首页|期刊导航|水利学报|考虑多种电价场景的水电机组参与日前市场双层报价模型

考虑多种电价场景的水电机组参与日前市场双层报价模型OA

A bi-layer quoting model for hydropower units participating in the day-ahead market considering multiple electricity price scenarios

中文摘要英文摘要

为了制定出符合水电站及水电机组约束的各机组阶梯式报价曲线,促使水电站在价格不确定的日前市场中达到收益最大化的目的,本文建立了一种考虑多种电价场景的水电机组参与日前市场双层报价模型.该模型由考虑水电站发电调度的外层模型及考虑机组报价的内层模型嵌套构成,其中外层模型考虑水电站调度约束同时耦合内层模型返回的期望收益,并利用动态规划求解水电站短期最优调度方案,从而实现水电站整体收益最大化;内层模型首先利用多种电价场景描述电价的不确定性,其次在机组优化分配的基础上,给出考虑水电机组约束和中长期合约电量的阶梯式报价生成策略,并基于遗传算法优化和生成各机组的阶梯式报价曲线,最后以水电站期望收益作为适应度值返回给外层模型.算例分析结果表明,该模型相对现行的保守报价方式,水电站期望收益提高了2.4%,能够在兼顾水电机组运行及水电站运行的物理约束的同时,科学制定出各机组的报价曲线,为水电站参与日前市场报价提供决策参考.

To maximize the revenue of a hydropower station in the uncertain day-ahead market,this paper proposes a bi-level model to formulate the stepped bidding curve for each hydropower unit,ensuring compliance with opera-tional constraints.The model features a nested structure consisting of an outer model for station-level scheduling and an inner model for bidding optimization.The outer model utilizes dynamic programming to determine the short-term optimal scheduling for the hydropower station,considering hydraulic constraints and integrating the expected revenue feedback from the inner model.The inner model first addresses electricity price uncertainty using multiple electricity price scenarios.Subsequently,based on an optimal unit commitment,it develops a unit bidding strategy to generate these curves,taking into account unit-specific constraints and bilateral contract obligations.A genetic algorithm is employed to optimize the bidding curves,with the station's expected revenue serving as the fitness value.The results of a case study demonstrate that this model increases the expected revenue of a hydropower station by 2.4%compared with the current conservative approaches,providing a valuable decision-support tool for market participation.

张验科;张晖;许晋绅;张尚弘;纪昌明

华北电力大学水利与水电工程学院,北京 102206华北电力大学水利与水电工程学院,北京 102206华北电力大学水利与水电工程学院,北京 102206华北电力大学水利与水电工程学院,北京 102206华北电力大学水利与水电工程学院,北京 102206

建筑与水利

水电机组多种电价场景双层报价模型阶梯式报价曲线日前市场

Hydropower unitmultiple electricity price scenariosbi-level modelstepped bidding curveday-ahead market

《水利学报》 2026 (3)

378-393,16

国家自然科学基金项目(52579010,52279064)中央高校基本科研业务费专项(2024JC003)

10.3724/j.slxb.20250371

评论