针对风电等新能源发电和负荷的随机性,引入条件风险方法,构建了电力系统条件风险调度模型。为了量化随机性因素所引起的不确定性,以电网安全条件风险价值(conditionalvalue—at—risk,CVaR)作为电网安全指标,取代一般调度模型中的安全约束。由于含随机性变量概率密度的函数积分计算困难,因此将电网安全CVaR函数进行变换和离散化处理,并采用蒙特卡罗模拟和解析法相结合的方法进行计算。含风电随机出力的系统算例表明,采用条件风险约束的电力系统安全调度模型可在不同的电网安全CVaR值、不同的置信水平下,获取相应的侧重经济性或安全性的系统最优调度结果。
Due to the uncertainties in new energy power generation (such as wind power) and load, conditional risk theory was introduced to construct a security dispatch model of power systems. In order to quantify the security risk of power system operation, the conditional value-at-risk (CVaR) of power system security was proposed and used as a security constraint in the model to replace the security constraint in an ordinary model. The integration function with probability density of random variable is difficult to solve, so CVaR of power system security were transformed and discretized. The analytic method and Monte Carlo simulation were combined to resolve the security dispatch model with conditional risk constrain. An example system with new energy power generation was used in the simulation. Results show that under different CVaRs of power system security and different confidence levels, the proposed model can achieve optimal dispatching results that emphasize on security or economy.