Joint Optimization of Electricity Purchase in the Day-Ahead Market Based on Robust Regret
Jiang Yuewen1, 2, Chen Meisen1
1. College of Electrical Engineering and Automation Fuzhou University Fuzhou 350108 China; 2. Fujian Smart Electrical Engineering Technology Research Center Fuzhou 350108 China
Abstract：With the increase of wind power connected to the grid, the influence of its unpredictability on the electricity market becomes more dramatic and wind curtailment obviously rises. In order to make a better trading plan of the day-ahead market and make full use of wind resource, the paper takes into account a joint optimization of the day-ahead energy market, reserve capacity market and real-time imbalance energy market, where the uncertainties of wind power and prices of the real-time market are described by intervals. As the actual wind power and the imbalance cost of the real-time market can’t be known a priori, the electricity purchase strategy is made by minimizing the robust regret of the cost based on the regret psychology of decision makers. The results of the case verify that the proposed model can effectively reduce the regret of decision makers and utilize the wind resource.
江岳文, 陈梅森. 基于鲁棒后悔度的日前市场购电联合优化[J]. 电工技术学报, 2019, 34(9): 1971-1983.
Jiang Yuewen, Chen Meisen. Joint Optimization of Electricity Purchase in the Day-Ahead Market Based on Robust Regret. Transactions of China Electrotechnical Society, 2019, 34(9): 1971-1983.
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2019, Vol. 34 
