Application of Information-Gap Decision Theory to Risk-Constrained Self-Scheduling of GenCos

被引：159

作者：

Mohammadi-Ivatloo, Behnam ^{[1
]}

Zareipour, Hamidreza ^{[2
]}

Amjady, Nima ^{[3
]}

Ehsan, Mehdi ^{[1
]}

机构：

[1] Sharif Univ Technol, Dept Elect Engn, Ctr Excellence Power Syst Management & Control, Tehran, Iran

[2] Univ Calgary, Dept Elect & Comp Engn, Calgary, AB T2N 1N4, Canada

[3] Semnan Univ, Dept Elect Engn, Semnan 35195363, Iran

来源：

IEEE TRANSACTIONS ON POWER SYSTEMS | 2013年 / 28卷 / 02期

关键词：

Electricity markets; information-gap decision theory (IGDT); price forecasts; self-scheduling; uncertainty; ELECTRICITY MARKET; UNCERTAINTY; PRODUCER; PROBABILITY; PROFIT; UNIT;

D O I：

10.1109/TPWRS.2012.2212727

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In a competitive electricity market, a generation company (GenCo) optimizes its operation schedules, referred to as self-scheduling, in order to maximize its profit. However, various sources of uncertainty, such as market price fluctuations or forced outage of generating units, may impact the GenCo's profit. In this paper, a non-probabilistic information-gap model is proposed to model the uncertainties in short-term scheduling of a GenCo. The self-scheduling problem is formulated for risk-neutral, risk-averse, and risk-seeker GenCos. Robustness of the decisions against low market prices are evaluated using a robustness model. Furthermore, windfall higher profit due to unpredicted higher market prices is modeled using an opportunity function. The proposed models are applied to a 54-unit thermal GenCo.

引用

页码：1093 / 1102

页数：10

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