基于動(dòng)態(tài)規(guī)劃的梯級(jí)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(guó)水電開(kāi)發(fā)已經(jīng)進(jìn)入到對(duì)流域進(jìn)行梯級(jí)、綜合、滾動(dòng)開(kāi)發(fā)的階段，而梯級(jí)水電的投資期限長(zhǎng)、投資額度大，如何優(yōu)化梯級(jí)水電開(kāi)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(duì)梯級(jí)水電開(kāi)發(fā)的多階段、多層次屬性，結(jié)合動(dòng)態(tài)規(guī)劃的多階段尋優(yōu)特點(diǎn)，構(gòu)建了梯級(jí)水電投資決策的動(dòng)態(tài)優(yōu)化模型。此外，利用蒙特卡羅模擬預(yù)測(cè)籌建電站未來(lái)的發(fā)電收益，構(gòu)建算例檢驗(yàn)了梯級(jí)水電投資動(dòng)態(tài)優(yōu)化模型的效用?；趧?dòng)態(tài)

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

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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(jí)水電投資優(yōu)化模型的構(gòu)建4.1梯級(jí)水電投資的動(dòng)態(tài)過(guò)程分析4.1.1兩電站投資的

8、動(dòng)態(tài)優(yōu)化過(guò)程4.1.2三電站投資的動(dòng)態(tài)優(yōu)化過(guò)程4.1.3多電站投資的動(dòng)態(tài)優(yōu)化過(guò)程4.2梯級(jí)水電開(kāi)發(fā)投資優(yōu)化的目標(biāo)函數(shù)研究4.2.1水電開(kāi)發(fā)投資支出分析..............……4.2.2水電項(xiàng)目的收益分析..................……4.2.3梯級(jí)水電投資優(yōu)化目標(biāo)函數(shù)的構(gòu)建4.3梯級(jí)水電投資的動(dòng)態(tài)優(yōu)化過(guò)程...........................................................

9、............……4.3.1動(dòng)態(tài)優(yōu)化要素的設(shè)定.......................……，............................................……4.3.2動(dòng)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(dòng)態(tài)規(guī)劃結(jié)果分析..........……與常用優(yōu)化方法的對(duì)比分析5.5梯級(jí)水電開(kāi)發(fā)投資動(dòng)態(tài)優(yōu)化的

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

14、...............................................……6.2梯級(jí)水電投資動(dòng)態(tài)優(yōu)化模型的優(yōu)勢(shì)..............................................................……6.3動(dòng)態(tài)規(guī)劃下梯級(jí)水電投資價(jià)值的拓展..........................................................……6.4梯級(jí)水電投資動(dòng)

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