在电力市场环境下,由于径流和日前市场电价的随机性对水电站收益有显著影响,水电站愈加关注考虑其收益随机性的中长期合约电量优化策略问题,因此提出一种基于随机线性规划的水电站中长期合约电量决策模型。该模型以基于不同场景构建方法得到的场景树模型表示径流和电价的随机性,将远期合约决策与日前市场交易决策视为随机规划框架下的不同阶段决策。通过与预测值模型的比较分析,随机线性规划模型由于充分考虑了随机性的影响而保证了其收益的优越性。此外,通过与不同决策模式下的随机规划模型进行比较分析,2种模型对水电站远期合约决策及收益影响的相似性进一步验证了随机线性规划模型的有效性,为随机线性规划在水电站中长期合约电量优化决策问题中的应用提供参考。
In an electricity market, a major concern of hydropower producer is the profit uncertainty caused by uncertainty in reservoir inflow and day-ahead market prices. A long-term/mid-term contracts determination model based on stochastic linear programming is proposed. Scenario tree models are used to represent uncertainty in reservoir inflow and day-ahead market prices based on different constructing methods. Forward contracts decisions and day-ahead market trading decisions are recognized as different stage decisions in a stochastic programming framework. Through the comparison with expected value model, the advantage of higher revenue is guaranteed for considering the influence of uncertainty. In addition, through the comparison with a different stochastic programming model, the similarity of influence on forward contracts decisions and revenue further verifies the availability of the proposed stochastic linear programming model, and provides reference for long-term/mid-term contracts determination.