考虑风险调整资本收益率阈值约束的虚拟电厂优化调度策略

Optimal Dispatch of Virtual Power Plant Considering Risk Adjusted Return on Capital Constraints

随着分布式能源的广泛接入电网,将分布式电源整合管理的虚拟电厂技术得到了越来越广泛的关注。因为部分内部元素的不确定性,虚拟电厂调度策略要综合考虑收益和风险两方面,从而是一个多目标优化问题。该文引入考虑风险调整资本收益率指标建立了收益和风险的平衡关系,从而提出一种具有经济学含义的虚拟电厂优化调度模型;也引入经济资本概念作为虚拟电厂抵抗风险的准备金,并利用条件在险现金流指标确定经济资本的需求。通过实际示范项目作为算例,文中验证了调度模型的有效性;并且通过对比分析说明,组建虚拟电厂能够降低偏差惩罚,并提高分布式电源和负荷的购售电收益。

With the integration of distributed generations （DGs） into power systems, the virtual power plant （VPP） that can centralize control of DGs gains extensive attentions. Because of the uncertainty of DGs, optimal dispatch of VPP always takes account of profit and risk and it is a multi-objective optimization problem. This paper adopted risk adjusted return on capital （RAROC） to build the balance between profit and risk, and proposed an optimal dispatch model of VPP with economic meaning. Besides, this paper also introduced the concept of economic capital as a buffer against risk and adopted the conditional cash flow at risk to determine the requirement of economic capital. A case study from the real world was employed to prove the validity of the proposed model. By comparison, it can be found that combing the DGs and load by VPP can reduce the penalty on deviation and increase the profits of whole DGs and load.