不确定性下的输电规划:一种两阶段随机建模方法

A. H. van der Weijde, B. Hobbs
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引用次数: 12

摘要

我们开发了一种随机的两阶段建模方法来捕捉电力传输规划问题的多阶段性质,并将其应用于大不列颠(GB)输电网络的风格化表示。在我们的模型中,主动输电计划者在两个时间段内做出投资决策,每个时间段都有市场响应。在第二个阶段,不确定性比第一个阶段要小,因为规划者知道哪些情景已经实现,但在第二个阶段,规划者的选择集受到第一个阶段决策的约束。该模型可以估计输电网规划中的信息价值、忽略不确定性的成本和输电网投资备选方案的选择价值。我们的研究结果表明,忽视风险具有可量化的经济后果,而可选性具有可量化的价值。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Transmission planning under uncertainty: A two-stage stochastic modelling approach
We develop a stochastic two-stage modelling approach to capture the multistage nature of the electricity transmission planning problem and apply it to a stylised representation of the Great Britain (GB) transmission network. In our model, a proactive transmission planner makes investment decisions in two time periods, each time followed by a market response. In the second period, there is less uncertainty than in the first, as the planner knows which of the scenarios has been realized, but the set of options open to the planner in the second period is constrained by the first-period decisions. This model allows us to estimate the value of information in transmission planning, the costs of ignoring uncertainty and the option value of transmission investment alternatives. Our results show that ignoring risk has quantifiable economic consequences and that there is a quantifiable value of optionality.
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