燃气电厂天然气短期订购优化决策  

An Optimal Short-term Natural Gas Purchase Decision Making Model

作　　者：庄晓丹[1,2] 洪元瑞[3] J.N.JIANG 甘德强[1] 

机构地区：[1]浙江大学电气工程学院,浙江省杭州市310027 [2]俄克拉荷马大学电气与计算机工程学院,美国俄克拉荷马州诺曼市73019 [3]华东电网有限公司,上海市200002

出　　处：《电力系统自动化》2009年第10期19-23,73,共6页Automation of Electric Power Systems

摘　　要：由于天然气日前市场早于电力日前市场关闭,大部分发电商需要为所属燃气电厂在未知实际发电量的情况下制定次日的燃料订购决策。这是一个市场机制下的新问题。文中提出一种用于日前市场天然气订购的分步模拟优化方法。首先通过蒙特卡罗模拟方法得到机组最优发电量和所有可行的天然气订购决策下的利润分布情况;由此构建机组利润的有效前沿,然后利用效用最大化理论得到最优的天然气订购决策。在决策过程中综合考虑了燃料市场和电力市场的双重不确定因素。最后用算例说明了该模拟优化方法的有效性。The short-term natural gas markets usually close earlier than the electric power markets. Most electric utility companies have to make fuel purchase decisions for natural gas fired power plants without knowing the actual generation levels, which depend on such uncertain factors as new market driven unit commitments, load variations, dispatch instructions and/or other service requests next day. A novel two-step simulation-optimization framework is proposed for the valuation of day-ahead natural gas purchases. In step one, the optimal generation levels and profit distributions of feasible gas purchase decisions are simulated, and gas purchase decision is made based on utility maximization theory in step two. The impacts of all major factors such as variable load, price volatilities and long-term fuel contract/storage are considered as well. An application of the proposed framework is demonstrated.

关 键 词：发电商 天然气短期订购 电力生产成本 电力市场 

分 类 号：F426.61[经济管理—产业经济] TM621[电气工程—电力系统及自动化]