梯级多业主电站不确定性风险共担调度及微分对策决策研究

项目名称： 梯级多业主电站不确定性风险共担调度及微分对策决策研究

项目编号： No.51479075

项目类型： 面上项目

立项/批准年度： 2015

项目学科： 水利工程

项目作者： 莫莉

作者单位： 华中科技大学

项目金额： 83万元

中文摘要： 随着电站投资主体的逐步多元化，梯级多业主电站随机优化调度是一类在用水竞争、调度模式、多维决策等约束集合条件下的大型、随机、高维、非线性优化问题，呈现出多阶段动态演化特性和极强的不确定性。本项目通过构建随机响应曲面，解析梯级电站来水的不确定性传递规律，融合区间模糊随机规划与存储理论，提出同一业主梯级电站的不确定性多阶段动态优化调度模型；考虑多业主电站来水不确定性和决策行为可能造成的上游电站水头和水量损失，以补偿期上游电站泄流量和回蓄期来水量的误差为风险因子，建立随机产出下的多业主电站风险共担机制；在此基础上引入基于连续时间的随机声誉微分对策理论，明晰刻画风险共担模式下多业主电站成员之间序贯博弈与合作博弈微分对策行为，通过汉密尔顿-雅可比-贝尔曼方程，建立多业主电站收益分担策略的数学描述方法。研究工作可为不确定条件下梯级多业主电站管理、控制和优化运营提供科学依据，具有重要的学术意义和应用价值。

中文关键词： 梯级多业主电站；不确定性传递；优化调度；风险共担；微分对策

英文摘要： With the multi-owner cascade hydro plants configuration form in China, it is a huge stochastic high-dimensional nonlinear optimization question for the actual operation of multi-owner cascade hydro plants constrained by water use competition and countermeasures. Considering inflow uncertainty propagation of cascade hydro plants based on stochastic response surface method, a multistage dynamic uncertainty operation model of cascade hydro plants is built by combining interval mathematical programming, fuzzy mathematical programming, multi-stage stochastic programming and inventory theory. Since the upstream hydro plant may suffer dual losses of water quantity and water head, the risk sharing law of the multi-owner cascade hydro plants is revealed by two risk factors, which are the errors of discharge in compensation period and that of inflow forecast in refill period. Combined with differential game theory based on continuous stochastic goodwill, the Stackelberg game and cooperative game behaviours of multi-owner cascade hydro plants in risk sharing pattern are described exactly. Then the benefits share mechanism of cascade hydro plants is deduced by building the Hamilton-Jacobi-Bellman equation aiming at attaining the the maximum return of cascade hydro plants generation. The research provide the scientific basis to solve management and optimal operation of cascade hydro plants in uncertainty which has both academic value significance and practical value.

英文关键词： Cascade multi-owner hydro plants;Uncertainty propagation;Optimal operation;Risk sharing;Differential games