電力市場的經濟運行及其數學方法(英文版)（簡體書）

《電力市場的經濟運行及其數學方法(英文版)》以作者近十年來的研究成果為主線，介紹市場化運營環境下電力系統的經濟運行相關問題及其最新的研究方法。《電力市場的經濟運行及其數學方法(英文版)》的內容包括四章：第一章電力市場運營以及最優化的新理論和方法，主要介紹電力市場化運營方式、數學上最優化問題的新理論與方法，該章是後面各章的基礎；第二章市場化運營環境下電力系統可用輸電能力模型和計算研究，主要運用新的數學方法，建立電力系統可用輸電能力新模型和計算方法；第三章系統最優潮流新計算方'，主要考慮兩類最優潮流問題的計算：傳統穩態最優潮流問題和暫態穩定最優潮流，建立了具有良好收斂性能的新算法；第四章電力市場風險管理和基于風險管理的系統經濟運行研究，提出了基于風險管理系統運營相關問題的新模型和計算方法；第五章電力市場動態均衡分析，運用非線性互補方法，建立了計及電力網絡約束的動態投標模型、均衡點及穩定性分析；第六章電力市場混沌控制，針對Nash均衡穩定區域以外點的混沌特征，提出有效的控制方法。該專著結合了電力、數學和管理三個交叉學科的前沿研究，其成果可解決電力工業市場化運營環境下出現的經濟和技術問題，并可推廣解決涉及經濟和工程中涉及最優決策問題。

《電力市場的經濟運行及其數學方法(英文版)》編輯推薦：This monograph covers two cross-disciplinary fields relating to operational research and management as well as electrical engineering. It discusses the key scientificissues of secure and economic operation in the new environment of power system.The oretically, based on mathematical semi-smooth functions, non-linear complementary functions and conditional valueatrisk （CVaR）,a series of new complicated ma the maticalmodels are established on the availability of transmission capacity, optimal power flow,risk management, dynamic equilibrium, and so on. Moreover, the efficient semi-smooth and smoothing Newton-type algorithms with good convergence properties are presented,and the relevant issues of Nash equilibrium and chaos control in the electricity marketare also studied. The research results can be used to solve the economic and technicalproblems of electricity industry in the market-oriented operating environment.
Readers can get to know the mathematical descriptions and calculation methods as well as some new problem-driven mathematical models on the secure and economicoperation of power system through the book. Meanwhile they can consider applying these new theories and methods to solve optimal decision-making problems in other economic and engineering aspects. Integrating their respective academic backgrounds of mathematics and engineering disciplines, the two authors of the book not only share the joy and interest of scientific research, but also build their profound friendship duringmore than ten years of cooperation.

Foreword
Preface
List of Notation
Chapter 1 Electricity Markets and Preliminaries of Mathematics
1.1 Electricity Market
1.1.1 Deregulation and reformation of power industry
1.1.2 Competitive structure of electricity market
1.1.3 Concerned issues in electricity market
1.2 Conditional Value-at-Risk (CVaR)
1.2.1 CVaR concept
1.2.2 CVaR calculation
1.3 Semismooth Function and Nonlinear Complementarity Problem
1.3.1 Clarke generalized Jacobian
1.3.2 Semismooth function
1.3.3 Nonlinear complementarity problem (NCP)
1.3.4 A reformulated system of equations for general nonlinear optimization
1.4 Semismooth Newton Method for Nonsmooth Equations
1.4.1 Local semismooth Newton method
1.4.2 Global semismooth Newton method
1.5 Smoothing Newton Method for Nonsmooth Equations
1.5.1 Smoothing technology
1.5.2 Smoothing Newton method
1.6 Notes and Comments

Chapter 2 Available Transfer Capability on Market Environment
2.1 Available rlyansfer Capability (ATC)
2.2 Semismooth Newton Method for ATC Calculation
2.2.1 New ATC model
2.2.2 Smoothing Newton method
2.2.3 Smoothing decoupled Newton algorithm
2.3 Contract-Based ATC Region (ATCR)
2.3.1 ATCR model with single-contract
2.3.2 ATCR model with multi-contracts
2.3.3 Quadratic approximation for ATCR boundary
2.3.4 Approach and visualization of ATCR
2.4 Numerical Examples
2.4.1 Examples for ATC calculation
2.4.2 Examples for ATCR calculation
2.5 Notes and Comments

Chapter 3 Optimal Power Flow Based on Newton-type Methods
3.1 Optimal Power Flow (OPF)
3.2 Decoupled Optimal Power Flow Approach
3.2.1 Reformations of KKT systems
3.2.2 Convergent analysis for decoupled OPF
3.3 Semismooth Newton Method for Solving OPF
3.3.1 Reformulated system of equations
3.3.2 Semismooth Newton methods
3.3.3 Decoupled semismooth Newton method
3.4 Solution Method for OPF with Transient Stability Constraints
3.4.1 OTS model
3,4.2 An SIP reformulation of OTS model
3.4.3 Smoothing quasi-Newton algorithm
3.4.4 Iterative algorithm with active-set strategy
3.5 NumericalExamples
3.5.1 OPF examples
3.5.2 OTS examples
3.6 Notes and Comments

Chapter 4 Economic Operation of Electricity Market Under CVaR Management
4.1 Portfolio Optimization Based on CVaR
4.1.1 Typical portfolio optimization models
4.1.2 Smoothing SQP algorithm
4.1.3 Global convergence
4.2 Worst-case CVaR (WCVaR) Based Scenario Planning in Electricity Markets
4.2.1 WCVaR concept and some distributions of partial message
4.2.2 Robust portfolio optimization models with WCVaR
4.2.3 Examples for robust models with WCVaR
4.2.4 Allocation of generation asset
4.3 a-Superquantile Risk-Based Security-Constrained Economic Operation
4.3.1 Mathematical description of security under uncertain environment
4.3.2 a-superquantile-based security constraint of system operation
……
Chapter 5 Dynamic Equilibrium Analysis of Electricity Market
Chapter 6 Chaos Control of Electricity Market
Bibliography

In the electricity market, the generation and retail scctors are separatcci from natural monopoly of transmission and distribution. Electricity market operates throughsubmitting bids to buy and sell, and using supply and demand principles to set the price with the management of market operator （MO）. Large consumers can purchasee,nergy directly
n the wholesale market. Some long-term trades are gencrally con-sidered as private bilateral contracts between participants. In the retail market, theconsumers could choose their suppliers freely. Such form of electricity market is beneficial to the openness and fairness of the operation of electric powcr industry.
1.1.3 Concerned issues in electricity market Different from other markets, electricity market, has not only economic problem butal so physical problems. The results obtained by using pure cconomical principle will affect the operation of power system, and vice versa. F'or example, the inherent characteristics of power system determines how electric powcr flows through a transmissiorinet work. Electricity is by its nature difficult to be stored and has to be available ondemand. Due to instantaneous balance between demand and supply, the operationand control of electricity market are quite different from other markets. On the other hand, in a competitive electricity market, the participants always try to avoid highrisks resulted from market uncertainties like electricity price and maximize their ownprofits at the same time. Hence, the operation of electricity market aims to ensure the security
f power system and coordinates the benefits of various market participants.As mentioned above, during the operation of a competitive electricit,y market, thereare many problems needs to be resolved.