发电企业在多市场交易中,受发电成本、燃料价格以及市场供需关系等因素的影响,不同的分配方案会有不同的收益和风险。考虑到发电企业决策环境的模糊性,借鉴模糊投资组合理论,将以期望收益、收益的均值半绝对偏差和期望收益偏度为目标的多目标优化问题转化为模糊规划问题,构造了基于满意度的发电企业发电量优化分配决策模型,并采用遗传算法加以求解。该模型可以较好地在决策中体现决策者对待风险的心态以及专家知识和经验。算例验证了该方法的有效性。
Influenced by generation cost, fuel price and support-demand relationship, different allocation projects in multi-market environment will have difference benefits and risks. Considering the fuzzy uncertainty in generation enterprise decision, a fuzzy investment portfolio theory is used and a generation enterprise generation capacity optimal allocation model is proposed, which bases on the satisfaction degree and take the multi-object, such as expected benefit, earnings mean semi absolute deviation and its earnings skewness, into a fuzzy programming problem. During the decision process, the genetic method is used to solve the model and the decision-makers' risk attitude, expert knowledge and experience will be well represented. Numerical results demonstrate the efficiency of the model.