The output and spinning reserve of each unit are influenced by the uncertainties of wind power and load in economic dispatch.Considering the units participating in the energy market and spinning reserve market,and the dual market which owns certain principal and ancillary characteristics,a stochastic programming bi-level scheduling model of power system is built.The upper-level model takes the minimum of system's power generation cost as an optimiza-tion objective and introduces the wind power utilization rate and the probability of its realization as constraints to opti-mize the activepower of units and the planned wind power. Since the load shedding loss and the wind spillage loss are af-fected by uncertain factors which are treated as random variables,their values of conditional value-at-risk(CVaR)are obtained,respectively.The lower-level model takes the minimum of both losses and the spinning reserve cost as an op-timization objective to optimize the spinning reserve capacity of each unit. Moreover,the chance probability con-straints and the CVaRs are linearized in order to solve the bi-level model by CPLEX solver.The simulation shows that the bi-level stochastic programming can effectively solve the problem of the changing reserve demand under different wind power utilization rates,load shredding loss and confident levels of wind spillage loss;compared with the single-level stochastic programming,the bi-level method can obtain better economic effect .%风电与负荷的不确定性影响经济调度中机组出力及其承担的旋转备用.考虑机组同时参与能量市场和旋转备用市场,且双重市场具有一定的主辅特性,建立了电力系统双层随机优化调度模型.以系统发电成本最小为上层目标,增加风电利用率及其实现概率作为约束,优化机组有功功率及风电计划出力;对于受不确定性因素影响呈现为随机量的失负荷和弃风损失函数分别求取其条件风险价值CVaR,并与旋转备用成本最小为下层目标,优化配置旋转备用容量.将上、下层模型中的机会概率约束和条件风险价值线性化,便于CPLEX求解器求解.算例表明,双层随机方法能有效解决不同风电利用率、失负荷损失和弃风损失置信水平下的备用需求变化;双层随机方法相对单层随机方法能获得较优的经济效果.
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