出力不确定下基于CVaR的风电供应链优化决策
CSTR:
作者:
作者单位:

(上海电力大学经济与管理学院,上海 200090)

通讯作者:

王 辉(1980—),女,博士,副教授,主要从事电力市场、综合能源服务以及系统分析与优化的研究;E?mail:whhelen_1980@163.com

中图分类号:

TM?9

基金项目:

国家自然科学基金(71601109,71403163);教育部人文社会科学研究一般项目(18YJAZH138)


Optimal decision of wind power supply chain based on CVaR under uncertainty output
Author:
Affiliation:

( School of Economics and Management, Shanghai University of Electric Power,Shanghai 200090,China)

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    摘要:

    风电出力受风速等不确定环境影响,出力具有较强的波动性,导致风电供应链中风电商与售电公司均面临不确定性收益风险。鉴于此,首先在分散决策下引入收益共享合约,优化风电商与售电公司决策;然后引入条件风险价值(CVaR)度量售电公司收益水平,构建基于CVaR的收益共享合约下的风电供应链模型;最后在CVaR准则下,分析风电商与售电公司最优合约电量对风电商的不确定性以及对售电公司风险规避系数的敏感性。算例分析结果表明,收益共享合约与风险规避机制的引入能够提高风电商与售电公司的最优合约电量,使得出力不确定环境下的风电供应链绩效达到最优。

    Abstract:

    As wind power output is highly unstable due to the uncertain environmental disturbance such as wind speed, both the wind power supplier and the power retailer in the wind power supply chain face the risks of uncertain profits. In light of this, firstly, profit?sharing contracts are introduced under decentralized decision?making to optimize the decision?makings of wind power suppliers and electricity retailers. Subsequently, conditional value at risk (CVaR) is introduced as a measure of revenue level for the electricity retailer. A wind power supply chain model is built under revenue?sharing contracts based on CVaR. Finally, under the CVaR criterion, the uncertainty of the optimal contract quantity between wind power suppliers and electricity retailers towards wind power suppliers as well as the sensitivity of the optimal towards risk aversion coefficient of electricity retailers are analyzed. The case study analysis results demonstrate that the introduction of revenue?sharing contracts and risk aversion mechanisms can enhance the optimal contract quantity for both the wind power suppliers and electricity retailers, achieving optimal performance for the wind power supply chain under uncertain generation conditions.

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王 辉,王军杰,王腾飞,等.出力不确定下基于CVaR的风电供应链优化决策[J].电力科学与技术学报,2023,38(4):134-142.
WANG Hui, WANG Junjie, WANG Tengfei, et al. Optimal decision of wind power supply chain based on CVaR under uncertainty output[J]. Journal of Electric Power Science and Technology,2023,38(4):134-142.

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