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1、数、防洪置信水平对系统总成本、上下游发电流量和泄洪流量的影响。结果表明，矩不确定集合参数的变化刻画了极端来水量概率分布的波动信息，更贴近实际情况。考虑最坏情况下梯级水库防洪安全条件风险，在确保梯级水库防洪安全的同时，提高了水火电系统的发电效率。关键词：梯级水库；洪灾损失风险；条件风险价值；水火电调度；矩不确定性；分布鲁棒优化；半定规划II万方数据ABSTRACTWithincreasingenergyshortagesanddeepeningofthepowersystem,priorityandvigorouslydevelophydropoweristheinevitablechoice
2、ofsustainabledevelopmentstrategyimplementationandenergystructuraladjustment.Cascadereservoirshydropoweroptimalschedulingsignificanteconomicbenefits,whichhasbeenwidespreadconcern.Butinrecentyears,floodsrenderintensityincreases,increasedfrequency,lossworseningtrend.Awiderangeofheavyrainfallsoextremec
3、ascadereservoirinflowmutationstohydro-thermalsystemoptimizationschedulinganenormouschallenge,seriouslyinterferewiththesafeandstableoperationofthepowersystem.Thus,fortheconsiderationofthecascadereservoirsfloodlossriskofhydro-thermalschedulingproblem,bothintheoryandrealityhasimportantresearchsignific
4、anceandvalue.Firstly,thepaperanalysiscascadereservoirspillwaysafetymargin,buildinghydro-thermalschedulingmodelbasedonsecurityconstraintsofcascadereservoirfloodprevention.However,themodeldoesnotreflecttheimpactofcascadereservoirextremefloodinflowonscheduling,forwhichtheextremevaluetheorybasedpeakove
5、rthreshold(POT)modelisadoptedtobuildGeneralizedParetoDistribution(GPD)ofsinglereservoirextremefloodinflow.Andthen,Copulafunctionisusedtobuildajointprobabilitydistributionofcascadereservoirsextremeinflowduringfloodperiod.Basedonexcellentperformanceofconditionalvalue-at-risk(CVaR)incharacterizingthet
6、ailriskofcascadereservoirspillwaysafetymargin,aCVaRconstraintforcascadedreservoirfloodpreventionisproposed,andaschedulingmodelforhydro-thermalpowersystemconsideringcascadereservoirfloodpreventionriskisfurtherproposed.Secondly,WithRockefellerandUryaseytheorytosolvetheCVaRconstraints,whicharisingmult
7、idimensionalintegrationproblemaftertreatment,Sampleaverageapproximationisemployedtotransformthenon-smoothCVaRconstraintintosmoothedinequalityconstraint,whichcanbethenintroducedintoobjectivefunctionasapenalt
