基于集对分析理论的发电投资决策模型  

Power Generation Investment Decision-Making Model Based on Set Pair Analysis Theory

作　　者：王绵斌[1] 谭忠富[2] 丁亚伟 李晓军 

机构地区：[1]华北电网有限公司电网建设分公司,北京市西城区100140 [2]华北电力大学电力经济研究所,北京市昌平区102206 [3]洛阳供电公司,河南省洛阳市471009 [4]南方电网国际有限责任公司,广东省广州市510623

出　　处：《电网技术》2009年第20期94-99,共6页Power System Technology

基　　金：国家自然科学基金资助项目(70571023);教育部新世纪优秀人才计划项目(NCET-060208)~~

摘　　要：在市场环境下,发电投资面临的诸多不确定因素将导致发电投资收益的不确定性,这需要发电投资决策评价方法来辅助发电商进行投资决策。为此首先分析了集对分析(set pair analysis,SPA)理论和发电投资的成本–效益问题;然后采用蒙特卡罗法对上网电价、煤炭价格和上网电量等不确定性因素进行模拟,得出发电投资的不确定性损失序列,并利用SPA对损失序列进行同、异、反特性描述,给出求解联系度系数的方法;在此基础上构建了基于SPA的发电投资决策模型,探讨了不确定数i的确定方法;最后通过算例证明了所构建模型的可行性,为发电商提供投资决策依据。In market investment has to face with environment, power generation a lot of uncertain factors that lead to uncertainty of power generation investment income, thus it is necessary for power generation company to use generation investment decision-making evaluation. Firstly the set pair analysis theory （SPA） and cost-benefit problem of generation investment are analyzed; secondly, the fluctuation of uncertain factors such as bidding price, coal price and trading electricity quantity are simulated by Monte Carlo method and the loss suite of generation investment due to uncertain factors is obtained, then the uniform-, different- and contrarycharacteristics of loss suite are described by SPA, and then the method to solve relational degree coefficient is given; thirdly, on this basis, the generation investment decision-making model based on SPA is constructed and the approach to decide uncertain number is given; finally, the feasibility of the constructed model is verified by calculation examples.

关 键 词：集对分析(SPA) 成本-效益 联系度 蒙特卡罗法 发电投资决策 

分 类 号：F123.9[经济管理—世界经济]