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基于条件期望价值的风险规避调度方法
引用本文:张元庆.基于条件期望价值的风险规避调度方法[J].水电能源科学,2021(2):205-208.
作者姓名:张元庆
作者单位:大唐宁夏分公司新能源事业部
摘    要:短期风水火电联合系统经济调度对于减少化石燃料消耗、提高清洁能源利用效率具有重要意义,然而风电的随机不确定性、水电的多级耦合性及火电的出力非线性等给电力系统经济调度带来新的挑战。对此,综合考虑风电不确定性的风险和效益,从风险规避的角度构建了基于条件期望价值的风险规避调度模型。在此基础上,考虑调度模型多模态、非线性、复杂约束的特性,利用进化捕食策略对该模型进行求解。算例仿真表明,所提模型能够从风险与效益两个维度可靠地度量短期风水火电联合系统调度,获得最优调度方案,以保证系统运行的可靠性、经济性,以及系统消纳可再生能源的能力。

关 键 词:经济调度  风险规避  条件期望价值  进化捕食策略

Risk Aversion Dispatch of Short-term Wind-hydro-thermal System Using Conditional Expectation Value Model
ZHANG Yuan-qing.Risk Aversion Dispatch of Short-term Wind-hydro-thermal System Using Conditional Expectation Value Model[J].International Journal Hydroelectric Energy,2021(2):205-208.
Authors:ZHANG Yuan-qing
Affiliation:(Datang Ningxia Renewable Energy Company,Yinchuan 750016,China)
Abstract:The economic dispatch of short-term wind-hydro-thermal(STWHT)system is one of the most important issues in reducing the consumption of traditional fossil fuel and improving the utilization of renewable energy.However.the randomness of wind power.the hydraulic connection of hydro power and the non linearity of thermal power cause new challenges for the economic operation of power system.In order to solve the problem,a conditional expectation value model based risk aversion is established considering the uncertain risk and profit of wind power.Aiming at the multi-mo-dality,nonlinearity and complex constraints of the dispatch model,evolutionary predator and prey strategy is used to solve the model.Simulation results of case demonstrate that the proposed model can reliably deal with the STWHT in terms of risk and profit.and obtain optimal dispatch scheme,which improves the economy and security of power system operation and enhances the ability of accommodating clean energy.
Keywords:economic dispatch  risk aversion  conditional expectation value model  evolutionary predator and prey strategy
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