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Study of Optimized Generation Investment Decision-Making Model in Power Market

Author: HaoWei
Tutor: ZhangLiZi；ShuZuo
School: North China Electric Power University (Beijing)
Course: Proceedings of the
Keywords: Electricity market Power Investment Real Options Uncertainty Optimization Decision
CLC: F406.61
Type: Master's thesis
Year: 2008
Downloads: 149
Quote: 5
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Abstract


Electric power industry marketization reform of power generation investment decision-making introduced more uncertainty factors, which puts forward higher requirements on the flexibility of decision-making. Firstly according to traditional power generation decision method is difficult to deal with the problem of decision flexibility requirements, in Barraquand - Martineau American option pricing model on the basis of the state vector is introduced and the annual value indicators and implementation in to multiple the power value assessment uncertainty factors taken into account. Barraquand after improvement - Martineau, on the basis of American option pricing model, additional units to power generation company project real option value as the goal, set up under the power market of power investment decision-making optimization mathematical model, using 0-1 integer programming algorithm to optimization for projects. Finally the effectiveness of the model is verified by an example.

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CLC: > Economic > Industrial economy > Industrial economic theory > Organization and management of industrial enterprises > Workshops, classes, group management
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