Optimal Medium-Term Hydropower Scheduling Considering Energy and Reserve Capacity Markets
Optimal Medium-Term Hydropower Scheduling Considering Energy and Reserve Capacity Markets
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DOI：
10.1109/tste.2015.2509447
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发表时间：
2016
影响因子：
8.8
通讯作者：
A. Helseth;Marte Fodstad;B. Mo
中科院分区：
文献类型：
--
作者：
A. Helseth;Marte Fodstad;B. Mo
本文提出了一种以利润最大化、定价和风险中立为目标的水电系统最优调度方法。该方法基于随机动态规划（SDP）和随机对偶动态规划（SDDP）的结合，将水库入库量、能源价格和容量价格作为随机变量。建议的方法应用于挪威水道的案例研究中，量化了从能源市场到能源和储备能力市场联合处理时时间表和水价值的预期变化。
This paper describes a method for optimal scheduling of hydropower systems for a profit maximizing, price-taking, and risk neutral producer selling energy, and capacity to separate and sequentially cleared markets. The method is based on a combination of stochastic dynamic programming (SDP) and stochastic dual dynamic programming (SDDP), and treats inflow to reservoirs and prices for energy and capacity as stochastic variables. The proposed method is applied in a case study for a Norwegian watercourse, quantifying the expected changes in schedules, and water values when going from an energy-only market to a joint treatment of energy and reserve capacity markets.