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Stochastic multiobjective self-scheduling of a power producer in joint energy and reserves markets

机译:联合能源和储备市场中电力生产商的随机多目标自调度

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摘要

This paper presents a stochastic multiobjective model for self-scheduling of a power producer which participates in the day-ahead joint energy and reserves markets. The objective of a power producer is to compromise the conflicting objectives of payoff maximization and gaseous emissions minimization when committing its generation of thermal units. The proposed schedule will be used by the power producers to decide on emission quota arbitrage opportunities and for strategic bidding to the energy and reserves market The paper analyzes a scenario-based multiobjective model in which random distributions, such as price forecasting inaccuracies as well as forced outage of generating units are modeled as scenarios tree using a combined fuzzy c-mean/Monte-Carlo simulation (FCM/MCS) method. With the above procedure the stochastic multiobjective self-scheduling problem is converted into corresponding deterministic problems. Then a multiobjective mathematical programming (MMP) approach based on ε-constraint method is implemented for each deterministic scenario. Piecewise linearized fuel and emission cost functions are applied for computational efficiency and the model is formulated as a mixed-integer programming (MIP) problem. Numerical simulations for a power producer with 21 thermal units are discussed to demonstrate the performance of the proposed approach in increasing expected payoffs by adjusting the emission quota arbitrage opportunities.
机译:本文提出了一种随机多目标模型,用于发电商参与日前联合能源和储备市场的自调度。发电者的目标是在承诺其热力单元发电时,折中最大回报和最小化气体排放的矛盾目标。拟议的时间表将由电力生产商用来决定排放配额套利机会以及对能源和储备市场的战略招标。本文分析了一种基于情景的多目标模型,该模型中存在随机分布,例如价格预测不准确以及强制使用组合的模糊c均值/蒙特卡洛模拟(FCM / MCS)方法将发电机组的停机建模为情景树。通过上述过程,将随机多目标自调度问题转换为相应的确定性问题。然后针对每种确定性场景,都采用了基于ε约束方法的多目标数学规划(MMP)方法。应用分段线性化的燃料和排放成本函数来提高计算效率,并将该模型表述为混合整数规划(MIP)问题。讨论了一个具有21个热力单元的发电者的数值模拟,以证明该方法在通过调整排放配额套利机会来增加预期收益方面的性能。

著录项

  • 来源
    《Electric power systems research》 |2010年第7期|p.760-769|共10页
  • 作者

    V.Vahidinasab; S.Jadid;

  • 作者单位

    Center of Excellence for Power Systems Automation and Operation, Department of Electrical Engineering, Iran University of Science and Technology (IUST), Tehran 16844, Iran;

    Center of Excellence for Power Systems Automation and Operation, Department of Electrical Engineering, Iran University of Science and Technology (IUST), Tehran 16844, Iran;

  • 收录信息 美国《科学引文索引》(SCI);美国《工程索引》(EI);
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

    stochastic self-scheduling; multiobjective optimization; emission quota arbitraging; bidding strategy;

    机译:随机自我调度;多目标优化;排放配额套利;竞标策略;

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