【作者】 刘严；

【导师】 乞建勋； 谭忠富；

【作者基本信息】 华北电力大学（北京） ， 技术经济及管理， 2006， 博士

【摘要】 电力市场作为一个崭新的研究课题,在我国的理论研究和实践探索才刚刚起步,有大量的工作需要做。电力市场改革的目的是要提高电力工业生产效率,降低用户用电费用,同时保证投资者合理的收益,最终实现电力生产的社会福利最大化,促进电力工业持续稳定的发展。电力企业作为电力市场中独立经营的主体,将分别从自身的利益最大化角度出发,根据不同的情况采取不同的策略,因此,电力市场环境下电力产业价格链的优化模型及方法成为当前研究的热点和难点问题。本文针对电力产业价格链相关问题的主要研究工作及创新内容概括如下: 首先,结合世界各国电力产业的改革成果,对我国当前电力产业价格链优化现状进行分析并指出存在的问题;研究终端电价对用户用电行为的经济引导;从研究的内容、重点和方案上分别就发电、输电、配电和用户等环节对电力产业价格链进行研究,以期为促进中国电力产业的发展提供参考。 第二,针对发电企业的竞价方法问题,在研究发电企业间部分合作博弈模型和完全合作博弈模型的基础上,将竞价策略选择的过程设计成为Markov决策过程——一种抽象的随机优化方法,先将每个时段的报价简化为报价参数的选择,利用马尔可夫过程理论对不确定性因素的出现进行概率估计,将发电企业报价策略的选择问题表示为离散的随机优化过程——马尔可夫决策过程;通过使期望收益最大来计算最优策略,从而确定了每个时段发电企业报价参数的最优选择,并将报价参数还原成为报价结果。 第三,针对发电企业的竞价风险问题,通过对其决策特征与风险型决策特点的比较分析,提出了利用风险型决策方法来解决发电企业报价策略选择的问题;并利用马柯维茨的投资组合理论来解决发电企业年度发电总量的多市场分配问题,在确保一定收益的基础上使风险最小,并将发电企业效用函数引入到投标组合中,得出了计及发电企业效用的最优投标组合。 第四,针对电网企业购电模型中存在离散和连续两类不同性质的变量、其目标函数为非连续、不可微的函数等特点,提出了一种启发式优化算法,算法计算简单方便,收敛速度快;在此基础上提出一种确定机组组合的降维半解析动态规划方法。 第五,针对供电企业所面临的分时电价问题,利用电价理论及有关经济学原理阐述了实行峰谷分时电价对于供电企业和用户的经济意义、峰谷分时电价的结构及时段的划分方法;在此基础上,给出峰谷分时电价设计的目标函数,并参考一般用户的反应模型建立了用户对分时电价的反应模型;通过对该模型的需求侧管理目标函数进行优化,得出最优时段划分及其相应的分时电价定价方法;进而分析我国目前各地分时电价存在的问题;探讨实施分时电价时应考虑的问题,为促进我国电力产业与国民经济的协调发展提供参考。更多还原

【Abstract】 The development of theory and practice of electric power market has started just now in China and require a lot of work to do. The reform of electric power market aims to improve the production efficiency of electric power industry, reduce the electricity expenses of consumers, and guarantee investors’ reasonable revenue, in order to maximize the social benefits of electric power production and help the continuous and steady development of electric power industry. As a main body running independently in electric power market, it takes various actions in different conditions to make as much profit as possible. Therefore, the optimization models and methods of electric power industry value chain are of importance and difficulty, the main research and innovation to the problems in this thesis are as below:The first, combined with the reform outcome of other countries, this thesis analyzes the current electric power industry value chain in China and points out a lot of problems;studies the electric power industry value chain optimization in China by research on the economic leading of terminal rate to the consumers’ response;it also researches the contents、 emphases、 projects based on the electric power industry value chain of generating、 transmitting、 distributing and using in order to propose some relevant measures for promoting the electric power industry value chain optimization.The second, in the problem of bidding strategies for the generation enterprises, the process of choosing bidding strategies is formulated as a Markov Decision Process —a discrete stochastic optimization method based on the research of part or total game models among power suppliers. This thesis simplify every period’s bidding to a form of selecting bidding parameters, and utilize the Markov theory to estimate the probabilities that uncertainties factor, however, the power provider’s bidding strategies choosing can be described as discrete stochastic optimization process-Markov decision process. The optimal selection of power provider’s bidding parameters can be determined at every period based on the optimal strategy that maximizes the expected profit, and these parameters are converted to the bidding results.The third, regarding the risk of bidding strategy for the generation enterprises, this thesis compares its decision feature with risk decision characteristic;a risk decision method is used to solve the choosing of bidding strategy of power suppliers. Markowit portfolio theory is used to solve the multi-market distribution of annual generation capacity of power suppliers. It minimizes the risk when guaranteeing certain revenue,takes the utility function of power suppliers into bidding portfolio, and then comes to optimum portfolio taking generator utility function into consideration.The fourth, in the supplying part of electric power industry value chain, considering the existing have dispersed and continuous variables and its target function is discontinuous and non-derivative, this thesis presents a heuristic algorithm. This method is easy to calculate and converges fast, based on a dimension-reduced semi-analytical dynamic programming approach for unit commitment is presented.The fifth, in the distributing and using parts of electric power industry value chain, this thesis describes the economical significance for power suppliers and consumers, and the structure of time-of-use (TOU) rate based on peak-valley and the peak and valley time period partition approach are expounded by using price theory and economics theory. A TOU price target function is proposed based on the previous analysis, a model of the customer demand response to the TOU is thus presented from many references to a general customer demand response model. A new approach of peak-valley time-period partitioning and TOU rate setting is thus presented by optimizing the TOU price model as above of performance function in DSM. This thesis analyzes the TOU rate problem existing in China. It also discusses the questions that must be taken into account in TOUimplementing, for promoting the electric power industry development in China.更多还原