考虑条件风险价值的两阶段发电调度随机规划模型和方法  

Two-Stage Stochastic Generation Dispatching Model and Method Considering Conditional Value-at-Risk

作　　者：王海冰[1] 王承民[1] 张庚午 范明天[2] WANG Haibing WANG Chengmin ZHANG Gengwu FAN Mingtian(Department of Electrical Engineering, Shanghai Jiao Tong University, Minhang District, Shanghai 200240, Chin China Electric Power Research Institute, Haidian District, Beijing 100192, China)

机构地区：[1]上海交通大学电气工程系,上海市闵行区200240 [2]中国电力科学研究院,北京市海淀区100192

出　　处：《中国电机工程学报》2016年第24期6838-6848,共11页Proceedings of the CSEE

基　　金：国家自然科学基金项目(71403098)~~

摘　　要：大规模风电、光伏等可再生能源发电的接入给电力系统运行带来巨大的不确定性因素,从而使系统调度人员在制定发电调度计划时面临发电费用波动风险。借鉴金融领域风险管理的概念,探讨发电调度过程中利用条件风险价值(conditional value-at risk,CVaR)度量系统不确定性给发电调度带来的风险,将风险水平限制在可接受的前提(或条件)下追求发电费用最小,从而进一步完善传统的发电调度模型。该文考虑日前调度和实时运行两阶段的调度过程,同时计及可再生能源出力和负荷的不确定性,基于场景技术模拟不确定性建立考虑条件风险价值CVaR的两阶段随机规划发电调度模型。通过IEEE RTS 24节点系统的模拟仿真,讨论了不同风险偏好程度下系统的经济性和风险水平之间的关系,为系统调度人员的调度决策过程提供有价值的参考。Integration of Large-scale wind power, photovoltaic and other renewable energy resources into the grid brings huge uncertainties into power system operation, so the system operator faces certain finical risk in the process of power generation dispatching. In line with the concept of risk management in the financial sector, the risk imposed by the system uncertainties is modeled using the risk measurement conditional value-at-risk （CVaR）. The objective is to minimize the dispatching cost while the risk is restricted to the predefined level. This paper considers a two-stage dispatching process including day-ahead dispatching and real-time operation, in which renewable energy generation and load uncertainties are taken into account at the same time. By using the scenario technologies to simulate the renewable energy generation and load uncertainties, the two-stage stochastic generation dispatching model containing the CVaR is established, which improves the traditional dispatching model. Through the simulation on the IEEE RTS 24 nodes system, we discuss the relationship between the generation cost and the risk level under different levels of risk appetite, which can provide the system operator with valuable guidelines for the generation dispatching decision-making.

关 键 词：发电调度 不确定性 日前调度 实时运行 CVAR 风险管理 

分 类 号：TM73[电气工程—电力系统及自动化]