中国电机工程学报2016，Vol.36Issue(17)：4617-4626,10.DOI:10.13334/j.0258-8013.pcsee.151574
考虑风险调整资本收益率阈值约束的虚拟电厂优化调度策略
Optimal Dispatch of Virtual Power Plant Considering Risk Adjusted Return on Capital Constraints
摘要
Abstract
With the integration of distributed generations (DGs) into power systems, the virtual power plant (VPP) that can centralize control of DGs gains extensive attentions. Because of the uncertainty of DGs, optimal dispatch of VPP always takes account of profit and risk and it is a multi-objective optimization problem. This paper adopted risk adjusted return on capital (RAROC) to build the balance between profit and risk, and proposed an optimal dispatch model of VPP with economic meaning. Besides, this paper also introduced the concept of economic capital as a buffer against risk and adopted the conditional cash flow at risk to determine the requirement of economic capital. A case study from the real world was employed to prove the validity of the proposed model. By comparison, it can be foundthatcombing the DGs and load by VPP can reduce the penalty on deviation and increase the profits of whole DGs and load.关键词
风险调整资本收益率/虚拟电厂/调度策略/经济资本/条件在险现金流Key words
risk adjusted return on capital (RAROC)/virtual power plant/optimal dispatch/economic capital/conditional cash flow at risk (CCFaR)分类
信息技术与安全科学引用本文复制引用
刘扬洋,蒋传文,谭胜敏,胡静哲,李庆生..考虑风险调整资本收益率阈值约束的虚拟电厂优化调度策略[J].中国电机工程学报,2016,36(17):4617-4626,10.基金项目
国家863高技术基金项目(2014AA051902)。The National High Technology Research and Development of China 863 Program (2014AA051902) （2014AA051902）
