基于機會約束規(guī)劃的發(fā)電公司的風險報價.pdf

1、學校代號：學號：密級：10532S03093031湖南大學碩士學位論文Y832191基于機會約束規(guī)劃的發(fā)電公司的風險報價堂僮蟲遣厶絲名；匿蠶凰昱啞絲名區(qū)驅整!江旌副數攫!塹蕉壹麴援揸羞望僮!電氫皇信星王猩堂瞳童些芻整!電左丕堡盈甚自動焦迨窒提童旦塑12QQ生!Q旦!日監(jiān)塞簦整日翅；2Q墮生!!旦!!丑簧霾委雖金圭匿!圃直廢熬援基于機會約束規(guī)劃的發(fā)電公司風險報價AbstractTheworld—wideintroductionofcomp

2、etitionamongpowergeneratorstobreakmonopolyaimsatdevelopingpowermarketsandachievingefficientutilizationofsocialresourcesIntheallnewelectricitymarketenvironments，competitionhasbeenintroducedingenerationsectorthroughbidbase

3、doperationGenerationcompaniesmustbuildoptimalbiddingstrategiestomaximizeprofitswhendifferentconditionsandsituationsofgenerationcompaniesareconsideredHence，howtodevelopoptimalbiddingstrategieswhengenerationcostiscertainha

4、sbecomeamajorconcernofgenerationcompaniesAlthoughmuchresearchondevelopingoptimalbiddingstrategiesforgenerationcompanieshasbeendone，therearestillmanydifficultproblemstobesolvedMoreover，biddingstrategiesneedtobeupdatedacco

5、rdinglywiththedevelopmentofelectricitymarketsFirst，thispapergivesacomprehensiveintroductiontorecentresearchworkinstrategicbiddingTheemphasisisputonapproachesofstrategicbiddingofgenerationcompanies，characteristicsofelectr

6、icitymarketandtrademodel，aswellastradestyleandmarketrulesofelectricitymarketinChina，Secondlyitdiscussesgenerationcost，includingcostcontrol，thecostanalysisandcurveofcostofgenerationcompaniesThirdly，basedontraditionalbiddi

7、ngstrategiesmodel，thechanceconstrainedprogrammingisledintothebiddingproblem，inwhichalotofuncertaintyfactorsareinvolved，andarisk—profitmodelisestablishedAccordingtotheconceptofriskpreferencetheprofitsituationofgenerationc

8、ompaniesunderdifferentrisksisanalyzedSimulationresultsofanelectricitymarketwithseveralgenerationcompaniesshowthattheproposedmodeliseffectiveFinallyanewbiddingstrategybasedonutilitytheoryisproposedinthispaperItiscarriedou

9、tbyevaluatingpricesriskofbiddingusingchance—constrainedprogrammingandisaccessedusingutilitytheory，ThefeasibilityandeffectivenessoftheproposedmethodareprovedbysimulationofexamplesystemsKeyWords：Electricitymarket；Biddingst