构造发电公司最优报价策略的随机模糊规划方法  

A random-fuzzy programming based approach to build optimal bidding strategies of generation companies

作　　者：马新顺[1] 

机构地区：[1]华北电力大学数理学院,河北保定071003

出　　处：《华北电力大学学报（自然科学版）》2008年第5期26-30,共5页Journal of North China Electric Power University：Natural Science Edition

基　　金：华北电力大学博士学位教师科研基金资助项目(200612005)

摘　　要：在电力市场环境下,构造发电公司的最优报价策略须考虑竞争对手的不确定性策略报价行为,其同时具有随机和模糊双重不确定性。受数学工具所限,以往的研究工作都是从随机和模糊两个独立的理论体系下展开研究,因而不能客观地反映实际情况。从最近建立的可信性理论出发,将实际存在的随机和模糊双重不确定性进行综合考虑,构造了发电公司最优报价策略的随机模糊规划方法框架,以有6家发电公司参与的电力市场算例进行了实际计算,说明了该方法的本质特征。In the environment of electricity market, building optimal bidding strategies of generation companies needs to evaluate the rival＇ s bidding behaviors that is with double uncertain characteristics of randomness and fuzziness. As the limit of mathematical theories, the proposed models for this problem in the past work were separately developed based on the random theory or fuzzy theory, which could not be modeling the actual environment of the market. In this paper, a new framework with random-fuzzy programming is proposed based on credibility theory for building optimal bidding strategies of generation companies, which can deal synchronously with randomness and fuzziness in the process of decision making. A hybrid intelligent algorithm with joined random-fuzzy simulation, artificial network and genetic algorithm is presented to solve the model. Finally, a numerical example of a simulated electricity market with six participating generation companies is served for demonstrating the feature of the developed model and method.

关 键 词：电力市场 报价策略 可信性理论 随机模糊规划 混合智能算法 

分 类 号：TM715[电气工程—电力系统及自动化]