最优控制理论应用于发电商竞价的研究思路  

Conceptual Study on Applying Optimal Control Theory for Generator Bidding in Power Markets

作　　者：刘有飞[1] 吴复立[1] K.L.Teo 

机构地区：[1]香港大学电机电子工程系 [2]香港理工大学应用数学系

出　　处：《电力系统自动化》2005年第12期1-6,共6页Automation of Electric Power Systems

摘　　要：电力市场中发电商出力最优竞标问题得到了广泛研究,但不足之处是只考虑了发电商的短期优化行为。文中针对电力市场的动态和发电商长期优化的行为,应用最优控制理论对发电商最优竞价问题进行了概念性研究。其中系统负荷用周期性函数描述;且从最大化利润的一阶条件出发,发电出力竞争过程被描述成一个动态、非线性反馈系统。从而发电商的长期优化决策被描述成一个标准的最优控制问题。采用软件MISER3对上述最优控制问题进行了数字求解,通过仿真研究了最优控制应用的性能,并给出系统参数变化对最优控制性能影响的灵敏度分析,得到了一些有意义的结论。Generator strategic bidding problem in deregulated power markets has been well studied, but the common drawback is that all of them only consider the generators' myopic behavior. Considering the market dynamics and generators' long-term optimization behavior, this paper presents a conceptual and pioneer study on applying the optimal control theory for the generator bidding in power markets. In particular, the system demand is treated as a periodic function, and the generator bidding process is modeled as a dynamic, nonlinear and feedback system, where the market clearing price is the feedback signal. After that, it is assumed that one supplier will make the long term optimization, then its output is taken as the system control variable, and other generators' outputs are taken as the system state variables, and the market clearing price is the system output. Doing so, a standard optimal control problem is obtained, and a software package - MISER3 is used for numerically solving it. The performance of optimal control is studied, and a complete sensitivity analysis of system parameters is given with some interesting conclusions obtained.

关 键 词：竞价 电力市场 最优控制 非线性周期参数系统 灵敏度分析 

分 类 号：F407.61[经济管理—产业经济]