省级电力公司的购电决策模型及其模糊优化算法  

Purchasing strategy models of provincial gird companies and relevant fuzzy optimization algorithms

作　　者：尚金成[1] 王绵斌[2] 谭忠富[2] 刘丽萍[2] 

机构地区：[1]河南省电力公司,河南郑州450052 [2]华北电力大学电力经济研究所,北京102206

出　　处：《华东电力》2008年第11期103-107,共5页East China Electric Power

基　　金：国家自然科学基金项目(70373017;70571023);北京市哲学社会科学规划基金项目(06BaJG102)

摘　　要：采用条件风险价值对省级电力公司的购电组合风险进行度量,对条件风险价值的连续表达式进行推导;构建基于投资组合理论下的省级电力公司购电组合优化模型。将对数型隶属函数引入模型中,采用模糊数学优化理论对多目标模型进行求解,得出最优购电策略。The conditional value at risk （CVaR） was used to measure the purchasing portfolio risk of provincial grid companies, and the continual expression of CVaR was derived. Consequently, the purchasing portfolio optimization model for provincial power grid companies was constructed based on the investment portfolio theory. At the same time, the logarithm of membership function was cited into the model, and the multi-target method was solved with fuzzy mathematic optimization theory, through which the optimal purchasing strategy was obtained.

关 键 词：购电策略 购电组合理论 CVAR 风险度量 模糊优化 

分 类 号：TM-9[电气工程] F407.61[经济管理—产业经济]