Decommissioning and Equipment Replacement of Nuclear Power Plants under Uncertainty
Decommissioning and Equipment Replacement of Nuclear Power Plants under Uncertainty
复制标题
不确定性下的核电站退役和设备更换
DOI：
10.1080/18811248.2007.9711381
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发表时间：
2007
影响因子：
1.2
通讯作者：
H. Madarame
中科院分区：
文献类型：
--
作者：
Ryuta Takashima;Y. Naito;H. Kimura;H. Madarame
本研究探讨核电厂退役与设备更新的最佳时机。我们认为企业有退役和设备更换两种选择，并决定在电价不确定的情况下行使这两种选择。该问题被表述为两个最优停车问题。该模型的解给出了核电厂的价值和退役更换的阈值。给出了退役和替换策略对不确定性和各成本的依赖关系。为了研究退役和更换事件的概率，进行了蒙特卡罗计算。我们还展示了每个事件的概率分布和条件期望时间。
This study examines the optimal timing for the decommissioning and equipment replacement of nuclear power plants. We consider that the firm has two options of decommissioning and equipment replacement, and determines to exercise these options under electricity price uncertainty. This problem is formulated as two optimal stopping problems. The solution of this model provides the value of the nuclear power plant and the threshold values for decommissioning and replacement. The dependence of decommissioning and replacement strategies on uncertainty and each cost is shown. In order to investigate the probability of events for decommissioning and replacement, Monte Carlo calculations are performed. We also show the probability distribution and the conditional expected time for each event.