需求侧2种可中断负荷备用市场报价策略的协调

山东大学学报(工学版)

需求侧2种可中断负荷备用市场报价策略的协调

罗运虎, 邢丽冬, 王勤, 刘海春, 翁晓光

南京航空航天大学自动化学院, 江苏南京 210016

收稿日期:2007-11-01 修回日期:1900-01-01 出版日期:2008-06-16 发布日期:2008-06-16
通讯作者: 罗运虎

Coordination of bidding strategies for two kinds of interruptible load reserve markets on demand side

LUO Yun-hu, XING Li-dong, WANG Qin, LIU Hai-chun, WENG Xiao-guang

College of Automation Engineering, Nanjing University of Aeronautics ＆ Astronautics, Nanjing 210016, China

Received:2007-11-01 Revised:1900-01-01 Online:2008-06-16 Published:2008-06-16
Contact: LUO Yun-hu

摘要/Abstract

摘要： 迄今为止,有关用户如何协调需求侧低电价与高赔偿2种可中断负荷(interruptible load,IL)备用市场报价策略方面的研究一直被长期忽视和孤立.用户在低电价与高赔偿2种IL市场中的收益特性相同,且属于风险性收益.为使得在这2种IL市场中所获得的风险性收益之和最大,用户应根据自身停电损失曲线,对这2种IL市场的报价策略进行协调.为此,在用户优化单一IL市场报价策略的基础上,从风险管理角度提出用户协调这2种IL市场报价策略的数学模型,并基于灵敏度方法对各市场最优报价策略的近似解进行求解.仿真结果验证了该模型的合理性和方法的有效性.

关键词: 可中断负荷, 报价策略, 风险管理, 协调优化, 备用市场

Abstract: Interruptible load (IL) market can be classified into two kinds of IL markets according to customer participating fashion, namely interruptible load with low price (ILL) market and interruptible load with high compensation (ILH) market. Coordination of bidding strategies in ILL market and ILH market have been ignored and isolated till now. The benefits in ILL market and ILH market are the same and belong to risky benefit. In order to maximize the sum of risk benefit in ILL market and ILH market, customers should coordinate their bidding strategy in ILL market and ILH market according to the interruption cost curve. A mathematical model on the optimization of bidding strategies in ILL market and ILH market was proposed from the viewpoint of risk management and was solved by the sensitivity method on the basis of optimization bidding strategy of individual IL market. Simulation results are presented to validate this method.

Key words: interruptible load, bidding strategy, risk management, coordination optimization, reserve market

中图分类号:

TM73

罗运虎,邢丽冬,王勤,刘海春,翁晓光 . 需求侧2种可中断负荷备用市场报价策略的协调[J]. 山东大学学报(工学版), 2008, 38(3): 77-80 .

LUO Yun-hu,XING Li-dong,WANG Qin,LIU Hai-chun,WENG Xiao-guang . Coordination of bidding strategies for two kinds of interruptible load reserve markets on demand side[J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2008, 38(3): 77-80 .

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