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加速遗传算法 1

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Optimal portfolio design of energy storage devices with financial and physical right market

《能源前沿（英文）》 2022年第16卷第1期页码 95-104 doi: 10.1007/s11708-021-0788-2

摘要： With the continuous development of the spot market, in the multi-stage power market environment with the day-ahead market and right market, the study associated with the portfolio of energy storage devices requires that attention should be paid to transmission congestion and power congestion. To maximize the profit of energy storage and avoid the imbalance of power supply and consumption and the risk of node price fluctuation caused by transmission congestion, this paper presents a portfolio strategy of energy storage devices with financial/physical contracts. First, the concepts of financial/physical transmission rights and financial/physical storage rights are proposed. Then, the portfolio models of financial contract and physical contract are established with the conditional value-at-risk to measure the risks. Finally, the portfolio models are verified through the test data of the Pennsylvania-New Jersey-Maryland (PJM) electric power spot market, and the comparison between the risk aversion of portfolios based on financial/physical contract with the portfolio of the market without rights. The simulation results show that the portfolio models proposed in this paper can effectively avoid the risk of market price fluctuations.

关键词： portfolio node price fluctuation transmission right energy storage right risk aversion

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安全性第一准则下的组合贷款模型

唐万生,严维真,宁玉富

《中国工程科学》 2007年第9卷第11期页码 137-141

摘要：

提出了一种在概率准则意义下的组合贷款模型，并设计了基于随机模拟的混合优化算法进行求解。该算法突破了各种贷款收益率必须服从正态分布的假定，可对贷款收益率是任意分布形式的模型进行求解。经数值仿真，验证了算法的可行性。

关键词：组合贷款安全性第一准则随机模拟遗传算法同步扰动随机逼近

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Costs and prices for renewable energy development in industrialized countries and applications to China

Hugo SALAMANCA, Miao CHANG, Xin TIAN

《环境科学与工程前沿（英文）》 2012年第6卷第3期页码 403-411 doi: 10.1007/s11783-011-0350-2

摘要： Developing renewable energy is now becoming a hot topic as it is important in dealing with climate change issue and energy supply issue. With the growing demand of energy, it has become urgent to develop the effective policies and measures that would enable people to maintain the living standards. Among all the measures, price is an essential one. In order to evaluate the costs and prices of the electricity from renewable energy sources (RES-E) and their effects to the market, this paper firstly focus on the extra costs of the RES-E by breaking it into four parts, including investment, construction, connection and operation. Then, the policy choices made in some typical industrialized countries are examined to find answers to the problems RES-E can raise. Finally, the choices made in China are examined in comparison to industrialized countries so as to determine how the current situation could be improved.

关键词： renewable energy public policy costs prices renewable portfolio feed-in tariff

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基于加速遗传算法的组合证券投资决策

王硕,唐小我,曾勇

《中国工程科学》 2002年第4卷第9期页码 59-62

摘要：

应用加速遗传算法解决组合证券投资决策问题，可以克服传统遗传算法的缺点：对搜索空间（优化变量空间）的大小变化适应能力差，计算量大，易出现早熟收敛，控制参数的设置技术无明确准则指导等，与已有结果相比，对协方差矩阵无正定性要求，目标函数可以推广到规模庞大，提高预测精度等优点。

关键词：加速遗传算法组合证券投资决策

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Intelligent optimization of renewable resource mixes incorporating the effect of fuel risk, fuel cost and CO

Deepak KUMAR,D. K. MOHANTA,M. Jaya Bharata REDDY

《能源前沿（英文）》 2015年第9卷第1期页码 91-105 doi: 10.1007/s11708-015-0345-y

摘要： Power system planning is a capital intensive investment-decision problem. The majority of the conventional planning conducted since the last half a century has been based on the least cost approach, keeping in view the optimization of cost and reliability of power supply. Recently, renewable energy sources have found a niche in power system planning owing to concerns arising from fast depletion of fossil fuels, fuel price volatility as well as global climatic changes. Thus, power system planning is under-going a paradigm shift to incorporate such recent technologies. This paper assesses the impact of renewable sources using the portfolio theory to incorporate the effects of fuel price volatility as well as CO emissions. An optimization framework using a robust multi-objective evolutionary algorithm, namely NSGA-II, is developed to obtain Pareto optimal solutions. The performance of the proposed approach is assessed and illustrated using the Indian power system considering real-time design practices. The case study for Indian power system validates the efficacy of the proposed methodology as developing countries are also increasing the investment in green energy to increase awareness about clean energy technologies.

关键词： modern portfolio theory energy policy CO₂ emissions multi-objective optimization planning commission