基于IGDT的梯级水电多元市场下中期运行风险度量方法

IGDT-based Medium-term Operation Risk Measurement Method for Cascade Hydropower Stations Under Multi-market

如何考虑日径流与市场出清电价的不确定性风险,得到相应变量的波动范围,并制定满足不同预期收益的中期调度运行方案,是梯级水电站市场化运行亟待解决的难点之一。该文结合西南某以水电为主导地位的电力市场结构和交易结算规则,建立基于信息间隙决策理论(informationgap decision-makingtheory,IGDT)的梯级水电站中期运行风险度量方法:针对水电参与市场的主要不确定性,采用IGDT进行建模得到下层求解最小/最大售电收益、上层求解变量对应最大/最小波动范围的双层模型,然后进行转换得到等价的单层模型,实现模型的求解。所提方法考虑了径流与电价对梯级水电站中期运行的影响,无需获取不确定变量概率分布,在保证调度结果精确性的基础上降低了计算复杂性,能够为调度运行提供合理的决策基础。以某电网梯级水电参与电力市场的实际资料为例,进行仿真分析,结果表明,所提方法能够获得满足不同预期收益目标下径流与电价的最大/最小波动范围,同时对比考虑不同变量不确定性的情况并对其产生的影响进行定量比较,不同风险偏好的梯级水电站决策者可由此评价不同的方案,并采取相应的方案来进行中期优化调度保证期望收益。

How to consider the uncertainty risk of daily inflow and market clearing price faced by mid-term operation of cascade hydropower stations and get the fluctuation range of corresponding variables and formulate the operation range of cascade hydropower stations to meet different expected benefits in the meantime is a difficult problem to be solved. In this paper, combined with the power market structure and transaction settlement rules dominated by hydropower in Southwest China, a risk measurement method for mid-term operation of cascade hydropower stations based on information gap decision-making theory(IGDT) was established. Aiming at the main uncertainty of hydropower market participation, IGDT was used to model. A bilevel model was obtained in which the lower layer solves the minimum/maximum income from electricity sales, and the upper layer solves the variable corresponding to the maximum/minimum fluctuation range. Then the conversion was carried out to obtain the equivalent single-layer model, and the solution of the model was realized. The proposed method considered the impact of inflow and price on the cascade medium term operation. It does not need to obtain the probability distribution of uncertain variables and reduces the computational complexity on the basis of ensuring the accuracy of the scheduling results, and can provide a reasonable decision-making basis for dispatching operation. Taking the actual data of cascade hydropower stations participating in the power market as an example, the simulation results show that the method proposed in this paper provides the fluctuation range of runoff and market price under different expected revenue targets, and the decision makers of cascade hydropower stations with different risk preferences can evaluate different schemes and take corresponding schemes to optimize the mid-term operation to ensure the expected revenue.