变电所投资风险决策模型及其应用 Risk Decision Model for Substation Investment Projects and Its Application.pdfVIP

第 卷第 期 电力系统及其自动化学报 18 4 Vol.18 No.4 年 月 Aug. 2006 2006 8 Proceedings of the CSU-ePSA 变电所投资风险决策模型及其应用 杜 茵 黄民翔 (浙江大学电气工程学院 杭州 310027) 摘要 针对变电所投资决策项目 建立了投资决策的总体框架 利用净现值最大的原则 建立投资优化模型: 在此基础上通过比较分析 确定电力公司的变电所投资策略 利用基于正态分布的随机模拟 对投资项目的 不确定性因素进行风险模拟 分析各风险因素对项目决策的影响 算例结果表明 该模型能有效迅速地得到 变电所投资项目的最优决策方式及风险分布形式 对电力公司的投资决策具有参考意义 关键词 投资决策 风险分析 变电所投资 不确定性因素 正态分布: 中图分类号: TM715 文献标识码: A 文章编号: 1003-8930(2006)04-0082-05 Risk decision model for substation investment Projects and its application DU Yin -UANG Min xiang - (School of electrical engineering Zhejiang University -angzhou 310027 China) abstract A framework of the investment decision making model is set up for substation investment projects: - . In the framework an investment optimization model based on the principle of the maximum of the net present value NPV is given The electric utilities strategy is finally determined by the scenario comparison( ) . module which compares the NPV of different scenarios such as public substation and user substation. Uncertainties must be considered in project assessment So a risk analysis module based on the normal. distribution function is proposed to simulate the possible risk distribution form At the end of the paper an. example is presented to illustrate the effectiveness of the proposed framework. Key words investment decision making risk analysis substation investment uncertainty normal: - distribution