电力市场中发电商的风险决策

电力市场中的电价是最易波动的量，具有内在的不确定性。而电价的不确定性使每个市场参与者都面临着不同程度的风险。该文提出了不确定的电力市场环境中发电企业的风险决策方法。该方法准确地计及决策者行为的改变对整个市场环境乃至其自身的影响；使用收益的期望值一标准差无差异曲线与相应的效益函数来描述决策者不同的风险态度；通过对不同决策方案的效益水平进行评价、选择，最终得到了最优的风险决策方案。IEEE RTS算例研究表明，该文的分析方法能够全面、准确得到决策者最优的风险决策方案。同时，该文还对不同机组的市场影响力进行了简单的分析。

RISK DECISION-MAKING OF GENERATORS IN ELECTRICITY MARKET

In electricity market, price has been the most fluctuant variable which has some inherent uncertainties. Consequently, each participant in the market will then encounter with some extent of risk. In this paper, the risk decision-making method of suppliers under the uncertain market environment is proposed. When the decision-maker changes its behavior, the proposed algorithm can exactly take account of its influences to the market and itself. The indifference curves of expected values and standard deviations of net income are adopted to simulate the different risk attitudes of different decision-makers. Based on the indifferent curves, a special utility function is defined to simplify the analysis. The best decision will be got by estimating and comparing the utilities of different scenarios. Case study of IEEE RTS shows that the proposed algorithm can pick the best decision out exactly. Meanwhile, the market power of different generators is also analyzed in this paper.