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| A Stochastic Model and Algorithm for Security Pricing of Power Systems Based on Chance-Constrained Programming |
| Wu Jiekang1, Li Jinyan1, Huang Rongxiong3 |
| 1. Guangxi Univeristy Nanning 530004 China 2. ABB High Voltage Switchgear Co.Ltd. Beijing 100176 China 3. Longan Electric Co. Ltd. Longan 532700 China |
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Abstract A chance-constrained programming based method for security pricing of power systems is presented in this paper. Some uncertain factors, such as reserve in generation sides, interruptable load in demand sides and re-dispatch real power, have great impacts on security of power systems. These uncertain factors are modeled as a stochastic variable in the probabilistic form. An uncertain factor with different confidence levels is set to a contingency of power systems. In each contingency, there is a different security cost, because of additional cost in re-dispatching of electric generating units and user load. Security pricing is defined to equal to the total value of security cost divided by the total value of electric power of re-dispatched units and interruptable users. An example of IEEE-30 system is carried out to illustrate the feasibility of the proposed model and algorithm.
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Received: 17 July 2007
Published: 17 February 2014
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2009, Vol. 24 
