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针对市场出清价格不确定性环境下的火电商竞标问题,基于混合整数规划和随机规划,引入竞标曲线非降约束,建立了竞标出力依赖于情景的火电商竞标模型,给出了满足市场要求的非降竞标曲线。为进一步研究风险对竞标结果的影响,引入条件风险价值,建立了竞标出力依赖于情景的火电商竞标风险模型。算例测试表明,该风险模型能有效地权衡利润和风险,为火电商竞标过程中的风险管理提供了一种有效的新途径。
A bidding model based on mixed integer programming and stochastic programming is introduced to solve the bidding problem of thermal power suppliers under the circumstance of market clearing price uncertainty. Non-lowering bidding curve. In order to further study the impact of risk on the bidding result, the conditional risk value is introduced and a bidding risk model based on the scenario is established. The example test shows that the risk model can effectively balance the profits and risks and provides an effective new approach for the risk management in the bidding process of thermal power companies.