2006电力系统的随机优化规划.pdfVIP

Electrical Engineering (2006) 88: 177–182 DOI 10.1007/s00202-004-0273-z ORIGINAL PAPER Gorden Spangardt Æ Michael Lucht Æ Edmund Handschin Applications for stochastic optimization in the power industry Received: 15 March 2004 / Accepted: 29 September 2004 / Published online: 5 January 2005 Springer-Verlag 2005 Abstract A survey on present applications of stochastic Unfortunately, some of the main influencing param- optimization in the power industry is presented. In eters are not accurately predictable, especially when a particular, the motivation for changing over from middle or even a long-term time horizon is considered. deterministic to stochastic optimization models, the This drawback is enforced by the liberalization of the theory of stochastic optimization and the implementa- power market, which has taken place in many countries. tion of risk aversion is described. Furthermore, several While the uncertainty of load and inflows into hydro- characteristic applications in the power industry, such as reservoirs and plants still remains, the uncertainty of short-term unit commitment, middle-term portfolio economic parameters is strongly influenced by market optimization, long-term investment planning and liberalization. emissions-trading, are discussed. In particular, the predictability of the prices for fu- ture power purchases or power deliveries has decreased enormously. In former times, power purchases and power deliveries were arranged via long-term contracts 1 Background