Reliability with interdependent suppliers

Reliability with interdependent suppliers
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DOI:
10.1016/j.ejor.2018.01.014
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发表时间:
2018-07
期刊:
Eur. J. Oper. Res.
影响因子:
--
通讯作者:
Simeon Hagspiel
Simeon Hagspiel
中科院分区:
其他
文献类型:
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作者:
Simeon Hagspiel

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我们研究可靠性和相互依赖的供应商的作用与电力系统。个体的供应是不确定的,可能表现出与其他供应商以及随机需求的依赖性。针对一个全面和一致的可靠性评估,我们首先调查系统作为一个整体,然后得出一个一般的解决方案,为个别供应商的贡献。隐含地,我们确定不断变化的规模回报,多样化的收益,和非加性。由于这些性质通常是不期望的,例如,为了会计或在特定的拍卖格式,我们建立在合作博弈论的概念,以提供Shapley值作为唯一一致的可靠性分配规则。然后,我们说明了我们的方法的情况下,风力发电的可靠性,德国的电力系统的实际相关性和适用性,并讨论如何今天的可靠性机制可能会得到改善,考虑供应商之间的相互依赖关系。
We study reliability and the role of interdependent suppliers with reference to electricity systems. Individual availability of supply is uncertain and may exhibit dependencies with other suppliers as well as with the stochastic demand. Aiming at a comprehensive and consistent reliability assessment, we first investigate the system as a whole, and then derive a general solution for an individual supplier’s contribution. Implicitly, we identify changing returns to scale, gains of diversification, and non-additivity. As these properties are often undesirable, e.g., for the purpose of accounting or in specific auction formats, we build on concepts from cooperative game theory to provide the Shapley value as the unique consistent reliability allocation rule. We then illustrate practical relevance and applicability of our approach for the case of wind power contributing to the reliability of Germany’s electricity system, and discuss how today’s reliability mechanisms may be improved by considering interdependencies between suppliers.