Generation and transmission expansion under risk using stochastic programming

被引：107

作者：

Lopez, Juan Alvarez ^{[1
]}

Ponnambalam, Kumaraswamy

Quintana, Victor H.

机构：

[1] Univ Waterloo, Dept Elect & Comp Engn, Waterloo, ON N2L 3G1, Canada

[2] Univ Waterloo, Dept Syst Design Engn, Waterloo, ON N2L 3G1, Canada

来源：

IEEE TRANSACTIONS ON POWER SYSTEMS | 2007年 / 22卷 / 03期

基金：

加拿大自然科学与工程研究理事会;

关键词：

generation expansion; mean-variance Markowitz theory; probabilistic constraint; stochastic programming; transmission expansion;

D O I：

10.1109/TPWRS.2007.901741

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this paper, a new model for generation and transmission expansion is presented. This new model considers as random events the demand, the equivalent availability of the generating plants, and the transmission capacity factor of the transmission lines. In order to incorporate these random events into an optimization model, stochastic programming and probabilistic constraints are used. A risk factor is introduced in the objective function by means of the mean-variance Markowitz theory. The solved optimization problem is a mixed integer nonlinear program. The expected value of perfect information is obtained in order to show the cost of ignoring uncertainty. The proposed model is illustrated by a six- and a 21-node network using a dc approximation.

引用

页码：1369 / 1378

页数：10