摘要
如何衡量在中期调度阶段参与中长期市场交易时由于日径流与市场出清电价的不确定性而承受的风险并做出相应决策是梯级水电站亟待解决的问题。结合中国西南某以水电为主导地位的真实市场结构与交易结算规则,建立联合信息间隙决策理论与前景理论的梯级水电站中期运行及交易决策方法。针对中期调度阶段水电站参与中长期市场交易面临的主要不确定性变量,根据信息间隙决策理论得到鲁棒模型中满足预期收益的变量的最大波动范围,再利用前景理论在该范围内构建一种计及决策者心理因素的竞价策略模型。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,结果表明所提方法可提供不同预期收益目标下日径流与市场电价波动范围,并且可在该范围内根据决策者不同的风险偏好程度制定合理的申报决策与运行方案。
It is an urgent problem for cascaded hydropower stations to measure the risk caused by the uncertainty of daily runoff and market clearing price when they participate in medium-and long-term market trading at medium-term dispatching stage and make corresponding decision.Combining with the real market structure and trading settlement rules dominated by hydropower in Southwest China,a medium-term operation and trading decision method for cascaded hydropower stations is established based on information gap decision theory and prospect theory.Aiming at the main uncertain variables faced by hydropower stations when they participate in medium-and long-term market trading at medium-term dispatching stage,the maximum fluctuation range of variables satisfying the expected return in the robust model is obtained by the information gap decision theory,then the bidding decision model considering the psychological factors of decision makers is built within the range by using the prospect theory,which considers the psychological factors of decision makers.The actual data of cascaded hydropower stations in a power grid participating in electricity market is taken as an example for simulation and analysis,and the results show that the proposed method can provide the fluctuation range of runoff and market electricity price under different expected income targets,and make reasonable declaration decision and operation scheme according to different risk preference degrees of decision makers within the range.
作者
卢佳
李刚
程春田
刘本希
LU Jia;LI Gang;CHENG Chuntian;LIU Benxi(Institute of Hydropower System&Hydroinformatics,Dalian University of Technology,Dalian 116024,China)
出处
《电力自动化设备》
EI
CSCD
北大核心
2021年第9期199-205,共7页
Electric Power Automation Equipment
基金
国家自然科学基金资助项目(51879030,5203000615)。
关键词
电力市场
信息间隙决策理论
前景理论
鲁棒优化
梯级水电站
风险
electricity market
information gap decision theory
prospect theory
robust optimization
cascaded hydropower station
risks
