| 省级电力公司的购电决策模型及其模糊优化算法 |
| |
| 引用本文： | 尚金成,王绵斌,谭忠富,刘丽萍.省级电力公司的购电决策模型及其模糊优化算法[J].华东电力,2008,36(11). |
| |
| 作者姓名： | 尚金成 王绵斌 谭忠富 刘丽萍 |
| |
| 作者单位： | 河南省电力公司,河南郑州,450052;华北电力大学电力经济研究所,北京,102206 |
| |
| 基金项目： | 国家自然科学基金
，
北京市哲学社会科学规划基金
|
| |
| 摘 要： | 采用条件风险价值对省级电力公司的购电组合风险进行度量,对条件风险价值的连续表达式进行推导;构建基于投资组合理论下的省级电力公司购电组合优化模型.将对数型隶属函数引入模型中,采用模糊数学优化理论对多目标模型进行求解,得出最优购电策略.
|
| 关 键 词： | 购电策略 购电组合理论 CVaR 风险度量 模糊优化 |
Purchasing strategy models of provincial gird companies and relevant fuzzy optimization algorithms |
| |
| SHANG Jin-cheng,WANG Mian-bin,TAN Zhong-fu,LIU Li-ping.Purchasing strategy models of provincial gird companies and relevant fuzzy optimization algorithms[J].East China Electric Power,2008,36(11). |
| |
| Authors: | SHANG Jin-cheng WANG Mian-bin TAN Zhong-fu LIU Li-ping |
| |
| Affiliation: | SHANG Jin-cheng1,WANG Mian-bin2,TAN Zhong-fu2,LIU Li-ping2(1.Henan Electric Power Company,Zhengzhou 450052,China,2.Institute of Electricity Economics,North China Electric Power Univ.,Beijing 102206,China) |
| |
| Abstract: | The conditional value at risk(CVaR) was used to measure the purchasing portfolio risk of provincial grid companies,and the continual expression of CVaR was derived.Consequently,the purchasing portfolio optimization model for provincial power grid companies was constructed based on the investment portfolio theory.At the same time,the logarithm of membership function was cited into the model,and the multi-target method was solved with fuzzy mathematic optimization theory,through which the optimal purchasing s... |
| |
| Keywords: | CVaR |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
