发电系统一致性运行可靠性指标及其优化模型

通过类比金融领域中的风险价值和条件风险价值等风险度量方法，定义风险备用和条件风险备用，作为发电系统运行可靠性度量指标。建立条件风险备用最优化的普适模型。提出一个效能函数，通过对该效能函数求极大值即可获得使系统可靠性最高所对应的风险备用和条件风险备用，从而避免直接通过定义这一较繁琐的方式计算可靠性指标。以发电容量市场购电决策最优化为例建模并进行数值仿真，实验结果表明了文中所述模型的合理性和有效性。

Coherent Reliability Index for Generation System Operation and Its Optimization Model

By analogizing finance risk measures of value at risk and conditional value at risk, two corresponding measures for power system reliability measures were introduced, called reserve-at-risk (RaR) and conditional reserve-at-risk (CRaR), of which CRaR is a coherent measure. Universal optimization model of CRaR was established and a performance function was proposed, by which CRaR can be computed without its definition. It is proved that CRaR, which maximizes the system risk reserve, can be obtained through optimizing the performance function and the model is a convex optimization problem with the local optimal solution equaling to its global solution. An example of modeling purchasing strategy optimization in generation capacity market was applied for simulation test. Numerical results and analysis validate the proposed indices and models.