水利学报2026，Vol.57Issue(3)：378-393,16.DOI:10.3724/j.slxb.20250371
考虑多种电价场景的水电机组参与日前市场双层报价模型
A bi-layer quoting model for hydropower units participating in the day-ahead market considering multiple electricity price scenarios
摘要
Abstract
To maximize the revenue of a hydropower station in the uncertain day-ahead market,this paper proposes a bi-level model to formulate the stepped bidding curve for each hydropower unit,ensuring compliance with opera-tional constraints.The model features a nested structure consisting of an outer model for station-level scheduling and an inner model for bidding optimization.The outer model utilizes dynamic programming to determine the short-term optimal scheduling for the hydropower station,considering hydraulic constraints and integrating the expected revenue feedback from the inner model.The inner model first addresses electricity price uncertainty using multiple electricity price scenarios.Subsequently,based on an optimal unit commitment,it develops a unit bidding strategy to generate these curves,taking into account unit-specific constraints and bilateral contract obligations.A genetic algorithm is employed to optimize the bidding curves,with the station's expected revenue serving as the fitness value.The results of a case study demonstrate that this model increases the expected revenue of a hydropower station by 2.4％compared with the current conservative approaches,providing a valuable decision-support tool for market participation.关键词
水电机组/多种电价场景/双层报价模型/阶梯式报价曲线/日前市场Key words
Hydropower unit/multiple electricity price scenarios/bi-level model/stepped bidding curve/day-ahead market分类
建筑与水利引用本文复制引用
张验科,张晖,许晋绅,张尚弘,纪昌明..考虑多种电价场景的水电机组参与日前市场双层报价模型[J].水利学报,2026,57(3):378-393,16.基金项目
国家自然科学基金项目(52579010,52279064) （52579010,52279064）
中央高校基本科研业务费专项(2024JC003) （2024JC003）
