电力系统自动化2012，Vol.36Issue(13)：67-71,5.
基于机会约束规划的风电商日前市场竞标策略
Bidding Strategy Based on Chance-constrained Programming for Wind Power Producers
摘要
Abstract
With the rapid development of wind energy, wind power producers, like other fossil energy producers, are required to bid into the electricity. Due to the uncertainty of wind power output, low forecast precision, and power unbalance punishment, wind power producers face high risks in the market. To achieve maximum profit at minimum imbalance cost, how to manage risks is critical for the wind power producers. A chance-constrained bidding strategy considering both risks and expected profit is presented. It is based on the assumption that the wind power forecast distribution is known. The strategy is used to define the probability that target profit can be realized, which is also described as a risk. By applying the strategy, a wind power producer can set up the target profit according to his attitude to the risks and coordinate the conflicting targets of profit and risks preferably. Numerical results show that this strategy is effective.关键词
电力市场/风力发电/竞标策略/风险/机会约束规划Key words
electricity market/wind power generation/bidding strategy/risk/chance-constrained programming分类
信息技术与安全科学引用本文复制引用
张海峰,吴江,高峰,刘坤..基于机会约束规划的风电商日前市场竞标策略[J].电力系统自动化,2012,36(13):67-71,5.基金项目
国家自然科学基金资助项目 （）
教育部博士点基金资助项目 （）
教育部新世纪优秀人才支持计划资助项目 （）
