电力市场模拟中的不确定性机组自组合问题.pdfVIP

29 卷 15 期 电 网 技 术 Vol. 29 No. 15 2005 年8 月 Power System Technology Aug. 2005 文章编号：1000-3673 （2005 ）15-0034-06 中图分类号：TM 73 ；F 123.9 文献标识码：A 学科代码：790.625 电力市场模拟中的不确定性机组自组合问题 江健健，康重庆，夏 清 （清华大学电机工程与应用电子技术系，北京市 海淀区 100084 ） PROBABILISTIC SELF-UNIT COMMITMENT OF GENCO AGENT IN ELECTRICITY MARKET SIMULATION JIANG Jian-ji an, KANG Chong-qing, XIA Qing （Department of Electrical Engineering，Tsinghua University，Haidian District，Beijing 100084 ，China ） ABSTRACT: In the electricity market, GenCos need to commit 发电商会为了增加连续开机的可能性而降低在谷荷时段的 their own generation units and make bid decision with uncertain 报价，而这种报价策略会进一步加大市场中的峰谷电价差。 market information, in which the constraints of minimum start 该研究为电力市场模拟中发电商的决策提供了新的思路。 up/shut down times should be considered to determine their own 关键词：电力市场模拟；报价决策；机组自组合；Markov expected optimal operation states and then to make bids more 链 rational and feasible. Based on Bid Acceptance Probability (BAP) indicating the uncertain operation state in future, the authors 1 引言 establish the bid decision model, in which the constraints of 在电力系统实际运行中，发电机组（特别是火 minimum start up/shut down times are considered, to study and 电机组）的运行状态并不能随时改变，必须考虑最 simulate the optimal self-unit commitment and bid decision 小开、停机时间等物理约束。同时，发电商的报价 problems of GenCos Agent. In order to solve the self-unit commitment problem, this uncertain and mixed integer optimal 和机组运行状态是相互耦合、相互影响的。机组运 problem is transformed into a Markov chain and an eff