电网技术2018，Vol.42Issue(5)：1385-1392,8.DOI:10.13335/j.1000-3673.pst.2017.2467
计及条件风险价值的综合能源系统经济调度
Economic Dispatch of Integrated Energy Systems Considering Conditional Value-at-Risk
刘怀东 1冯志强 1王锦桥 1方伟 1姜英涵 1秦婷1
作者信息
- 1. 天津大学 电气自动化与信息工程学院,天津市 南开区 300072
- 折叠
摘要
Abstract
Based on an energy hub including combined heat and power, gas boiler and energy storage equipment, economic dispatch problem of the integrated energy system (IES) is studied. Monte Carlo sampling approach is used to generate wind power, electricity price and customer demand scenarios. Theory of conditional value at risk (CVaR) is used to depict the risks that operator meets, and CVaR is introduced to objective function of economic dispatch. Giving full consideration to operation constraints of every device in the IES, an IES economic dispatch model including CVaR is established. Using yalmip platform to set up the model in MATLAB. The model is solved with gurobi solver. Case study shows that the model can determine 24-hour scheduling of supply side and operation mode of energy hub, satisfying energy balance between supply and demand. Feasibility and effectiveness of the proposed method is verified.关键词
能源集线器/综合能源系统/条件风险价值/经济调度/蒙特卡罗采样法Key words
energy hub/integrated energy systems/conditional value-at-risk/economic dispatch/Monte Carlo sampling approach分类
信息技术与安全科学引用本文复制引用
刘怀东,冯志强,王锦桥,方伟,姜英涵,秦婷..计及条件风险价值的综合能源系统经济调度[J].电网技术,2018,42(5):1385-1392,8.
