计及风险因素的事故备用容量购买决策模型研究  

Study on purchase dicision model of reserve capacity for accident considering risk factors

作　　者：常向伟[1] 张有兵[2] 曹一家[3] 张颖[1] 

机构地区：[1]浙江大学电气工程学院,浙江杭州310027 [2]浙江工业大学,浙江杭州310014 [3]湖南大学电气工程学院,湖南长沙410082

出　　处：《电力系统保护与控制》2010年第23期82-86,共5页Power System Protection and Control

基　　金：国家电网公司重大科技创新专项

摘　　要：针对电力系统中事故发生概率不同,通过购买需求侧低电价和高赔偿事故备用容量,并与发电侧备用容量优化组合,在取得经济性的同时,也带来了一定的风险性。基于经济学中的效用和风险理论,同时考虑备用容量和电量价格波动以及事故发生带给供电公司的风险性,建立了考虑经济性和风险性的最优事故备用容量购买模型。并利用蒙特卡洛方法对一个研究时段内的最优备用容量分配进行了仿真求解。结果表明,所建模型能为电力公司购买事故备用容量提供一定的风险决策依据。It is an economical method for electrical distribution company, considering different accident probabilities in power system, to optimally combine reserve capacity of generation side with that of low price and high compensation of demand side. However, such way also threatens the profit of electrical distribution company for its ignorance of the risks that would be brought by random accidents. Thereby, for overall consideration, a purchasing model of optimal reserve capacity that is based on utility and risks theory in economics is proposed in this paper. In this model, the price volatility of the reserve capacity and electricity, together with accidents probabilities that would risk the profit of electrical distribution company is considered; then, Monte Carlo method is used for simulation solve of optimal allocation of the reserve capacity for a period of time. The calculated simulation results show that the proposed model and method can provide an evidence for electrical distribution company to estimate risks produced in purchasing reserve capacity.

关 键 词：发电侧备用容量 可中断负荷 最优投资组合 风险理论 

分 类 号：F426.61[经济管理—产业经济] F224