基于“奖优罚劣”线性变换改进前景理论的电网建设项目多属性投资排序方法
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摘要
提出了基于"奖优罚劣"线性变换改进前景理论的电网建设项目投资排序新方法。针对市场环境下各指标值的不确定性问题,采用区间数来描述定量指标、模糊数来描述定性指标。为计及决策者的主观风险态度,提出一种基于改进前景理论的多属性排序方法。首先提出基于"奖优罚劣"的[-1,1]线性算子将原始数据规范化,并获得项目最优方案和最劣方案。进一步定义区间数和三角模糊数与最优、最劣方案的关联系数,将其应用到前景理论中改进其价值函数和损失函数,求得项目的正负前景值矩阵。然后,构建综合前景值最大的优化模型,确定最优属性权重,根据综合前景值进行项目投资排序。以IEEE RTS-79节点系统的4个建设项目为例,将上述结果与效用理论方法、逼近理想解排序法的结果进行了对比,说明了所提方法的可行性和有效性。
A new investment ranking method of power grid construction projects based on improved prospect theory and "rewarding good and punishing bad" linear transformation is proposed in this paper. Due to uncertainty under electricity market environment, interval number is used to express quantitative index, and fuzzy number to express determinatives. In order to take into account the risk preference of decision makers, a multi-attribute ranking method based on improved prospect theory is proposed. Firstly, the linear transformation of "rewarding good and punishing bad" is applied to normalize original data, and to obtain optimal project and the worst project. Secondly, the correlation coefficient between the interval/triangular fuzzy number and the optimal/worst project is defined. This coefficient is then applied to value function and loss function in prospect theory to obtain positive and negative prospect matrix. Thirdly, an optimization model for maximizing comprehensive prospect value is constructed to determine optimal weight, and the project investment is ranked according to the project's comprehensive prospect value. Finally, the investment ranking is applied to 4 investment projects in IEEE RTS 79-node system. The results are compared with utility method and approximate ideal solution method, and feasibility and effectiveness of the proposed method are illustrated.
A new investment ranking method of power grid construction projects based on improved prospect theory and "rewarding good and punishing bad" linear transformation is proposed in this paper. Due to uncertainty under electricity market environment, interval number is used to express quantitative index, and fuzzy number to express determinatives. In order to take into account the risk preference of decision makers, a multi-attribute ranking method based on improved prospect theory is proposed. Firstly, the linear transformation of "rewarding good and punishing bad" is applied to normalize original data, and to obtain optimal project and the worst project. Secondly, the correlation coefficient between the interval/triangular fuzzy number and the optimal/worst project is defined. This coefficient is then applied to value function and loss function in prospect theory to obtain positive and negative prospect matrix. Thirdly, an optimization model for maximizing comprehensive prospect value is constructed to determine optimal weight, and the project investment is ranked according to the project's comprehensive prospect value. Finally, the investment ranking is applied to 4 investment projects in IEEE RTS 79-node system. The results are compared with utility method and approximate ideal solution method, and feasibility and effectiveness of the proposed method are illustrated.
引文
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[12]江楠.银川电网建设项目成熟度模型及应用研究[D].北京:华北电力大学,2015.
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[14]金华征.考虑市场环境的多目标输电网优化规划研究[D].上海:上海交通大学,2007.
[15]党耀国,刘思峰,刘斌.基于区间数的多指标灰靶决策模型的研究[J].中国工程科学,2005,7(8):31-35.Dang Yaoguo,Liu Sifeng,Liu Bin.Study on the multi-attribute decision model of grey target based on interval number[J].Engineering Sciences,2005,7(8):31-35(in Chinese).
[16]王君,樊治平.组织知识管理绩效的一种综合评价方法[J].管理工程学报,2004,18(2):44-48.Wang Jun,Fan Zhiping.A synthetic evaluation method for the performance of knowledge management[J].Journal of Industrial Engineering and Engineering Management,2004,18(2):44-48(in Chinese).
[17]戴文战,邹立华,汪建章,等.一种基于奖优罚劣原则的多阶段多目标决策模型[J].系统工程理论与实践,2000,20(6):32-36.Dai Wenzhan,Zhou Lihua,Wang Jianzhang,et al.A method of the dynamic multiple attribute decision modeling based on new effective function and its application[J].Systems Engineering-Theory&Practice,2000,20(6):32-36(in Chinese).
[18]钟庆,吴捷,黄武忠,等.动态规划在电力建设项目投资决策中的应用[J].电网技术,2002,26(8):48-51.Zhong Qing,Wu Jie,Huang Wuzhong,et al.Application of dynamic programming for investment decision[J].Power System Technology,2002,26(8):48-51(in Chinese).
