A stochastic programming approach to electric energy procurement for large consumers

被引：171

作者：

Carrion, Miguel ^{[1
]}

Philpott, Andy B.

Conejo, Antonio J.

Arroyo, Jose M.

机构：

[1] Univ Castilla La Mancha, E-13071 Ciudad Real, Spain

[2] Univ Auckland, Auckland 1, New Zealand

来源：

IEEE TRANSACTIONS ON POWER SYSTEMS | 2007年 / 22卷 / 02期

关键词：

conditional value-at-risk(CVaR); electricity procurement; large consumer; stochastic programming;

D O I：

10.1109/TPWRS.2007.895164

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 [电气工程]; 0809 [电子科学与技术];

摘要：

This paper provides a technique based on stochastic programming to optimally solve the electricity procurement problem faced by a large consumer. Supply sources include bilateral contracts, a limited amount of self-production and the pool.. Risk aversion is explicitly modeled using the conditional value-at-risk methodology. Results from a realistic case study are provided and analyzed.

引用

页码：744 / 754

页数：11

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