采用最坏情况下条件风险(WCVaR)作为市场风险度量指标,建立了多置信水平下的极小化WCVaR优化模型.在随机变量为离散界约束分布的假设下,运用多目标决策方法和最优化对偶理论将具有Min-Max结构的复杂模型转化为常规的单目标线性规划问题.应用该模型建立发电商电能分配策略,并采用蒙特卡洛模拟测试了模型的有效性. The worst case risk (WCVaR) is used as a measure of market risk to establish a WCVaR minimization minimization model with multiple confidence levels.Under the assumption that the random variable is a constrained distribution in the discrete world, a multi-objective decision-making method and optimization Duality theory transforms the complex model with Min-Max structure into the conventional single-objective linear programming problem, and uses the model to establish the power distribution strategy of generator, and uses Monte Carlo simulation to test the validity of the model.