[19]葛少云,徐东星,刘洪,等.基于项目库的两阶段项目综合决策优化[J].电力系统保护与控制,2012,40(22):118-123.Ge Shaoyun,Xu Dongxing,Liu Hong,et al.A two-stage integrated decision optimization method based on the established project library[J].Power System Protection and Control,2012,40(22):118-123(in Chinese).
[20]刘文霞,刘春雨,高丹丹.配电网建设项目优化模型及求解[J].电网技术,2011,35(5):115-120.Liu Wenxia,Liu Chunyu,Gao Dandan.Optimization model of distribution network construction project and its solution[J].Power System Technology,2011,35(5):115-120(in Chinese).
[21]荆朝霞,曾丽.基于改进层次分析法的配电网中压改造项目迫切度分析[J].电力系统自动化,2011,35(4):92-95.Jing Zhaoxia,Zeng Li.Analysis on urgency degrees of distribution network reconstruction scheme based on advanced AHP[J].Automation of Electric Power System,2011,35(4):92-95(in Chinese).
[22]Kahneman D,Tversky A.Prospect theory:an analysis of decision under risk[J].Econometrica,1979,47(2):263.
[23]王坚强,孙腾,陈晓红.基于前景理论的信息不完全的模糊多准则决策方法[J].控制与决策,2009,24(8):1198-1202.Wang Jianqiang,Sun Teng,Chen Xiaohong.Multi-criteria fuzzy decision-making method based on prospect theory within complete information[J].Control and Decision,2009,24(8):1198-1202(in Chinese).
[24]张晓,樊治平.基于前景理论的风险型混合多属性决策方法[J].系统工程学报,2012,27(6):772-781.Zhang Xiao,Fan Zhiping.Method for risky hybrid multiple attribute decision making based on prospect theory[J].Journal of Systems Engineering,2012,27(6):772-781(in Chinese).
[25]Tversky A,Kahneman D.Advances in prospect theory:cumulative representation of uncertainty[J].Journal of risk and Uncertainty,1992,5(4):297-323.
[26]李如琦,唐林权,凌武能,等.基于云理论和前景理论的变压器状态维修风险决策[J].电力自动化设备,2013,33(2):104-108.Li Ruqi,Tang Linquan,Ling Wuneng,et al.Risk decision-making based on cloud theory and prospect theory for conditional maintenance of power transformer[J].Electric Power Automation Equipment,2013,33(2):104-108(in Chinese).
[27]The Reliability Test System Task Force of the Application of Probability Methods Subcommittee.IEEE reliability test system[J].IEEE Transactions on Power Apparatus and Systems,1979,98(6):2047-2054.
[28]边慎,蔡志杰.期望效用理论与前景理论的一致性[J].经济学,2005,5(1):265-276.Bian Shen,Cai Zhijie.Consistency of the prospect theory and the expected utility theory[J].China Economic Quarterly,2005,5(1):265-276(in Chinese).
[2]黄晨洋,严正,杨火明,等.输配电价改革对省级电网投资的影响及动态评估方法[J].电网技术,2018,42(10):3291-3297.Huang Chenyang,Yan Zheng,Yang Huoming,et al.Impacts of TDPreform on investment of provincial power grid and its dynamic evaluation method[J].Power System Technology,2018,42(10):3291-3297(in Chinese).
[3]国家发改委.省级电网输配定价办法(试行)[EB/OL].(2016-12-22)[2018-01-16].http://www.sdpc.gov.cn/gzdt/201701/t20170104_834311.html.
[4]朱鑫榕,何其帼.电网投资效益评价指标体系构建[J].生产力研究,2011(2):86-87+172.Zhu Xinrong,He Qiguo.Construction of evaluation index system for power grid investment benefit[J].Productivity Research,2011(2):86-87+172(in Chinese).
[5]程亮,胡卫利,胡蔚,等.电网基建项目投资决策方法研究[J].电网与清洁能源,2014,30(12):84-90.Cheng Liang,Hu Weili,Hu Jie,et al.Decision making on the construction investment of a power grid project[J].Power System and Clean Energy,2014,30(12):84-90(in Chinese).
[6]陈青恒,袁晓杰,何宇俊,等.投资开放模式下基于全寿命周期分析的离网型微网投资与优化[J].电网技术,2018,42(8):2448-2455.Chen Qinheng,Yuan Xiaojie,He Junyu,et al.Investment and optimization of off-grid microgrid projects based on life-cycle cost/benefit analysis with open investment mode[J].Power System Technology,2018,42(8):2448-2455(in Chinese).
