Optimal Offering Strategies for Wind Power Producers Considering Uncertainty and Risk

被引：46

作者：

Catalao, J. P. S. ^{[1
]}

Pousinho, H. M. I. ^{[1
]}

Mendes, V. M. F. ^{[2
]}

机构：

[1] Univ Beira Interior, P-6201001 Covilha, Portugal

[2] Inst Super Engn Lisboa, P-1950062 Lisbon, Portugal

来源：

IEEE SYSTEMS JOURNAL | 2012年 / 6卷 / 02期

关键词：

Artificial intelligence; forecasting; risk analysis; stochastic programming; uncertainty; wind power; GENERATION; SYSTEMS;

D O I：

10.1109/JSYST.2011.2163009

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

080201 [机械制造及其自动化];

摘要：

This paper provides a two-stage stochastic programming approach for the development of optimal offering strategies for wind power producers. Uncertainty is related to electricity market prices and wind power production. A hybrid intelligent approach, combining wavelet transform, particle swarm optimization and adaptive-network-based fuzzy inference system, is used in this paper to generate plausible scenarios. Also, risk aversion is explicitly modeled using the conditional value-at-risk methodology. Results from a realistic case study, based on a wind farm in Portugal, are provided and analyzed. Finally, conclusions are duly drawn.

引用

收藏

页码：270 / 277

页数：8

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