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计及电价风险的水电站短期优化调
引用本文:徐刚,马光文.计及电价风险的水电站短期优化调[J].中国农村水利水电,2006,0(1):91-92.
作者姓名:徐刚  马光文
作者单位:四川大学水电学院,成都,610065
摘    要:提出同时考虑发电收益和电价风险的水电厂短期优化调度问题。利用效用函数和风险态度参数,均衡发电收益最大化和风险最小化两个不同的目标。建立风险调度决策模型,得到不同风险容许度下的优化调度方案。算例表明,该模型有助于水电厂制定计及风险约束下的发电调度计划。

关 键 词:水电厂  电价  短期优化调度  风险管理  效用函数
文章编号:1007-2284(2006)01-0091-02
收稿时间:2005-04-08
修稿时间:2005-04-08

Short-Term Optimal Regulation of Hydropower Plant with Electricity Price Risk Constraints
XU Gang,MA Guang-wen.Short-Term Optimal Regulation of Hydropower Plant with Electricity Price Risk Constraints[J].China Rural Water and Hydropower,2006,0(1):91-92.
Authors:XU Gang  MA Guang-wen
Institution:School of hydropower Eng. , Sichuan Univ. , Chengdu 610065, china
Abstract:This paper presents a short term optimal operation problem in a hydropower company with the tradeoff between maximum profit and minimum risk in electric price. Utility function and risk tolerance parameter are used to make balance between the two objectives of the maximum expected profit and the minimum risk, In order to search for optimal regulation scenarios of different risk tolerance parameter, this paper establishes a risk regulation decision model that considers simultaneously profit and risk. The case study shows that the model can be a help to hydropower company to constitute the risk-constrained optimal regulation schedule.
Keywords:hydropower plant  electricity pricel short-term optimal regulation  risk management  utility function
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