电力系统保护与控制2016，Vol.44Issue(8)：49-56,8.DOI:10.7667/PSPC151039
CVaR和EVaR安全运行风险管理下的电力系统经济调度
Power system economic dispatch under CVaR and EVaR security operation risk management
摘要
Abstract
For the influence of wind energy connected to the power grid on security and stability of power system, a security risk constraints economic dispatch model is established based on risk management method and random optimization modeling theory. In order to quantify and limit the impact of wind power generation randomness on the system security, this paper uses conditional value-at-risk (CVaR) and entropic value-at-risk (EVaR) to depict the security margin of power system and uses risk margin threshold value to limit the security margin as the power system security risk constraints. It uses stochastic simulation method to convert the system safety risk constraints to deterministic convex constraints. Numerical simulation of the IEEE 30 node validates the rationality of the model and the effectiveness of the method, then it contrasts the dispatch results under different safety margins and confidence levels comprehensively as well as the difference of two methods which depict the security margin risk value.关键词
条件风险价值/熵风险价值/安全运行风险约束/安全裕度/安全经济调度Key words
conditional value-at-risk/entropic value-at-risk/security operation risk constraint/security margin/security economic dispatch引用本文复制引用
易国伟,童小娇,周鹏,翟云峰,叶中行..CVaR和EVaR安全运行风险管理下的电力系统经济调度[J].电力系统保护与控制,2016,44(8):49-56,8.基金项目
国家自然科学基金项目(71371065,11171095) This work is supported by National Natural Science Foundation of China (No.71371065 and No.11171095) （71371065,11171095）
