کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
705270 | 891315 | 2008 | 7 صفحه PDF | دانلود رایگان |
This work presents a scenario-based approach to the self-scheduling problem of a price taker power producer in a DA market. It concentrates on three categories of uncertainty including price, forced outage and generation reallocation and analyses their effects on the producer revenue. To tackle the uncertainties a set of price scenarios are so generated that their means and covariance matrix are the same as the base-case scenario. Forced outage and generation reallocation of generator for each price scenario are appropriately modeled through a probabilistic methodology. In this work Downside Risk (DR) is employed as the risk measure which quantifies the downside violations from a specified target. A risk-constrained self-scheduling problem is therefore formulated and solved as a mixed integer linear programming problem. Numerical results for a case study are discussed.
Journal: Electric Power Systems Research - Volume 78, Issue 3, March 2008, Pages 311–317