基于信息间隙决策理论的发电商电量分配策略.PDFVIP

第 32卷 第 4期 控 制 与 决 策 Vol.32 No.4 2017年 4月 Control and Decision Apr. 2017 文章编号: 1001-0920(2017)04-0751-04 DOI: 10.13195/j.kzyjc.2016.0293 基于信息间隙决策理论的发电商电量分配策略 赵 琛, 张少华? (上海大学 自动化系，上海 200072) 摘 要: 在电力市场环境下,发电商需要在现货市场、双边合同和期权等交易选择中合理分配交易电量. 针对现货 市场电价的严重不确定性,采用信息间隙决策理论,提出风险回避发电商在多种交易选择中的电量分配鲁棒决策 模型. 算例仿真验证了模型方法的合理性和有效性, 并表明, 所提出方法提供了发电商不同预期收益目标下的电 量分配策略可抵抗的现货价格波动幅度,风险回避发电商可由此评价不同的电量分配策略,并采用相应的策略来 保证预期收益目标. 关键词: 电力市场；发电电量分配；风险管理；信息间隙决策理论 中图分类号: TM73 文献标志码: A Generation asset allocation strategies based on IGDT ZHAO Chen, ZHANG Shao-hua? (Department of Automation，Shanghai University，Shanghai 200072，China) Abstract: In the deregulated electricity market, one of the important decisions which a generation company(GenCo) has to make is to allocate generation asset among the spot market, the bilateral contract and the option contract. To deal with the severe uncertainty in spot market prices, by adopting a risk management technology based on the information gap decision theory(IGDT), a robust model is proposed for risk-averse GenCo’s generation asset allocation. Numerical examples are presented to illustrate the reasonableness and e?ectiveness of the proposed method. It is shown that the proposed method can help the GenCo to assess the robustness of its generation allocation strategies against spot price ?uctuation under di?erent expected pro?ts. A risk-averse GenCo can thus evaluate di?erent generation allocation strategies and employ an appropriate strategy to guarantee its expected pro?t. Keywords: electricity market；generation asset a