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首页> 外文期刊>Energy economics >A time consistent risk averse three-stage stochastic mixed integer optimization model for power generation capacity expansion
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A time consistent risk averse three-stage stochastic mixed integer optimization model for power generation capacity expansion

机译：发电容量扩展的时间一致风险厌恶三阶段随机混合整数优化模型

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We propose a multi-stage stochastic optimization model for the generation capacity expansion problem of a price-taker power producer. Uncertainties regarding the evolution of electricity prices and fuel costs play a major role in long term investment decisions, therefore the objective function represents a trade-off between expected profit and risk. The Conditional Value at Risk is the risk measure used and is defined by a nested formulation that guarantees time consistency in the multi-stage model. The proposed model allows one to determine a longterm expansion plan which takes into account uncertainty, while the LCoE approach, currently used by decision makers, only allows one to determine which technology should be chosen for the next power plant to be built. A sensitivity analysis is performed with respect to the risk weighting factor and budget amount. (C) 2014 Elsevier B.V. All rights reserved.
机译：针对提价发电商的发电能力扩展问题，我们提出了一个多阶段随机优化模型。电价和燃料成本的变化不确定性在长期投资决策中起主要作用，因此目标函数代表了预期利润和风险之间的权衡。条件风险值是所使用的风险度量，由嵌套公式定义，该嵌套公式可保证多阶段模型中的时间一致性。提议的模型允许人们确定一个考虑到不确定性的长期扩展计划，而决策者当前使用的LCoE方法仅允许一个人确定应该为下一个要建造的电厂选择哪种技术。针对风险加权因子和预算金额执行敏感性分析。 （C）2014 Elsevier B.V.保留所有权利。

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