摘要
市场环境和高比例可再生能源是未来电力能源发展的必然趋势。基于此,该文建立了寡头竞争电力市场下含风电系统的电源投资扩展规划双层模型。在上层模型中,发电公司作为投资主体进行发电投资决策并制定其在市场交易中的报价策略,下层模型模拟集中竞价交易模式下的日前市场出清过程。为保障风电公平参与市场化交易,提出了风电在发电市场中的统一报价模型,并采用条件风险价值(conditional value-at risk,CVaR)度量投资规划博弈过程中竞争对手的不确定性给发电公司带来的投资风险。通过下层问题的最优性条件将双层规划模型转化为具有均衡约束的数学规划问题,继而对其进行线性化与求解。算例结果验证了所述模型与方法的有效性。
Electricity market environment and high shares of renewable energy sources are inevitable trends of the future development of electrical energy.Therefore,this paper established a bi-level programming model of generation investment expansion planning with wind farms in oligopolistic electricity market.Investment decisions and bidding strategies in market trading of the single investing generation company were taken in the upper level and the lower-level simulated the day-ahead market clearing under centralized bidding model.A unified bidding model of wind power in electricity market was proposed to ensure the fair participation of wind power in market transactions.The investment risk of the generation company imposed by the rival uncertainties in investment planning game was modeled using the conditional value at risk(CVaR).The bi-level model was formulated as a mathematical program with equilibrium constraints(MPEC)by replacing the lower level with its KKT conditions,and then the problem was linearized and solved.The rationality and effectiveness of the presented method and model are validated by numerical results.
作者
娄素华
吕梦璇
王永灿
吴耀武
LOU Suhua;LüMengxuan;WANG Yongcan;WU Yaowu(Key Laboratory of Advanced Electromagnetic Engineering and Technology(Huazhong University of Science and Technology),Wuhan 430074,Hubei Province,China)
出处
《中国电机工程学报》
EI
CSCD
北大核心
2019年第7期1944-1956,共13页
Proceedings of the CSEE
基金
国家重点研发计划项目(2017YFB0902202)
国家自然科学基金项目(51677076)~~
关键词
寡头竞争电力市场
电源投资扩展规划
双层规划
风电消纳
投资风险
博弈
oligopolistic electricity market
generation investment expansion planning
bi-level programming
wind power accommodation
investment risk
game
