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Towards the development of risk-constrained optimal bidding strategies for generation companies in electricity markets

机译：致力于为电力市场中的发电公司开发具有风险约束的最优投标策略

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摘要

In the competitive electricity market environment, generation dispatching is bid-based, and individual generation companies (Gencos) are required to compete with rivals through bidding to the market. Competition implies the opportunities for Gencos to get more profit and, in the meantime, the risk of not being dispatched. As a result, it has become a major concern for Gencos to build optimal bidding strategies so as to maximize profits while minimizing risks associated. In this paper, a new approach is developed for building optimal bidding strategies with risks taken into account for Gencos participating in a pool-based single-buyer electricity market. It is assumed that each Genco bids a linear supply function and that the system is dispatched to minimize the total purchasing cost of the single-buyer. Each Genco chooses the coefficients in the linear supply function for making tradeoff between two conflicting objectives: profit maximization and risk minimization. A stochastic optimization model is established for the purpose and a novel method for solving this problem is presented. Numerical test results for a simulated electricity market with six Gencos show clearly the essential features of the developed model and method.
机译：在竞争激烈的电力市场环境中，发电调度是基于投标的，个体发电公司（Gencos）必须通过竞标与竞争对手竞争。竞争意味着Gencos有机会获得更多利润，同时也面临着无法派遣的风险。结果，Gencos制定最佳的投标策略，从而在最大程度地降低相关风险的同时，已成为一个主要问题。在本文中，开发了一种新的方法来构建最佳投标策略，同时考虑到Gencos参与基于池的单买方电力市场的风险。假设每个Genco都竞标线性供应函数，并且调度系统以最大程度地降低单个买方的总采购成本。每个Genco都选择线性供给函数中的系数，以在两个相互矛盾的目标之间进行权衡：利润最大化和风险最小化。为此建立了随机优化模型，并提出了解决该问题的新方法。具有六个Gencos的模拟电力市场​​的数值测试结果清楚地表明了所开发模型和方法的基本特征。

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