基于投资组合理论的虚拟电厂资源优化组合方法  

Optimization Method of Resource Combination for Virtual Power Plant Based on Modern Portfolio Theory

作　　者：云秋晨 田立亭 齐宁[2] 张放 程林[2] YUN Qiuchen;TIAN Liting;QI Ning;ZHANG Fang;CHENG Lin(School of Electrical Engineering,Beijing Jiaotong University,Beijing 100044,China;State Key Laboratory of Power System and Generation Equipment,Tsinghua University,Beijing 100084,China)

机构地区：[1]北京交通大学电气工程学院,北京市100044 [2]电力系统及大型发电设备控制和仿真国家重点实验室,清华大学,北京市100084

出　　处：《电力系统自动化》2022年第1期146-154,共9页Automation of Electric Power Systems

基　　金：国家重点研发计划资助项目(2018YFE0116400);国家自然科学基金资助项目(51807107)。

摘　　要：针对虚拟电厂异构资源的优化组合问题,提出了包含需求响应、柔性可控负荷、分布式电源的响应特性模型。以虚拟电厂对互动资源的控制权限为依据,将互动资源响应电量划分为有、无风险资产,将资源响应计划分配问题映射至投资组合理论中资产权重配置问题,以组合风险衡量用户响应电量不确定性,以预期收益最大为目标建立优化组合模型。在此基础上,利用互动资源的分散性,使虚拟电厂向电网提供阻塞管理,并在CIGRE 20 kV中压配电系统上对所提出方法进行验证。算例结果验证了所提模型的实用性。For the optimal combination of heterogeneous resources in virtual power plants,a response characteristic model including demand response,flexible controllable load,and distributed power generation is proposed.Based on the control authority of the virtual power plant over interactive resources,the interactive resource response power is divided into risk-free and risk assets.Then the resource response allocation problem is mapped to the asset weight allocation problem in the modern portfolio theory.The portfolio risk is used to measure the uncertainty of the user’s response to electricity,and the optimal combination model is established with the goal of maximizing the expected return.Based on the decentralization of interactive resources,the virtual power plant is involved in congestion management,and the proposed method is verified on the CIGRE 20 kV mediumvoltage distribution network.Simulation results verify the practicability of the proposed model.

关 键 词：虚拟电厂 阻塞管理 资源组合 分布式资源 

分 类 号：TM62[电气工程—电力系统及自动化]