臺灣博碩士論文加值系統

近年解制及自由化的風潮在世界各地展開，不論在電信、運輸或電力產業均已見其成效，而電力產業在邁向自由化後，市場買賣的行為變成一種透過競標方式的商業交易。本文觀察了各國電業市場之競爭發展概況，以及瞭解為因應新環境而建立的新機構，如獨立系統操作員(ISO)及電力交易所(PX)。在此市場中，每一家發電公司皆在公平的制度下，自由參與投標發電，系統操作員於每一交易時段會考慮網路相關限制式與每一家發電公司之競標價，然後依負載需求來調度發電公司發電。本文主要是以發電公司的觀點來探討如何在競標過程中決定競標策略，發電公司決策單位利用系統的狀態來訂定競標策略。
本文假設市場在每一競標過程之交易時段結束後，系統會公佈節點價格(Nodal Price)之資訊給所有市場參與者，且利用模擬軟體Power World V. 7.0來得到節點價格，並由已知的節點價格資訊及各時段系統負載量利用模糊C分割(Fuzzy-C-Means, FCM)的方法，對已知狀態做模糊分類。在求解最佳決策方面，本文採用馬可夫決策過程(Markov Decision Process, MDP)以線性規劃法(LP)來對已知之模糊狀態與決策進行最佳化演算，以求得最佳的競標策略。在模擬測試上，我們利用一30匯流排及IEEE 118匯流排系統來進行模擬，並比較模糊與非模糊之馬可夫決策過程的結果差異。由模擬結果顯示本文之方法具有可行性。

Recently, deregulation has had a great impact on the telecommunication, transportation and electric power industry in various countries. Bidding competition is one of the main transaction approaches after deregulation. This thesis analyzes the recent development of deregulated electric power markets and figures out the new organizations like Independent System Operator (ISO) and Power Exchange (PX). In this market, each genco offers a bid price and the ISO takes the all bidding prices with network constraints into account to determine the generation scheduling. In this thesis, bidding strategies are developed for a genco in a competitive market with the states of the power systems.
The information of the nodal prices is assumed to be available in the competitive market for the participants in the thesis. We use the software package, Power World V. 7.0 to obtain the nodal price. Fuzzy-C-Means (FCM) algorithm is employed to cluster load levels and nodal prices. In this thesis, Markov Decision Process (MDP) which uses the Linear Programming (LP) algorithm is used to obtain the best policy for the states of the genco. A 30-bus system and the IEEE 118-bus are used to be examples for generating scheduling data. The results of the fuzzy and non-fuzzy MDP are finally compared. It is shown that the proposed method is applicable on the basis of the simulation results.

目錄
中文摘要Ⅰ
英文摘要Ⅱ
誌謝Ⅲ
目錄Ⅳ
圖目錄Ⅶ
表目錄Ⅸ
第一章 緒論1
1-1 研究背景及動機1
1-2 文獻回顧2
1-3 研究目標4
1-4 研究進行步驟5
1-5 本論文之貢獻5
1-6 論文架構6
第二章 問題描述8
2-1 引言8
2-2 電力池8
2-2-1 早期英格蘭與威爾斯強制電力池制9
2-2-2 加州自願式電力池制9
2-3 獨立系統操作員10
2-4 電力交易所12
2-5 資訊公佈系統13
2-6 問題簡述14
第三章 數學理論16
3-1 馬可夫理論基礎16
3-1-1 馬可夫性質16
3-1-2 馬可夫鏈狀態之分類18
3-1-3 馬可夫之長期性質22
3-2 馬可夫決策過程24
3-2-1 馬可夫決策模式25
3-2-2 以線性規劃求解最佳政策28
3-3 模糊理論31
3-3-1 簡介31
3-3-2 模糊集合與歸屬函數定義32
3-4 模糊分類33
3-4-1 模糊C分割33
3-4-2 FCM演算法34
3-5 模糊馬可夫決策過程36
3-5-1 模糊狀態的意義36
3-5-2 模糊轉移機率的求法36
3-5-2-1 模糊事件的機率36
3-5-2-2 模糊狀態的轉移機率37
3-5-2-3 模糊轉移矩陣的計算38
第四章 競價策略與研究方法40
4-1 前言40
4-2 系統狀態之決定40
4-2-1 節點價格的由來和意義41
4-2-2 系統對節點價格的影響43
4-3 系統狀態之轉移機率45
4-4 狀態及轉移機率之模糊C分割48
4-5 系統節點價格之軟體模擬49
4-5-1 Power World V. 7.0軟體介紹49
4-5-2 模擬過程及方法51
4-6 研究之執行過程57
第五章 模擬測試58
5-1 30個匯流排系統之模擬結果58
5-1-1 非模糊馬可夫決策過程結果63
5-1-2 模糊馬可夫決策過程結果73
5-2 IEEE 118個匯流排之模擬結果76
5-2-1非模糊馬可夫決策過程結果90
5-2-2模糊馬可夫決策過程結果101
第六章 結論107
參考文獻108

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