Risk Analysis in Profit-Based Unit Commitment

カテゴリ: 全国大会

論文No: 6-093

グループ名: 【全国大会】平成14年電気学会全国大会論文集

発行日: 2002/03/26

タイトル(英語): Risk Analysis in Profit-Based Unit Commitment

著者名: Pathom Attaviriyanupap(北海道大学),北 裕幸(北海道大学),田中 英一(北海道大学),長谷川 淳(北海道大学)

著者名(英語): Pathom Attaviriyanupap(Hokkaido University),Hiroyuki Kita(Hokkaido University),Eiichi Tanaka(Hokkaido University),Jun Hasegawa(Hokkaido University)

要約(日本語): The reconstruction of the electric power system worldwide raises many market-based competitions among power suppliers and consumers. Instead of vertically integrated monopolistic environment in the past, many market participants with different objectives are now involved and competing in the market. The information available to each participant may be limited and regulated. These difficulties are compounded by the considering uncertainties in the system such as prices. Consequently, these uncertainties induce risk and affect the decision making process of market participants. In this paper, authors present a method for helping generation company (GENCO), one of the market participants, manage risk in such uncertain competitive environment. A profit-based unit commitment problem (UC) is introduced, and the uncertainties are included using a simple Monte Carlo simulation. A simple test system is used for study, and the risk is analyzed using minimax regret approach.

原稿種別: 日本語

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