| 基于效用的发电商最优风险报价策略 |
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| 引用本文： | 高春凤,彭建春,江辉.基于效用的发电商最优风险报价策略[J].电力系统保护与控制,2006,34(10):46-49. |
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| 作者姓名： | 高春凤 彭建春 江辉 |
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| 作者单位： | 湖南大学电气与信息工程学院 湖南长沙410082 |
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| 摘 要： | 电力市场中,发电商的报价策略直接影响着其收益的大小,如何选择兼顾收益和风险的报价策略对发电商来讲至关重要。提出了一种基于效用的发电商最优风险报价策略。这种方法基于机会约束规划估量报价风险,并运用效用理论评估报价策略的优劣。为发电商合理选择报价策略提供了一种新的途径。算例证明了该模型的可行性和有效性。
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| 关 键 词： | 电力市场 报价策略 机会约束规划 风险分析 效用评估 |
| 文章编号： | 1003-4897(2006)10-0046-04 |
| 收稿时间： | 2005-09-27 |
| 修稿时间： | 2006-11-10 |
Optimal bidding strategies of power generation companies based on utility theory |
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| GAO Chun-feng, PENG Jian-chun, JIANG Hui.Optimal bidding strategies of power generation companies based on utility theory[J].Power System Protection and Control,2006,34(10):46-49. |
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| Authors: | GAO Chun-feng PENG Jian-chun JIANG Hui |
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| Abstract: | In electricity market,how to build optimal bidding strategy to maximize profit when risks are considered becomes the key point for generation companies.A new bidding strategy based on utility theory is proposed in this paper.It is carried out by evaluating prices risk of bidding using chance-constrained programming and is accessed using utility theory.It gives a new way of bidding building for generation companies.Simulation results show that the established model is effective. |
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| Keywords: | electricity market bidding strategy chance-constrained programming risk analysis utility assessment |
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