存在期权购电合同时发电公司和供电公司的最优策略  

Optimal Decision for the Generator and Utility with Options

作　　者：盛方正[1] 季建华[1] 

机构地区：[1]上海交通大学安泰经济与管理学院,上海200052

出　　处：《现代电力》2007年第4期75-79,共5页Modern Electric Power

摘　　要：研究了在电力市场背景下,当实时电力市场价格、最终顾客需求是随机变量时,发电公司以及供电公司的最优决策问题。通过比较供电公司使用期权合同购电以及直接从实时市场中购电获得的利润得出了发电公司提供的期权购电合同参数应该满足的条件;并且得出了供电公司购买期权合同数量的解析解。使用博弈的方法求出了在满足期权合同参数约束的条件下,发电公司应提供的期权合同的最优参数。最后通过数例以及仿真说明了结论的应用。In the power market environment, the optimal decision for the generator and utility is studied when spot price and customer demand are random variables. The profits of the utility gained by buying electricity through option contract or direct from spot market are compared. The condition of parameters of the option contract should satisfy is obtained. The analytical solution to the optimal options for the utility is deduced. The optimal parameters of the options for the generator under the constraint of the parameters are obtained using the game theory. The application of the conclusion is demonstrated through numerical example and simulation.

关 键 词：电力市场 电力零售市场 最优化 期权 

分 类 号：TM73[电气工程—电力系统及自动化]