تعیین استراتژی استوار پیشنهاددهی در بازار رقابتی برق برای یک نیروگاه حرارتی

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشجوی دکترا، دانشکده مدیریت و حسابداری، دانشگاه علامه طباطبائی، تهران، ایران.

2 استاد، دانشکده مدیریت و حسابداری، دانشگاه علامه طباطبائی، تهران، ایران.

چکیده

در پژوهش حاضر، با هدف مدیریت عدم قطعیت، به توسعه مدلی جهت تعیین استراتژی بهینه پیشنهاددهی از سوی تولیدکننده انرژی الکتریکی جهت شرکت در بازار رقابتی برق به منظور بیشینه‌سازی سود پرداخته شده است. این استراتژی شامل قیمت پیشنهادی فروش و مقدار انرژی الکتریکی قابل عرضه به بازار برق می‌باشد. از این رو ابتدا روشی برای تعیین قیمت‌های پیشنهادی ارائه شده و سپس با استفاده از مسئله خودبرنامه‌ریزی، مقدار بهینه تولید انرژی الکتریکی جهت عرضه به بازار، محاسبه خواهد شد. رویکرد پژوهش، مدلسازی ریاضی بوده که به صورت یک برنامه‌ریزی مختلط عدد صحیح ارائه شده است و در نرم‌افزار لینگو پیاده‌سازی و مراحل آن جهت بررسی کارایی مدل پیشنهادی بر روی یک مورد مطالعاتی که یک نیروگاه برق حراراتی است انجام گرفته است. این مدل به تصمیم‌گیرنده اجازه می‌دهد در سطح اطمینان مطلوب و با توجه به میزان ریسک‌پذیری خود، استراتژی پیشنهاددهی بهینه را انتخاب نماید. در این مقاله با استفاده از منطق فازی، رویکردی استوار در برابر عدم قطعیت قیمت تسویه بازار با قابلیت تنظیم سطح استواری، ارائه شده است. اعتبارسنجی مدل ارائه شده به شیوه تحلیل حساسیت بررسی و عملکرد مدل تحت شرایط مختلف عدم قطعیت مورد ارزیابی قرار گرفته و نشان داده شده است که پاسخ بهینه حاصل از این مدل حتی در مواجهه با نوسانات شدید پارامتر عدم قطعیت قیمت نیز می‌تواند بهینگی خود را حفظ نماید.

کلیدواژه‌ها


عنوان مقاله [English]

Robust Bidding Strategy for Thermal Power Generation Company in Competitive Electricity Market

نویسندگان [English]

  • mehrnoosh khaji 1
  • maghsoud amiri 2
  • Mohammad Taghi Taghavifard 2
1 PhD student, Faculty of Management and Accounting, Allameh Tabataba'i University, Tehran, Iran.
2 Professor, Faculty of Management and Accounting, Allameh Tabataba'i University, Tehran, Iran.
چکیده [English]

The aim of this research is to deal with uncertainty in order to obtain the optimal bidding strategy for power generation companies to determine the price and power selling in day-ahead electricity market to maximize profit. This strategy includes the electricity price and the amount of electric power that should be offered to electricity market. The proposed model has two parts. The first part suggests a special method for obtaining the bid prices and in the second part by modeling a self-scheduling problem, different values of power are proposed for each bidding price to the electricity market. A mathematical modeling approach is applied in this research by using a mixed-integer non-linear programming model which is implemented in Lingo software in a case study of thermal generation unit to investigate the efficiency of the proposed model. The proposed model, empowers the decision makers to make robust decisions by applying fuzzy methods against uncertainty of electricity market prices to achieve the optimal solution which also has the capability to adjust the robustness level. Finally, a sensitivity analysis is applied to validate and evaluate the performance of the proposed model under different uncertainty situation which indicates the robustness of model. Also, the resistance of the model in high variations of uncertain parameter is illustrated.

کلیدواژه‌ها [English]

  • bidding strategy
  • self-scheduling
  • electricity market
  • uncertainty
  • fuzzy possibility & necessity
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