考虑分布鲁棒条件风险价值的供电公司购电组合计划  

Electricity Purchasing Portfolio Strategies for Distribution Companies Considering Distributional Robust CVaR

作　　者：夏海杰[1] 林士勇 

机构地区：[1]台州学院物理与电子工程学院,台州318000 [2]浙江省乐清市供电公司,乐清325600

出　　处：《电力系统及其自动化学报》2016年第7期130-134,共5页Proceedings of the CSU-EPSA

摘　　要：考虑多个电力市场售电价格概率分布存在不确定性,在确保供电公司购电损失的分布鲁棒条件风险价值均能满足要求的前提下,以供电公司期望收益最大化为目标,构建了多市场购电组合优化模型。以在实时市场、日前市场和中长期合约市场3个不同市场的购电组合为例,将上述模型转化为半定规划问题进行求解。分析结果表明:所提出的模型与求解办法为供电公司在多能量市场的购电决策提供了新方法。Considering the uncertainty of probability distribution of electricity price in multi-energy markets and on thepremise of guaranteeing distributional robust conditional value-at-risk constraint is satisfied,taking the expected profitsmaximization as a target,this paper establishes the optimal power purchasing model. A case study of purchasing proportion in real-time electricity market,day-ahead electricity market,and mid-long term contract market is transformed intoa semi-definite programming problem. The analysis shows the efficiency of the proposed model,which presents a newway for distribution company to determine the optimal purchasing strategies considering the risk.

关 键 词：分布鲁棒 条件风险价值 半定规划 购电组合 

分 类 号：TM73[电气工程—电力系统及自动化]