发电公司报价策略及辅助决策支持系统的研究

华中科技大学硕士学位论文发电公司报价策略及辅助决策支持系统的研究姓名：王丽杰申请学位级别：硕士专业：电力系统及其自动化指导教师：张步涵20060430IIIAbstractAtpresent,Chinesepowerindustrysystemreformdeepeningprogressively.Itisthetrendtoimplementthepolicyof“separatinggenerationfromtransmissionandcreatingapricecompetitionsysteminthegenerationside”.Inthisinstance,theresearchonthebiddingstrategytheoryanddecisionmakingsupportsystemforthepowerproducersisveryimportant.Asacompanyentityinthepowermarket,themostimportantthingforpowersupplieristodevelopoptimumbiddingstrategiestomaximizeitsprofits.Inthethesis,atfirst,thebiddingstrategyisstudied.Consideringthefluctuationoftheelectricityprice,abiddingstrategymodelbasedontheforecastingtheprobabilityofelectricitypricedistributionisproposed.Improvedgeneticalgorithmusedtwo-dimensionalcodestrategyisappliedtosolvetheproblem.Anumericalexampleshowsthatadoptingthecompetitivemodelisfeasible.Inapowermarket,generatorsneedtocommittheirowntransactionprojecttomaximizethetotalrevenueandminimizetheassociatedrisks,inwhichthecostofelectricityandrampingconstraintsshouldbeconsidered.Soitisworthwhilestudyinghowtoallocatethegenerationcapacitytothemulti-electricitymarketsinmulti-scaletime.Thepaperpresentsamulti-scaletemporalbiddingcombinationmodelbyintroducingtheeconomicconceptofutilityandriskmanagement.Thecomputationandanalysisresultsofanumericalexampleareillustratedindetail,whichshowsthatadoptingthecompetitivemodelmaybehelpfulforpowergeneratorstooptimalbiddingcombinationprojectwithinthetransactionday.Alongwiththederegulationofthepowersystem,forpowersuppliers,constructinganassistantdecisionmarkingsupportsystemtohelpthemmakemoreefficientmanagementisgreatlyconcerned.Combiningwiththedesignsofpowermarketoperationsysteminourcountryandabroad,thethesisdiscusstheprincipleandobjectiveofthedecisionmakingsupportsystemandputforwardthesystemgeneraldesign,whichcomprisesthesystem’swholestructureandcomponents,thefunctionsofeachcomponentsandthedatatransferisalsodiscussed.KeywordsPowermarketBiddingstrategyBiddingcombinationDecisionmakingsupportsystem______111.12080[1][2][3][4][5][6][7]208020199962002122920033202004200521.21.2.131.2.21+N1N1.2.3121224341.3ab)c1.3.152000[8][9]1[10]26[11][12][13][14][15][16][17][18][19][20][21][22][23]37(GameTheory)22[24][25][8][26][27]Cournot[28][29]Stackelberg[30][31][32]4[33][34][35][36][37][38][39][40]][41]poolmarket8[42]——Markov,,5[43][44][45]~[48]1.3.29[49][50][51][52][53][54]Price-taker[55][56]1.3.31020011-1[3]1-19TMRTMSEMSSBSCMSSISSPDnetBPSGBS89CMSTMSSPDSBSBPSEMSTMRSISGBS11[57][58]1.4121322.124[59][60]142.22.2.1iλiQ1,2,in=niλiQpayasbidPAB()1max()niiiiiJQCQPλ==−×∑(2-1)Pλ1{}{}iiiiPPPλλλλλ+≤=≥inin≠=(2-2))(iQC152.2.2a.maxminQQQi≤≤(2-3)maxQminQminQmaxQb.maxminλλλ≤≤i(2-4)maxλminλc.++iiiiQQ11λλ1,,2,1−=ni(2-5)2.3GeneticAlgorithm[61]2.3.1GeneticAlgorithmGA60809016[62][63]2.3.2+12341.2.173.4a.180.5b.L[1L-1]192x},,,,,{11lppxxxx+=y},,,,,{11lppyyyy+=px′},,,,,{11lppxxxx′′=+y′},,,,,{11lppyyyy′′=++−=′−+=′iiiiiiyxyyxxαααα)1()1(lpi,,1+=2-6α[01]c.0110ix],[iiba20ix′5.a.b.c.2-1[68]2-1123123YeNo212.3.3124h24n1212,,,,kkknkkkknQQQλλλ=x1,2,kpop=pop23kFitnessk∑=×−+=31jkjjkkViolJAFitnessφ1,2,kpop=(2-7)AkJjφkjViol1kViol2kViol−−∆=−∆=∑∑−=+−=1112111)}(,0max{},0max{niiikniikQQQViolPPViol1,,2,1−=ni(2-8)P∆Q∆22},0max{3kkPViol′−=γ(2-9)γγ=90%90%kP′1{}kkPPλλ′=≥4a.pop1~popkx2()(1)skPkpoppop=×+1,2,kpop=(2-10)b.[1n]pointxypoint(1)(1)ijijijijijijxxyyxyαααα′=+−′=−+(2-11)ijxijyxyiji=12,1,jpointpoint+n=α[01]ijx′ijy′23c.ijxijx′1i=min,1min,1,1,1,1max,1ijijijijijijijxxxxxxxλβλββλ+−+−−−+′=++---11jjnjn==(2-12)2i=min,1min,1,1,1,1max,1ijijijijijijijQxQxxxxxQxβββ+−+−−−+′=++---11jjnjn==(2-13)β[01)52.4IV1.7GHz128MPCmatlab6.52-110%σˆλ10%242-112345678910111220.0018.8918.0020.0018.0020.0020.0025.0025.6332.2038.5043.0013141516171819202122232450.2054.8053.0060.0060.0058.0056.4046.0040.6037.4038.1027.00σ3σ3±[]σλσλ3ˆ,3ˆ+−σλλ3ˆmin−=σλλ3ˆmax+=)(QCQcQbQaQC+⋅+⋅=2)(2-14[64]2a=0.00031/MWh2b=17.26/MWhc=970150MW≤≤Q455MW5P∆=0.01Q∆=20MWhγ=99%30200-2-27.42-22-225319.879/MWh14.83%1661.105/MWh42.70%1033.462/MWh34.75%262-2/MWhMWh/MWhMWh/MWhMWh/MWhMWh/MWhMWh()115.34715017.98039519.09841520.32543521.62455-104.16215.26315017.94439519.04841520.14143521.37455-144.88313.81315016.33417017.85241518.7643519.879455-779.56415.34715017.9839519.09841520.32543521.62455-104.16513.81315016.33417017.85241518.7643519.879455-779.56615.34715017.9839519.09841520.32543521.62455-104.16715.34715017.9839519.09841520.32543521.62455-104.16819.18437521.46739523.04541524.53943526.4114551866.87919.66837521.94139523.55541525.14443526.9844552123.451024.709237527.205139529.121441531.034843533.4624554805.491128.99137532.17739534.52841536.88443539.8124557388.201231.77437535.4839538.19841540.84343544.1734559239.271336.47737541.09439544.33341547.53543551.43745512206.691438.96437544.17739547.941551.31543555.70645514101.921538.17137542.90339546.31841549.68543554.11245513548.421642.86637548.54139552.4541556.34443561.10545516251.301742.86637548.54139552.4541556.34443561.10545516251.301841.56637546.99639550.72541