CVaR和EVaR安全运行风险管理下的电力系统经济调度  

Power system economic dispatch under CVaR and EVaR security operation risk management

作　　者：易国伟[1] 童小娇[1] 周鹏[1] 翟云峰[1] 叶中行[1] 

机构地区：[1]长沙理工大学电气与信息工程学院,湖南长沙410004

出　　处：《电力系统保护与控制》2016年第8期49-56,共8页Power System Protection and Control

基　　金：国家自然科学基金项目(71371065;11171095)~~

摘　　要：针对风能入网给电网安全稳定运行带来的影响,基于风险管理方法和随机优化建模理论构建了考虑线路安全风险约束的经济调度模型。为了量化和限制风电随机性对系统安全性的影响,分别采用条件风险价值(conditional value-at-risk,CVa R)和熵风险价值(entropic value-at-risk,EVa R)来刻画电网的安全裕度,通过对安全裕度指标进行风险裕度门槛值限制作为系统的安全风险约束,并运用随机模拟方法将系统安全风险约束转换为确定性的凸约束形式。最后通过对IEEE 30节点的数值仿真验证了模型的合理性和方法的有效性,综合比较了不同安全裕度和置信水平下的调度结果以及两种安全裕度风险价值刻画方法的差别。For the influence of wind energy connected to the power grid on security and stability of power system, a security risk constraints economic dispatch model is established based on risk management method and random optimization modeling theory. In order to quantify and limit the impact of wind power generation randomness on the system security, this paper uses conditional value-at-risk（CVa R） and entropic value-at-risk（EVa R） to depict the security margin of power system and uses risk margin threshold value to limit the security margin as the power system security risk constraints. It uses stochastic simulation method to convert the system safety risk constraints to deterministic convex constraints. Numerical simulation of the IEEE 30 node validates the rationality of the model and the effectiveness of the method, then it contrasts the dispatch results under different safety margins and confidence levels comprehensively as well as the difference of two methods which depict the security margin risk value.

关 键 词：条件风险价值 熵风险价值 安全运行风险约束 安全裕度 安全经济调度 

分 类 号：TM73[电气工程—电力系统及自动化]