For optimizing the water-use structure and increasing plantation benefit of unit water consumption,a multi-objective model for water resources utilization was established based on fractional programming(FP).Meanwhile,...For optimizing the water-use structure and increasing plantation benefit of unit water consumption,a multi-objective model for water resources utilization was established based on fractional programming(FP).Meanwhile,considering the stochasticity of water availability in the study area,the impact of the risk factor(λ)from a quantitative and qualitative perspective was analyzed.The chance-constrained programming(CCP)and conditional value-at-risk(CVaR)models were introduced into five important major grain production areas in Sanjiang Plain,and the crop planting structure under this condition was optimized.The results showed that,after optimization,overall benefit of cultivation increased from 42.07 billion Yuan to 42.47 billion Yuan,water consumption decreased from 15.90 billion m3 to 11.95 billion m3,the plantation benefit of unit water consumption increased from 2.65 Yuan/m3 to 3.55 Yuan/m3.Furthermore,the index of water consumption,benefit of cultivation and plantation benefit of unit water consumption showed an increasing trend with the increase of violation likelihood.However,through the quantification ofλfrom an economic perspective,the increasing ofλcould not enhance plantation benefit of unit water consumption significantly.展开更多
Consider a risk-averse newsvendor who has an option to purchase the units that are short at an emergency purchase price after demand is realized. We use the conditional value-at-risk （CVaR） as the risk measure. The ...Consider a risk-averse newsvendor who has an option to purchase the units that are short at an emergency purchase price after demand is realized. We use the conditional value-at-risk （CVaR） as the risk measure. The aim of the study is to investigate the optimal ordering decision in such a setting under CVaR only and mean-CVaR criterions. For each case, we derive the closed-form optimal solution and perform comparative statics to show the monotonicity properties and other characteristics of the optimal decisions. We also compare our results with those of risk-neutral newsvendor.展开更多
Due to the lack of support from the main grid,the intermittency of renewable energy sources(RESs)and the fluctuation of load will derive uncertainties to the operation of islanded microgrids(IMGs).It is crucial to all...Due to the lack of support from the main grid,the intermittency of renewable energy sources(RESs)and the fluctuation of load will derive uncertainties to the operation of islanded microgrids(IMGs).It is crucial to allocate appropriate reserve capacity for the economic and reliable operation of IMGs.With the high penetration of RESs,it faces both economic and environmental challenges if we only use spinning reserve for reserve support.To solve these problems,a multi-type reserve scheme for IMGs is proposed according to different operation characteristics of generation,load,and storage.The operation risk due to reserve shortage is modeled by the conditional value-at-risk(CVaR)method.The correlation of input variables is considered for the forecasting error modeling of RES and load,and Latin hypercube sampling(LHS)is adopted to generate the random scenarios of the forecasting error,so as to avoid the dimension disaster caused by conventional large-scale scenario sampling approaches.Furthermore,an optimal day-ahead scheduling model of joint energy and reserve considering riskbased reserve decision is established to coordinate the security and economy of the operation of IMGs.Finally,the comparison of numerical results of different schemes demonstrate the rationality and effectiveness of the proposed scheme and model.展开更多
基金National Natural Science Foundation of China(51479032,51579044)Yangtze River Scholars in Universities of Heilongjiang Province and Water Conservancy Science and Technology Project of Heilongjiang Province(201318,201503)The Outstanding Youth Fund of Heilongjiang Province(JC201402).
文摘For optimizing the water-use structure and increasing plantation benefit of unit water consumption,a multi-objective model for water resources utilization was established based on fractional programming(FP).Meanwhile,considering the stochasticity of water availability in the study area,the impact of the risk factor(λ)from a quantitative and qualitative perspective was analyzed.The chance-constrained programming(CCP)and conditional value-at-risk(CVaR)models were introduced into five important major grain production areas in Sanjiang Plain,and the crop planting structure under this condition was optimized.The results showed that,after optimization,overall benefit of cultivation increased from 42.07 billion Yuan to 42.47 billion Yuan,water consumption decreased from 15.90 billion m3 to 11.95 billion m3,the plantation benefit of unit water consumption increased from 2.65 Yuan/m3 to 3.55 Yuan/m3.Furthermore,the index of water consumption,benefit of cultivation and plantation benefit of unit water consumption showed an increasing trend with the increase of violation likelihood.However,through the quantification ofλfrom an economic perspective,the increasing ofλcould not enhance plantation benefit of unit water consumption significantly.
基金Supported by the Social Science Foundation of the Ministry of Education of China (07JA630015)
文摘Consider a risk-averse newsvendor who has an option to purchase the units that are short at an emergency purchase price after demand is realized. We use the conditional value-at-risk （CVaR） as the risk measure. The aim of the study is to investigate the optimal ordering decision in such a setting under CVaR only and mean-CVaR criterions. For each case, we derive the closed-form optimal solution and perform comparative statics to show the monotonicity properties and other characteristics of the optimal decisions. We also compare our results with those of risk-neutral newsvendor.
基金This work was supported by the National Natural Science Foundation of China(No.51777077)the Natural Science Foundation of Guangdong Province(No.2017A030313304).
文摘Due to the lack of support from the main grid,the intermittency of renewable energy sources(RESs)and the fluctuation of load will derive uncertainties to the operation of islanded microgrids(IMGs).It is crucial to allocate appropriate reserve capacity for the economic and reliable operation of IMGs.With the high penetration of RESs,it faces both economic and environmental challenges if we only use spinning reserve for reserve support.To solve these problems,a multi-type reserve scheme for IMGs is proposed according to different operation characteristics of generation,load,and storage.The operation risk due to reserve shortage is modeled by the conditional value-at-risk(CVaR)method.The correlation of input variables is considered for the forecasting error modeling of RES and load,and Latin hypercube sampling(LHS)is adopted to generate the random scenarios of the forecasting error,so as to avoid the dimension disaster caused by conventional large-scale scenario sampling approaches.Furthermore,an optimal day-ahead scheduling model of joint energy and reserve considering riskbased reserve decision is established to coordinate the security and economy of the operation of IMGs.Finally,the comparison of numerical results of different schemes demonstrate the rationality and effectiveness of the proposed scheme and model.
