基于動態(tài)規(guī)劃的梯級水電投資優(yōu)化模型.pdf

1、華北電力大學(xué)碩十學(xué)位論文摘誣石3丈我國水電開發(fā)已經(jīng)進入到對流域進行梯級、綜合、滾動開發(fā)的階段，而梯級水電的投資期限長、投資額度大，如何優(yōu)化梯級水電開發(fā)的投資結(jié)構(gòu)已逐漸成為巫需解決的重要課題。本文在甄別常用電力投資優(yōu)化方法的基礎(chǔ)上，針對梯級水電開發(fā)的多階段、多層次屬性，結(jié)合動態(tài)規(guī)劃的多階段尋優(yōu)特點，構(gòu)建了梯級水電投資決策的動態(tài)優(yōu)化模型。此外，利用蒙特卡羅模擬預(yù)測籌建電站未來的發(fā)電收益，構(gòu)建算例檢驗了梯級水電投資動態(tài)優(yōu)化模型的效用?；趧討B(tài)

2、規(guī)劃的梯級水電投資優(yōu)化模型較為充分地考慮了梯級水電開發(fā)的特點和屬性，可以較好地優(yōu)化梯級水電開發(fā)的投資結(jié)構(gòu)，拓展了梯級水電開發(fā)的投資價值，提高了投資決策的準(zhǔn)確性和科學(xué)性，對于梯級水電開發(fā)的投資規(guī)劃具有極強的現(xiàn)實指導(dǎo)意義。關(guān)鍵詞:梯級水電，投資，動態(tài)規(guī)劃，蒙特卡洛模擬ABSTRACTChina，5hydroPowerdeveloPmenthasstePPedintothestageofeaseaded，integrated，scrollin

3、gdeveloPment，andithasbeeomeintoaninereasinglyurgentProblemhowtooPtimizeeaseadedhydroPowerinvestmentstrueturebeeauseofitslongPeriodandhugeamount.InthisPaPer，beginningwithscreeningtheusualuPtimizingmethodsusedineleetrieity

4、investment，ereatesoneoPtimizingmodelfcascadedhydroPowerinvestment.ThisoPtimizingmodel，inviewofthemulti一Phase，multi一levelProPertiesofeaseadedhydroPowerinvestment，basesonthemulti一stageoPtimizationeharaeteristiesofdynamiePr

5、ogramming.MonteCarlosimulationwillbeintegratedintofeeastingthegenerationrevenueofPlannedhydroPowerstations，andthenbuildsoneillustrativeexamPletoeheektheeffeetivenessofthismodel.TheinvestmentoPtimizingmodeloPtimize、thestr

6、uetureofeaseadedhydroPowerinvestment，exPanditsinvestmentvalue:maketheinvestmentdeeision一makingmorerationalandaecurate，50itcanbeusedtoguideinvestmentdesignineascadedhydroPowerdeveloPment.ZhuTaihui(QuantitativeEconomies)Di

7、reetedbyProf.WuZhongqunKey、Vords:CaseadedHydroPower，Investment，DynamieProgramming，MonteCarIOSimUlation華北電力大學(xué)碩士學(xué)位論文30303031犯333337383939394142434343434346474748485050505151525556第四章梯級水電投資優(yōu)化模型的構(gòu)建4.1梯級水電投資的動態(tài)過程分析4.1.1兩電站投資的

8、動態(tài)優(yōu)化過程4.1.2三電站投資的動態(tài)優(yōu)化過程4.1.3多電站投資的動態(tài)優(yōu)化過程4.2梯級水電開發(fā)投資優(yōu)化的目標(biāo)函數(shù)研究4.2.1水電開發(fā)投資支出分析..............……4.2.2水電項目的收益分析..................……4.2.3梯級水電投資優(yōu)化目標(biāo)函數(shù)的構(gòu)建4.3梯級水電投資的動態(tài)優(yōu)化過程...........................................................

9、............……4.3.1動態(tài)優(yōu)化要素的設(shè)定.......................……，............................................……4.3.2動態(tài)優(yōu)化約束條件的設(shè)定..................................................................……4.3.3狀態(tài)轉(zhuǎn)移方程的設(shè)定......................

10、....................................................……4.3.4指標(biāo)函數(shù)和最優(yōu)值函數(shù)的設(shè)定.........................................................……第五章算例分析..................................................................................

11、............................……假定條件....................................................................................................................……5.2投資收益的模擬方法的選擇.....................................................

12、......................……5.3蒙特卡洛模擬分析............................................................................................……5.3.15.3.2發(fā)電收益模擬約束條件..……5.4算例結(jié)果分析5.4.15.4.2動態(tài)規(guī)劃結(jié)果分析..........……與常用優(yōu)化方法的對比分析5.5梯級水電開發(fā)投資動態(tài)優(yōu)化的

13、建模程序總結(jié)..............................................……第六章結(jié)論......................................................................................................................……梯級水電投資動態(tài)優(yōu)化的有效性...........................

14、...............................................……6.2梯級水電投資動態(tài)優(yōu)化模型的優(yōu)勢..............................................................……6.3動態(tài)規(guī)劃下梯級水電投資價值的拓展..........................................................……6.4梯級水電投資動

15、態(tài)優(yōu)化的現(xiàn)實啟示..............................................................……參考文獻............................................................................................................................……致謝................