计及不确定因素的水电交易模型构建理论与方法

Power generation is an important field of power system reform. The issues of hydropower characteristics are significant limits of its marketization in the competitive market. There are two problems to be solved: (1) the evolved mechanism of electricity price; (2) the efficiency and sustainability of optimal strategies. Referring to uncertain policy, the project intends to put forward proposal for hydropower participant in market considering its characteristics. Then the bidding model is established considering price uncertainty. Through introducing auxiliary functionals based on the Lagrange multiplier method and deducing the value of incremental discharge rate, bidding strategies are obtained in form of non-negative and increasing piecewise curve by means of PauTa Criterion, Grubbs Criterion and data envelopment analysis, which is to significantly improve the discharge efficiency and sustainability with limited complexity. Proceeding from the characteristics of consumption limitation and strong hydraulic coupling throughout periods, hydropower characteristics are further taken into account in strategic bidding models in terms of imperfect market structure. Economics theory is employed to analyze rational bidding behaviors and its optimization mechanism. According to Malthus, bidding equations are explored to work on dynamic characteristics and stable strategy convergence in the bounded rationality market. The project helps developing application of hydropower optimization theory in the market. It is of typical significance and provides a solid theoretical foundation to apply hydropower optimization theory and methods in the field of power system reform.

发电环节是电力行业改革的重点领域，水电自身特性是束缚其市场化的瓶颈。水电参与竞争存在两大问题亟待解决：(1)市场电价的形成机理；(2)优化策略的用水效率和持续性。针对市场政策不明晰现状，本项目拟紧扣水电特性，提出水电竞价上网规则建议。在此基础上，考虑电价不确定性，建立水电站优化报价模型。根据拉格朗日乘数法引设辅助泛函，推导耗水微增率价值，结合Pauta准则、Grubbs准则和DEA法形成非负递增报价策略，在有限复杂度的条件下显著提高水电报价策略的用水效率和持续性；进一步针对市场结构的不完美，从水量受限、时段耦合强等特性出发，研究策略性投标模型，运用经济学理论分析水电站理性竞价行为及其优化机理。结合马尔萨斯观点构造竞价方程分析有限理性条件下动态演化特性和稳定战略的收敛性。本项目研究是对市场机制下水电优化理论的有益探索，具有典型意义，为拓展水电优化理论在电力改革领域的应用深度提供理论基础。

长期以来，水电通常是配合火电运行，作为非竞价主体考虑。随着电力改革的推进，也为更好地实现资源的优化配置和利用，水电作为竞价主体上网所面临的报价相关问题日益成为当前水资源优化利用领域重点关注的科学技术问题，其相关研究对于其它可再生能源参与市场、实现更大范围的资源优化配置也具有重要的借鉴意义。.本项目立足于水电特性，考虑了电价等不确定因素，研究了市场化调控模式下，水电主体作为价格接受型和价格制定型的参与市场交易的模型构建理论和算法实现等问题。主要解决的关键问题包括以下三个方面：（1）考虑水电特性的多容量段可持续性竞价规则；（2）考虑电价、入库径流等不确定性因素的水电报价优化模型构建与策略实现方法；（3）考虑对手成本信息的水电站投标模型构建和均衡解分析；.市场体制变化对水电调度提出了挑战，项目组成员经过三年的合作与探讨，在已有理论基础上研究水电优化调度理论与市场机制接轨的适应性问题。水电作为一种优质能源，实行市场化调控将有利于通过有序合理竞争形成市场电价，研究成果将具有一定的现实意义。