电力市场中发电商策略投标的最优状态反馈控制  

Optimal State-feedback Control for Generator Bidding in Oligopolistic Electricity Market

作　　者：刘有飞[1] 吴素农 吴复立[2] 

机构地区：[1]江西省电力调度中心,江西南昌330077 [2]香港大学电机电子工程系

出　　处：《现代电力》2008年第4期75-82,共8页Modern Electric Power

摘　　要：对寡头电力市场中发电商策略投标的最优状态反馈控制进行了研究。电力市场中的重复投标过程被描述成一个动态的反馈系统,从而发电商的长期优化决策建模成一个标准的最优控制问题。在考虑系统负荷的周期性的基础上,讨论了系统的稳定性,并研究了闭环最优控制系统解的存在性和唯一性。基于Pontryagin极值原理,通过一个特别的"扫描法"推导得到了最优的状态反馈控制律。应用最优控制对发电出力作长期优化决策的性能在算例仿真中给出。The generator bidding in oligopolistic electricity market is studied with optimal control theory. The repeated bidding process in electricity market is modeled as a dynamic feedback system. A standard optimal control problem is formulated to explore the generator＇s long-term/multi-period optimization behavior. The periodic property of the system demand is taken into account in the formulation. Based on the necessary conditions for optimality via Pontryagin maximum principle, a specific sweeping method is adopted to derive the optimal state-feedback control rule. Simulation studies show the performance of optimal control for solving the problem of generator bidding.

关 键 词：寡头电力市场 发电竞标 长期优化决策 线性周期系统 最优控制 

分 类 号：TM732[电气工程—电力系统及自动化]