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研究了从远期合同市场以及期权合同市场以及实时市场购电的供电公司最优购电策略。实时购电市场价格、顾客需求是随机变量。使用Hessian矩阵判别供电公司利润目标函数是否是决策变量的联合凹函数,并在目标函数是和不是决策变量的联合凹函数两种情况下分别讨论了最优决策变量的求解方法。通过数例说明了结论的应用,通过仿真计算证明了求解过程的有效。
The Optimal Power Purchasing Strategy of Power Supply Company is studied from the forward contract market, option contract market and real-time market. Real-time electricity market price, customer demand is a random variable. Hessian matrix is used to determine whether the profit objective function of power company is a joint concave function of decision variables and the optimal decision variables are discussed respectively in two cases where the objective function is a joint concave function which is not a decision variable. Several examples are given to illustrate the application of the conclusion. The simulation results show that the solution process is effective.