摘要
该文引入全新的机会成本评价原则,以投资商最关心的装机进度和规模以及融资结构作为决策变量,以资金在全局意义下得到最合理利用为目标,用蒙特卡洛模拟进行风险分析,并结合决策者对风险的主观态度,建立了电力市场环境下火电厂项目投资决策问题的实用而新颖的数学模型。在此基础上应用博弈论方法,分析了竞争对手投产策略对本项目的影响。后续文章中将给出模型的算法和算例分析。
The investment risk of thermal power plants in electricity market is analyzed according to the investor's subjective attitude towards uncertainty. Based on the Monte Carlo method, a novel decision supporting model of thermal power plants investment is proposed. In this model, evaluation method considering opportunity cost is introduced to guide optimal utilization of the capital. In addition, unit expansion planning and financial structure are set to be decision variables. Further more, game theory is employed to take into account the impact of the competitors' strategies. The algorithm of the investment decision model is presented in the next paper.
出处
《中国电机工程学报》
EI
CSCD
北大核心
2004年第8期7-11,共5页
Proceedings of the CSEE
基金
国家自然科学基金重点项目(59937150)
自然科学基金青年基金(50207007)~~
关键词
火电厂
发电企业
电力市场
电价
投资风险决策
微观经济学
融资结构
Electric power engineering
Electricity market
Investment decision
Risk analysis
Monte Carlo method Financial structure
Game theory
