采用分段报价规则并考虑风险管理的供电公司最优报价策略

24120072ModernElectricPowerVol24No1Feb2007:10072322(2007)01007206:A:TM73;F1239谢俊,陈星莺(,210098)OptimalBiddingStrategiesforDistributionCompaniesinTransmissionandDistributionSeparatedElectricityMarketswithStepWiseBiddingProtocolandRiskManagementXieJun,ChenXingying(SchoolofElectricalEngineering,HohaiUniversity,Nanjing210098,China):(20060294019):,,,,,MonteCarlo,:;;;;;Abstract:Optimalbiddingstrategiesfordistributioncompaniesintransmissionanddistributionseparatedelectricitymarketisstudiedinthispaper.Whendistributioncompaniesadoptbiddingstrategies,theincompleteinformationonthefuturemarketposessomerisks.Hence,inthispaper,underthepremisedmarketprotocols,fortheproblemofunbalancedelectricityprice,studyisconductedondevelopingoptimalbiddingstrategyfordistributioncompaniesparticipatingintransmissionanddistributionseparatedelectricitymarketswithriskmanagement.Thebiddingproblemisformulatedasastochasticoptimizationone,andsolvedbyGeneticAlgorithmcombiningMonteCarlosimulation.Finally,theeffectivenessoftheproposedbiddingstrategymodelisdemonstratedbythesimulationresults.Keywords:electricitymarket;transmissionanddistributionseparation;distributioncompany;biddingstrategy;stepwisebiddingprotocol;riskmanagement0,,,,;,,,,,,,[1],,,,,[2~8],[9~15],,[5],[5~8],,,,,,[6,13],,,,MonteCarlo111,:!,,∀,,()#,,,∃,%,,12N,M,PAB,,kk,,24(48),:Ig,,;,,,,:Id(Id),,;(),lg,klg,kk(k=1,2,&,N)l(l=1,2,&,Ig);jd,ijd,ii(i=1,2,&,M)j(j=1,2,&,Id),Ig,Id,:max∋Mi=1∋Idj=1jd,ijd,i-∋Nk=1∋Igl=1lg,klg,k(1)s.t.∋Mi=1∋Idj=1jd,i=∋Nk=1∋Igl=1lg,k(2)0(lg,k(lg,kk=1,2,&,N(3)0(jd,i(jd,ii=1,2,&,M(4):jd,iij;lg,kkl,jd,ilg,kjd,ilg,k:()(),,13N,Ms,M+N-1,s731:sId,Qsj(j=1,2,&,Id):jd,s,Qsj,jd,s;jd,s(j=1,2,&,Id),sj(j=1,2,&,Id);,s!j(j=1,2,&,Id),sId,j-1)j,!j-1)!j(j=2,3,&,Id)s:!;∀;#;∃,,sxy,,s,∀s∀s=∀s(x,y)=∋Idj=1jjd,s(x,y)-∋Idj=1!j(jd,s-jd,s(x,y))-∋Idj=1jd,sjd,s(x,y)-f(P)(5)P=∋Idj=1jd,s(x,y)(6):Ps;f(∗)s,s,,,,(5)~(6),,s,,s,s[15][5],[15],,()[16],,,,,,,,,,,,,,,s:maxE(∀s(x,y))(7)S.t.x+X(8)y+Y(9)jd,sj+1d,sj=1,2,&,Id-1(10)var(∀s(x,y))#o(11):E(∗);Xs,;Y,(12);var(∗);#o2,,,s,y~N(∃,%),ypdf(y)=1(2∀)(2M+2N-2)/2|∋|1/2∗exp-12(y-∃)∋-1(y-∃)T(12):∃y;∋y742007,;|∋|Y,Xs,d,s=[1d,s,2d,s,&,Idd,s],,,GAMonteCarlo:GA*d,s,MonteCarloGAMonteCarlo,,,,():!∀Mfit#GApop,Tgen,ini_pop∃tgen=0%MonteCarlo,:aMonteCarloTsim;btsim=0;c(12)()(),sjd,s(j=1,2,&,Id),(5)s∀(tsim)s;dtsim=tsim+1,tsimTsim,c,e;eE(∀s)=∋Tsim-1tsim=0∀(tsim)svar(∀s)=1Tsim-1∋Tsim-1tsim=0(∀(tsim)s-E(∀s))2;fvar(∀s)#o,E(∀s)+Mfit,;g,htgen=tgen+1,tgenTgene,ii()s*d,s324,3,4,N=3,M=4,s6sf(∗)P:f(P)=135+13∗P+00115∗P2(13)3,Ig=3,Id=3;s200MW;![100,80,55][75,35,15]/(MWh),1,21(k)123130025157020025357040025507022002525703002545704002560703200255570400257370300259570:MWMW2;/(MWh)2/(MWh)2751:2(i)123110025637030025437020025237021902585702302565701802548703150259370220257370230254370:MWMW2;/(MWh)2/(MWh)231#os,:80,08,01,100;,MonteCarlo5000;d,s[03,11],#o,s*d,s,PE(∀s)33,,s,,s,3s#o(*104)*d,sPE(∀s)2500[7376,6495,5671]57530013025[6999,6021,5470]54149833600[6643,5970,5645]52355471000[5934,5825,5253]49275632250[5894,5678,5139]4657786:#o2/(MWh)2;PMW;*d,s/(MWh);E(∀s)32,Kcv[5]Kcv=var(∀s)E(∀s),100%(14)var(∀s),;,s,31,#o=3025002/(MWh)2,s*d,s,PE(∀s)Kcv4(Qs=[Qs1,Qs2,(Qs3])4,,,s,,4s(#o=3025002/(MWh)2)Qs/MW*d,sPE(∀s)Kcv(%)[150,200,250][6827,6080,5588]56318981582[200,200,200][6851,6015,5566]55749291069[250,200,150][6438,6425,5592]5767567764:PMW;d,s/(MWh);E(∀s)4,,,,,GAMonteCarlo:,762007,;,,[1][M]:,2004[2],[J],2002,19(4):83~88[3],,[J],2004,21(2):91~94[4],,,Agent[J],2005,22(1):98~102[5],,,[J],2003,27(20):16~20[6]GountisVP,BakirtzisAGBiddingStrategiesforElectricityProducersinaCompetitiveElectricityMarketplace[J]IEEETransonPowerSystems,2004,19(1):356~365[7],,[J],2005,29(10):35~39[8],,,[J],2005,29(7):12~16[9]WenFS,DavidAKOptimalBiddingStrategiesforCompetitiveGeneratorsandLargeConsumers[J]InternationalJournalofElectricPower&EnergySystems,2001(23):37~43[10]LiuYA,GuanXHPurchaseAllocationandDemandBiddinginElectricPowerMarkets[J]IEEETransonPowerSystems,2003,18(1):106~112[11]FletenSE,PettersenEConstructingBiddingCurvesforaPriceTakingRetailerintheNorwegianElectricityMarket[J]IEEETransonPowerSystems,2005,20(2):701~708[12]PHILPOTTAB,PETTERSENEOptimizingDemandSideBidsinDayAheadElectricityMarkets[J]IEEETransonPowerSystems,SubmittedforPublication[13][D]:,2004[14][D]:,2002[15],[J],2005,29(1):13~17[16],,,[J],2004,28(13):54~59:20060419:(1979−),,,;(1964−),,,,,771: