电网企业购买电能与电力备用的MSV风险控制方法  

An MSV Risk Management Method of Power and Reserve Purchase for Electirc Power Grid Company

作　　者：李莉[1] 谭忠富[1] 王建军[1] 柏慧[1] 王成文[1] 

机构地区：[1]华北电力大学工商管理学院电力经济研究所,北京102206

出　　处：《中国管理科学》2008年第3期109-115,共7页Chinese Journal of Management Science

基　　金：国家自然基金(70373017;70571023);北京社科基金(06BaJG102)

摘　　要：如何通过优化电能和电力备用市场的购电量来降低风险购电成本,从而降低用户的用电成本对电网企业提高管理效率有着重要的意义。本文将两市场购电价格视为风险因素,结合电网企业风险管理的实践,运用均半方差(Mean Semi-variance——MSV)理论代替均方差(Mean variance—MV)理论来描述风险购电问题,并给出最优购电策略基本计算公式。其中,备用率是影响最优购电策略取值的一个不确定性自变量,运用模糊隶属度函数描述专家对合理备用率的不确定性认识,进而通过扩张原理推求出最优购电策略的模糊隶属度函数,并运用重心法得到解模糊后的最优购电策略。模型很好地融合了专家的定性认识与定量分析技术,提供了一条新的解决购电问题的思路,这些在算例中可以得到很好地体现。It is meaningful for the electric power grid company to reduce the electric power purchase risk costs through optimizing purchase quantities of power and electric reserve, so as to reduce the customers＇ electric usage costs. The purchase price in these two markets is regarded as the risk factors in this paper, and because the Mean Variance may result to unreasonable decision for its enlarging the risks scope, the Mean Semi-Variance is used to describe the risk purchase problem, and the basic optimal purchase model is given out. Based on this, fuzzy membership is applied to represent the experts＇ uncertain realization of resonable reseve rate, and then the Expansion Principle is used to infer the membership of the optimal purchase strategies, the core method is also used to defuzzify it so as to obtain the final optimal purchase strategies. The model integrated the expert qualitative understanding and quantitative analysis technique, which provides a new solution to the power purchase problem, and these can be properly reflected in the example.

关 键 词：电能市场 备用容量市场 风险购电策略 扩张原理 

分 类 号：TP301[自动化与计算机技术—计算机系统结构]