电力市场环境下的旋转备用方案风险分析和决策
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摘要
旋转备用是一种重要的辅助服务，它能提高电力系统的可靠性，然而它作为一种资源需要购买。因此，电力市场环境下的旋转备用方案的制定需要兼顾电力系统运行的可靠性和经济性。本文认为旋转备用方案的制定实质上是个风险型多目标决策问题。根据备选方案的数量，进一步将其分为无限方案多目标决策问题和有限方案多目标决策问题，进而可以利用风险分析与决策理论求解。由于传统的发展规划可靠性评估的时间范畴和电力市场竞价的时间范畴是不一致的，因此无法在统一的时间框架内比较电力系统运行的可靠性和经济性。为此，首先从统一的不可用度的定义出发，推导出运行规划可靠性评估中的可修复失效模型和老化失效模型，运用多失效竞争风险理论建立统一的强迫停运模型，探讨了不同评估周期的可靠性分析中所应采用的不可用度及其计算公式。然后，建立了市场环境下兼顾可靠性和经济性的最优旋转备用方案的无限方案多目标决策模型，并应用多目标分层决策法求解该模型；利用旋转备用损益的效用期望值决策模型和算法求解最优旋转备用方案的有限方案多目标决策问题。最后，利用旋转备用损益期望值评价旋转备用对具有风险因素的各市场参与方的价值，并按比例分配旋转备用费用。为改善算法精度和计算收敛性，探讨了提高Monte Carlo仿真计算效率的方法。文中所提理论和方法具有较好的可靠性激励作用，有助于通过经济手段增强电力系统运行的可靠性。
Spinning reserve is one of the important ancillary services and it can improve the reliability of power system. However, it should be purchased as one kind of resource. Therefore, the layout of spinning reserve scheme in the environment of electricity market should pay attention to both the reliability and the economy in power system operation. In the paper, the layout of spinning reserve scheme is essentially regarded as a risk and multi-objective decision-making problem. And the problem is divided into multi-objective decision-making problem with infinite alternative and multi-objective decision-making problem with finite alternative according to the number of schemes which may be selected; thereby it can be solved by using the theory of risk analysis and decision. The reliability and the economy in power system operation cannot be compared in one uniform time framework because of the different time domains between the traditional reliability evaluation used for development planning and the bidding in electricity market. Firstly, the repairable failure model and aging failure model are derived from the uniform definition of unavailability. The model of component's forced outage is established by using the multiple competing failure rules. And the formulas for evaluating the reliability of power system in different periods are investigated. Secondly, the multi-objective decision-making model with infinite alternative used for the best scheme of spinning reserve is established, which considers both the reliability and the economy in the environment of electricity market. And the multi-objective and layered decision-making is used to solve this model. The multi-objective decision-making model with finite alternative used for the best scheme of spinning reserve is solved by using the utility expectation decision-making model of spinning reserve's gain or loss. In the end, the spinning reserve's value for all the market sides having risk elements is also evaluated by using the expectation of spinning reserve's gain or loss, and the spinning reserve's expenses are apportioned in proportion. In order to improve the precision and astringency of the algorithm, the methods used for improving the computing efficiency of Monte Carlo simulation are discussed. The theories and methods mentioned in the paper have effect on encouraging all partners in power market to raise their reliability so that the reliability of power system operation can be enhanced through economic methods.
Spinning reserve is one of the important ancillary services and it can improve the reliability of power system. However, it should be purchased as one kind of resource. Therefore, the layout of spinning reserve scheme in the environment of electricity market should pay attention to both the reliability and the economy in power system operation. In the paper, the layout of spinning reserve scheme is essentially regarded as a risk and multi-objective decision-making problem. And the problem is divided into multi-objective decision-making problem with infinite alternative and multi-objective decision-making problem with finite alternative according to the number of schemes which may be selected; thereby it can be solved by using the theory of risk analysis and decision. The reliability and the economy in power system operation cannot be compared in one uniform time framework because of the different time domains between the traditional reliability evaluation used for development planning and the bidding in electricity market. Firstly, the repairable failure model and aging failure model are derived from the uniform definition of unavailability. The model of component's forced outage is established by using the multiple competing failure rules. And the formulas for evaluating the reliability of power system in different periods are investigated. Secondly, the multi-objective decision-making model with infinite alternative used for the best scheme of spinning reserve is established, which considers both the reliability and the economy in the environment of electricity market. And the multi-objective and layered decision-making is used to solve this model. The multi-objective decision-making model with finite alternative used for the best scheme of spinning reserve is solved by using the utility expectation decision-making model of spinning reserve's gain or loss. In the end, the spinning reserve's value for all the market sides having risk elements is also evaluated by using the expectation of spinning reserve's gain or loss, and the spinning reserve's expenses are apportioned in proportion. In order to improve the precision and astringency of the algorithm, the methods used for improving the computing efficiency of Monte Carlo simulation are discussed. The theories and methods mentioned in the paper have effect on encouraging all partners in power market to raise their reliability so that the reliability of power system operation can be enhanced through economic methods.
引文
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