摘要
购电侧采用基于条件风险价值(CVaR)法建立的以风险最小为目标的数学模型,以确定配电公司最优购电比例和风险成本;售电侧考虑交易过程中的随机量,建立随机机会约束规划模型以确定最优销售电价。建立2层规划模型,把配电公司利润最大化作为上层决策,购电风险最小化作为下层决策,将购售电模型统一,实现购售电的联合优化。将实时电价与峰谷电价模式结合进行仿真,结果表明,所提模型有效体现购售的联动,确保了配电公司的效益,相比于单层规划模型更有利于降低配电公司的购电风险。
For purchase side,a mathematical model with minimal risk as its objective is set based on CVaR（Conditional Value- at- Risk） to determine the optimal proportion of energy purchase and risk cost for distribution utility. For sale side,a random chance constrained programming model with the consideration of random variables in trade process is set to determine optimal sale price. For both purchase and sale sides,a bilevel optimization model is established with the profit maximization of distribution utility as its upper level strategy and the purchase risk minimization as its lower lever strategy. Simulation combining spot price with peak-valley price is carried out and its results show that,the proposed model embodies effectively the linkage between purchase and sale,ensures the benefits of distribution utility and is better in purchase risk decrease than single- level optimization model.
出处
《电力自动化设备》
EI
CSCD
北大核心
2008年第12期64-67,共4页
Electric Power Automation Equipment
基金
国家973计划资助项目(2004CB217905)~~
