributional robust conditional value-at-risk constraint is satisfied,taking the expected profitsmaximization as a target,this paper establishes the optimal power purchasing model. A case study of purchasing proportion in real-time electricity market,day-ahead electricity market,and mid-long term contract market is transformed intoa semi-definite programming problem. The analysis shows the efficiency of the proposed model,which presents a newway for distribution company to determine the optimal purchasing strategies considering the risk.