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研究了在电力市场背景下,当实时电力市场价格、最终顾客需求是随机变量时,发电公司以及供电公司的最优决策问题。通过比较供电公司使用期权合同购电以及直接从实时市场中购电获得的利润得出了发电公司提供的期权购电合同参数应该满足的条件;并且得出了供电公司购买期权合同数量的解析解。使用博弈的方法求出了在满足期权合同参数约束的条件下,发电公司应提供的期权合同的最优参数。最后通过数例以及仿真说明了结论的应用。
In the background of electricity market, the optimal decision-making problems of power generation companies and power supply companies are studied when the real-time electricity market price and the final customer demand are random variables. By comparing the power company using the option contract to buy electricity and directly from the real-time market, the power obtained from the purchase of electricity obtained from the power purchase contract parameters should meet the conditions; and come to the power company to buy the number of options contract analytical solution . Using the method of game, the optimal parameters of the option contract that the power generation company should provide are obtained under the condition that the parameters of the option contract are satisfied. Finally, through several examples and simulation shows the application of the conclusion.