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对寡头电力市场中发电商策略投标的最优状态反馈控制进行了研究。电力市场中的重复投标过程被描述成一个动态的反馈系统,从而发电商的长期优化决策建模成一个标准的最优控制问题。在考虑系统负荷的周期性的基础上,讨论了系统的稳定性,并研究了闭环最优控制系统解的存在性和唯一性。基于Pontryagin极值原理,通过一个特别的“扫描法”推导得到了最优的状态反馈控制律。应用最优控制对发电出力作长期优化决策的性能在算例仿真中给出。
The optimal state feedback control of bidding strategies of power suppliers in oligopoly market is studied. The bidding process in the electricity market is described as a dynamic feedback system, so that the long-term optimization decision of the power supplier can be modeled as a standard optimal control problem. Based on the periodicity of the system load, the stability of the system is discussed and the existence and uniqueness of the solution of the closed-loop optimal control system are studied. Based on the Pontryagin extreme principle, an optimal state feedback control law is derived by a special “scanning method”. The application of optimal control on power generation for long-term optimization decision-making performance is given in the simulation.