リスク鋭感的価値尺度を用いた供給信頼度指標

カテゴリ: 論文誌(論文単位)

グループ名: 【B】電力・エネルギー部門

発行日: 2019/05/01

タイトル(英語): Supply Reliability Index using Risk Sensitive Value Measure

著者名: 古川　義英（熊本大学大学院 自然科学研究科），宮内　肇（熊本大学大学院 自然科学研究科），三澤　哲也（名古屋市立大学 大学院経済学研究科）

著者名(英語): Yoshihide Furukawa (Grad. Sch. of Science & Tech., Kumamoto Univ.), Hajime Miyauchi (Grad. Sch. of Science & Tech., Kumamoto Univ.), Tetsuya Misawa (Grad. Sch. of Economics, Nagoya City University)

キーワード: 供給信頼度，リスク鋭感価値尺度，内部リスク回避度，モンテカルロ法　　supply reliability，risk sensitive value measure，inner rate of risk aversion，Monte Carlo method

要約(英語): Loss-of-load probability (LOLP) and expected unserved energy (EUE) are common as the power supply reliability indices based on probabilistic theory from the view point of the adequacy. These conventional indices are expected values of the annual blackout duration and unserved energy calculated by Monte Carlo method or state enumeration. Since these indices evaluate the probability distribution of blackout risk with only the expected value, it is possible to evaluate improperly because the information possessed by the probability distribution is ignored. In this paper, risk measure which is used in Economics is applied to supply reliability indicator. Since blackout is considered as the risk for the consumers, Risk Sensitive Value Measure (RSVM) is studied, that is a risk measure based on expected utility theory. The essence of RSVM is the weighting of the risk by the utility function for the probability distribution. Numerical simulations using IEEE-reliability test system are executed and the results clarify the effectiveness and natures of the proposed method.

本誌: 電気学会論文誌B（電力・エネルギー部門誌） Vol.139 No.5 （2019） 特集：雷・熱プラズマ・アーク技術の最新動向

本誌掲載ページ: 356-362 p

原稿種別: 論文／日本語

電子版へのリンク: https://www.jstage.jst.go.jp/article/ieejpes/139/5/139_356/_article/-char/ja/