基于信息间隙决策理论的发电商电量分配策略

在电力市场环境下,发电商需要在现货市场、双边合同和期权等交易选择中合理分配交易电量.针对现货市场电价的严重不确定性,采用信息间隙决策理论,提出风险回避发电商在多种交易选择中的电量分配鲁棒决策模型.算例仿真验证了模型方法的合理性和有效性,并表明,所提出方法提供了发电商不同预期收益目标下的电量分配策略可抵抗的现货价格波动幅度,风险回避发电商可由此评价不同的电量分配策略,并采用相应的策略来保证预期收益目标.

Generation asset allocation strategies based on IGDT

In the deregulated electricity market, one of the important decisions which a generation company(GenCo) has to make is to allocate generation asset among the spot market, the bilateral contract and the option contract. To deal with the severe uncertainty in spot market prices, by adopting a risk management technology based on the information gap decision theory(IGDT), a robust model is proposed for risk-averse GenCo''s generation asset allocation. Numerical examples are presented to illustrate the reasonableness and effectiveness of the proposed method. It is shown that the proposed method can help the GenCo to assess the robustness of its generation allocation strategies against spot price fluctuation under different expected profits. A risk-averse GenCo can thus evaluate different generation allocation strategies and employ an appropriate strategy to guarantee its expected profit.