Transmission expansion under risk using stochastic programming

被引:10
作者
Alvarez, Juan [1 ]
Ponnambalam, Kumaraswamy [2 ]
Quintana, Victor H. [1 ]
机构
[1] Univ Waterloo, Elect & Comp Engn Dept, Waterloo, ON N2L 3G1, Canada
[2] Univ Waterloo, Waterloo, ON N2L 3G1, Canada
来源
2006 INTERNATIONAL CONFERENCE ON PROBABILISTIC METHODS APPLIED TO POWER SYSTEMS, VOLS 1 AND 2 | 2006年
基金
加拿大自然科学与工程研究理事会;
关键词
D O I
10.1109/PMAPS.2006.360194
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 work, the problem of transmission expansion under risk from demand uncertainty and capacity of the lines is addressed. A deterministic model is expanded into a two-stage stochastic model with fixed recourse by means of considering the various foreseeable levels of demand as random. After this model is analyzed, a way of quantifying risk using the mean-variance Markowitz approach is proposed. The last model presented is such that randomness in the transmission capacity factor for each line is considered using a probabilistic constraint. The concepts of expected value of perfect information (EVPI) and the value of the stochastic solution (VSS) are also studied.
引用
收藏
页码:1 / 7
页数:7
相关论文
共 18 条
[1]  
Birge J. R., 1997, INTRO STOCHASTIC PRO
[2]  
David AK, 2001, 2001 POWER ENGINEERING SOCIETY SUMMER MEETING, VOLS 1-3, CONFERENCE PROCEEDINGS, P1725, DOI 10.1109/PESS.2001.970336
[3]   A new strategy for transmission expansion in competitive electricity markets [J].
Fang, RS ;
Hill, DJ .
IEEE TRANSACTIONS ON POWER SYSTEMS, 2003, 18 (01) :374-380
[4]   TRANSMISSION NETWORK ESTIMATION USING LINEAR PROGRAMMING [J].
GARVER, LL .
IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS, 1970, PA89 (07) :1688-&
[5]   Modeling competition in transmission expansion [J].
Gil, HA ;
da Silva, EL ;
Galiana, FD .
IEEE TRANSACTIONS ON POWER SYSTEMS, 2002, 17 (04) :1043-1049
[6]   Merchant transmission investment [J].
Joskow, P ;
Tirole, J .
JOURNAL OF INDUSTRIAL ECONOMICS, 2005, 53 (02) :233-264
[7]  
Joskow P.L., 2005, Patterns of Transmission Investment
[8]  
Leong K., 1998, Energy Risk Manage., P157
[9]  
Luenberger D. G., 2013, Investment science, V2nd
[10]  
MANANDHAR S, 2003, INT JOINT C ART INT