Optimization-Based Bidding in Day-Ahead Electricity Auction Markets: A Review of Models for Power Producers
Optimization-Based Bidding in Day-Ahead Electricity Auction Markets: A Review of Models for Power Producers
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日前电力拍卖市场中基于优化的竞价：电力生产商模型回顾
DOI：
10.1007/978-3-642-23193-3_2
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发表时间：
2012
期刊：
影响因子：
--
通讯作者：
Daniel M. Frances
中科院分区：
文献类型：
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作者：
R. Kwon;Daniel M. Frances
我们回顾了一些数学规划模型，它们反映了发电商在日前电力拍卖市场中面临的最优竞价问题。这些模型同时考虑了价格接受和非价格接受假设。模型包括线性和非线性整数规划模型、带均衡约束的数学规划模型和带追索权的随机规划模型。模型强调生产者必须自行调度机组，因此必须将最优竞价与机组组合决策相结合。我们根据来自竞争对手生产商的竞争是否直接纳入模型来对模型进行分类。
We review some mathematical programming models that capture the optimal bidding problem that power producers face in day-ahead electricity auction markets. The models consider both price-taking and non-price taking assumptions. The models include linear and non-linear integer programming models, mathematical programs with equilibrium constraints, and stochastic programming models with recourse. Models are emphasized where the producer must self-schedule units and therefore must integrate optimal bidding with unit commitment decisions. We classify models according to whether competition from competing producers is directly incorporated in the model.