基于机会约束规划的风电商日前市场竞标策略  

Bidding Strategy Based on Chance-constrained Programming for Wind Power Producers

作　　者：张海峰[1] 吴江[1] 高峰[1] 刘坤[1] 

机构地区：[1]机械制造系统工程国家重点实验室,智能网络与网络安全教育部重点实验室,西安交通大学,陕西省西安市710049

出　　处：《电力系统自动化》2012年第13期67-71,共5页Automation of Electric Power Systems

基　　金：国家自然科学基金资助项目(60974101,60736027,60921003);教育部博士点基金资助项目(20060698029);教育部新世纪优秀人才支持计划资助项目(NECT-06-0828)~~

摘　　要：随着各国风电的迅速发展,风电商逐渐像火电商那样参与竞标来追求利润的最大化。但风能出力的不确定性、预测误差以及不平衡惩罚的存在,使得风电商的竞标存在风险。风电商作出决策时必须考虑对待风险的态度(冒险或保守)。文中以电能交易的日前市场为背景,在假定已知风能预测分布的前提下,基于机会约束规划,建立了考虑风险和期望利润的竞标模型。应用此模型,可以使风电商在得到最优竞标策略的同时,较好地协调风险与目标利润之间的矛盾。算例分析证明了基于机会约束规划的竞标策略的有效性。With the rapid development of wind energy, wind power producers, like other fossil energy producers, are required to bid into the electricity. Due to the uncertainty of wind power output, low forecast precision, and power unbalance punishment, wind power producers face high risks in the market. To achieve maximum profit at minimum imbalance cost, how to manage risks is critical for the wind power producers. A chance-constrained bidding strategy considering both risks and expected profit is presented. It is based on the assumption that the wind power forecast distribution is known. The strategy is used to define the probability that target profit can be realized, which is also described as a risk. By applying the strategy, a wind power producer can set up the target profit according to his attitude to the risks and coordinate the conflicting targets of profit and risks preferably. Numerical results show that this strategy is effective.

关 键 词：电力市场 风力发电 竞标策略 风险 机会约束规划 

分 类 号：F407.61[经济管理—产业经济]