Pricing Chance Constraints in Electricity Markets
Pricing Chance Constraints in Electricity Markets
复制标题
电力市场的定价机会限制
DOI：
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发表时间：
2018
影响因子：
6.6
通讯作者：
L. Zuluaga
中科院分区：
文献类型：
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作者：
Xiaolong Kuang;Y. Dvorkin;A. Lamadrid;M. Ortega;L. Zuluaga
这封信探讨了一个随机电力市场，在该市场中，不确定性通过比例控制律和机会安全约束来处理。我们证明，在此框架下，能够计算出产生稳健的竞争市场均衡的市场出清价格，并由具有风险意识的系统运营商用于随机市场结算。一个说明性的案例研究证实了所提方法的有效性。
This letter considers a stochastic electricity market in which the uncertainty is handled using a proportional control law and chance security constraints. We prove that in this framework, market clearing prices yielding a robust competitive market equilibrium can be computed and used for stochastic market settlements by risk-aware system operators. An illustrative case study corroborates the usefulness of the proposed approach.