基于不确定价格的供电模式优化决策模型研究  

Optimal Decision-Making Model for Power Supply Mode Based on Uncertain Price

作　　者：曾鸣[1] 刘洋[1] 陈英杰[1] 王涛[1] 

机构地区：[1]华北电力大学经济与管理学院,北京102206

出　　处：《华东电力》2012年第8期1307-1310,共4页East China Electric Power

基　　金：美国能源基金会支持项目(G-1006-12630)~~

摘　　要：提出关于不确定燃料价格和电价条件下供电企业供电模式投资决策问题的解释经济模型,即在分布式发电并网供电模式投资以及主网自主供电模式投资之间作出决策。在模型中,对投资决策过程中的主要不确定影响因素进行了分析,在对两种供电模式的单位成本进行建模的基础上,建立动态规划优化决策模型。提出能够同时确定优化供电模式决策以及优化投资时机的动态随机模型,并对电价波动等不确定性因素进行了分析。This paper presents the interpretative economic model for the power supply enterprise investment decision on the power supply mode under the condition of uncertain fuel prices and electricity prices, i.e. making a decision between investment in grid-connected distributed generation mode and investment in main grid autonomous power sup- ply mode. The major uncertain influencing are analyzed, then based on the modeling of the unit cost of the two power modes, the optimal dynamic planning decision-making model is constructed. Finally, the dynamic stochastic model is established to determine simultaneously both the optimal decision-making of the power supply mode and optimal in- vestment opportunity, and such uncertainties as electricity price fluctuation are analyzed.

关 键 词：实物期权 供电模式 不确定价格 优化决策模型 

分 类 号：TM-9[电气工程] F407.61[经济管理—产业经济]