Purchasing strategy models of provincial gird companies and relevant fuzzy optimization algorithms
Liping Liu · East China Electric Power · 2008
The conditional value at risk(CVaR) was used to measure the purchasing portfolio risk of provincial grid companies,and the continual expression of CVaR was derived.Consequently,the purchasing portfolio optimization model for provincial power grid companies was constructed based on the investment portfolio theory.At the same time,the logarithm of membership function was cited into the model,and the multi-target method was solved with fuzzy mathematic optimization theory,through which the optimal purchasing strategy was obtained.