収益変動リスクを考慮した発電機の週間運転計画

カテゴリ: 論文誌(論文単位)

グループ名: 【C】電子・情報・システム部門

発行日: 2020/07/01

タイトル(英語): Weekly Unit Commitment Problem Considering the Risk of Profit Fluctuations

著者名: 内藤　健人（三菱電機（株）先端技術総合研究所），北村　聖一（三菱電機（株）先端技術総合研究所），森　一之（三菱電機（株）先端技術総合研究所）

著者名(英語): Kento Naito (ADVANCED TECHNOLOGY R&D CENTER, MITSUBISHI ELECTRIC CORPORATION), Shoichi Kitamura (ADVANCED TECHNOLOGY R&D CENTER, MITSUBISHI ELECTRIC CORPORATION), Kazuyuki Mori (ADVANCED TECHNOLOGY R&D CENTER, MITSUBISHI ELECTRIC CORPORATION)

キーワード: 発電機運転計画，確率的最適化，VaR，発電事業者　　unit commitment，stochastic optimization，value at risk，power producer

要約(英語): In the deregulated electricity market, power producers are exposed to risks of generation imbalance and decreasing earnings. In order to stabilize earnings, they need to make generation plan of their own generators and bidding plan to the electricity market in consideration of these risks. These risks are due to uncertainties of forecasts of electricity price, renewable energy generation, electricity demand, and so on. Up to now, there are many studies about stochastic unit commitment methods considering these risks. However, conventional methods have problems that operators have difficulty in reflecting risk appetite intuitively. In this study, we present a stochastic unit commitment method which optimizes VaR (Value at Risk) of profit with a given confidence level. A confidence level means the percent of event which operators consider for risks to all events, so operators can reflect own risk appetite intuitively. The usefulness of the proposed method has been confirmed by numerical simulation. The numerical results show that when a power producer has low risk tolerance, the volume of forward contract increases. Studying efficient calculation methods and formulations and the evaluation using actual scenario are future tasks.

本誌: 電気学会論文誌C（電子・情報・システム部門誌） Vol.140 No.7 （2020） 特集：2019年電子・情報・システム部門大会

本誌掲載ページ: 786-793 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/ieejeiss/140/7/140_786/_article/-char/ja/