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随着各国风电的迅速发展,风电商逐渐像火电商那样参与竞标来追求利润的最大化。但风能出力的不确定性、预测误差以及不平衡惩罚的存在,使得风电商的竞标存在风险。风电商作出决策时必须考虑对待风险的态度(冒险或保守)。文中以电能交易的日前市场为背景,在假定已知风能预测分布的前提下,基于机会约束规划,建立了考虑风险和期望利润的竞标模型。应用此模型,可以使风电商在得到最优竞标策略的同时,较好地协调风险与目标利润之间的矛盾。算例分析证明了基于机会约束规划的竞标策略的有效性。
With the rapid development of wind power in various countries, wind power providers are gradually bidding for the maximization of profits as their competitors. However, the uncertainty of wind power output, forecast errors and the existence of unbalanced penalties make the bidding of wind power suppliers risky. Wind power providers must consider the attitude toward risk (risk or conservative) when making decisions. Based on the day-ahead market of electricity trading, the bidding model considering risk and expected profit is established on the premise of knowing the distribution of wind energy forecast. With this model, wind power suppliers can get the optimal bidding strategy and coordinate the contradiction between risk and target profit well. The case study proves the effectiveness of competitive bidding strategy based on the opportunistic constrained programming.