电力合同决策的新方法

DRPT2000. International Conference on Electric Utility Deregulation and Restructuring and Power Technologies. Proceedings (Cat. No.00EX382) Pub Date : 2000-04-04 DOI:10.1109/DRPT.2000.855650

Chen-Ching Liu, Haili Song, J. Lawarree, R. Dahlgren

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引用次数: 11

摘要

本文是对竞争性电力市场中合同决策研究的总结。现货市场的投标决策是一个马尔可夫决策过程，可用于确定供应商的电价和电量。利用无套利原则和随机优化方法计算双边市场的定价。我们还提出了一种最小化利润不确定性的方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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New methods for electric energy contract decision making

This paper is a summary of our research on contract decision making in a competitive electricity market. Bidding decision in a spot market is formulated as a Markov decision process that can be used to determine the price and amount of electricity for a supplier. Pricing in a bilateral market is calculated using the no-arbitrage principle and stochastic optimization. We also propose a method to minimize the uncertainty of profit.

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DRPT2000. International Conference on Electric Utility Deregulation and Restructuring and Power Technologies. Proceedings (Cat. No.00EX382)

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