[7]黎灿兵,傅美平,梁锦照,等.基于网络协调性程度评估的电网建设项目优化排序方法[J].电力系统保护与控制,2010,38(17):112-115.Li Canbing,Fu Meiping,Liang Jinzhao,et al.Optimization sequencing for grid construction projects based on evaluation of network coordination[J].Power System Protection and Control,2010,38(17):112-115(in Chinese).
[8]罗凤章,肖峻,王成山,等.计及电价波动的电网建设项目经济评估区间法[J].电网技术,2005,29(8):20-24.Luo Fengzhang,Xiao Jun,Wang Chengshan,et al.An interval economic evaluation method for projects of power system planning considering electricity price fluctuation[J].Power System Technology,2005,29(8):20-24(in Chinese).
[9]方宇娟,王秀丽,师婧,等.计及新能源接入的省级电网效率效益评估[J].电网技术,2017,41(7):2138-2145.Fang Yujuan,Wang Xiuli,Shi Jing,et al.Research on operation and economic efficiency evaluation of provincial power grid with integrated renewable energy[J].Power System Technology,2017,41(7):2138-2145(in Chinese).
[10]崔明建,孙元章,杨军,等.一种基于多层次灰色面积关联分析的电网安全综合评价模型[J].电网技术,2013,37(12):3453-3460.Cui Jianming,Sun Yuanzhang,Yang Jun,et al.Power grid security comprehensive assessment based on multi-level grey area relational analysis[J].Power System Technology,2013,37(12):3453-3460(in Chinese).
[11]王绵斌,谭富忠,张丽英,等.市场环境下电网投资风险评估的集对分析法[J].中国电机工程学报,2010,30(19):91-99.Wang Mianbin,Tan Fuzhong,Zhang Liying,et al.Power grid investment risk evaluation model based on ser-pair analysis theory in power market[J].Proceedings of the CSEE,2010,30(19):91-99(in Chinese).
[12]江楠.银川电网建设项目成熟度模型及应用研究[D].北京:华北电力大学,2015.
[13]王绵斌,谭忠富,张蓉,等.基于“增量法”下的电网投资风险评估模型[J].电工技术学报,2006,21(9):18-24.Wang Mianbin,Tan Zhongfu,Zhang Rong,et al.Risk evaluation model of the power grid investment based on increment principle[J].Transactions of China Electrotechnical Society,2006,21(9):18-24(in Chinese).
[14]金华征.考虑市场环境的多目标输电网优化规划研究[D].上海:上海交通大学,2007.
[15]党耀国,刘思峰,刘斌.基于区间数的多指标灰靶决策模型的研究[J].中国工程科学,2005,7(8):31-35.Dang Yaoguo,Liu Sifeng,Liu Bin.Study on the multi-attribute decision model of grey target based on interval number[J].Engineering Sciences,2005,7(8):31-35(in Chinese).
[16]王君,樊治平.组织知识管理绩效的一种综合评价方法[J].管理工程学报,2004,18(2):44-48.Wang Jun,Fan Zhiping.A synthetic evaluation method for the performance of knowledge management[J].Journal of Industrial Engineering and Engineering Management,2004,18(2):44-48(in Chinese).
[17]戴文战,邹立华,汪建章,等.一种基于奖优罚劣原则的多阶段多目标决策模型[J].系统工程理论与实践,2000,20(6):32-36.Dai Wenzhan,Zhou Lihua,Wang Jianzhang,et al.A method of the dynamic multiple attribute decision modeling based on new effective function and its application[J].Systems Engineering-Theory&Practice,2000,20(6):32-36(in Chinese).
[18]钟庆,吴捷,黄武忠,等.动态规划在电力建设项目投资决策中的应用[J].电网技术,2002,26(8):48-51.Zhong Qing,Wu Jie,Huang Wuzhong,et al.Application of dynamic programming for investment decision[J].Power System Technology,2002,26(8):48-51(in Chinese).
[19]葛少云,徐东星,刘洪,等.基于项目库的两阶段项目综合决策优化[J].电力系统保护与控制,2012,40(22):118-123.Ge Shaoyun,Xu Dongxing,Liu Hong,et al.A two-stage integrated decision optimization method based on the established project library[J].Power System Protection and Control,2012,40(22):118-123(in Chinese).
[20]刘文霞,刘春雨,高丹丹.配电网建设项目优化模型及求解[J].电网技术,2011,35(5):115-120.Liu Wenxia,Liu Chunyu,Gao Dandan.Optimization model of distribution network construction project and its solution[J].Power System Technology,2011,35(5):115-120(in Chinese).
[21]荆朝霞,曾丽.基于改进层次分析法的配电网中压改造项目迫切度分析[J].电力系统自动化,2011,35(4):92-95.Jing Zhaoxia,Zeng Li.Analysis on urgency degrees of distribution network reconstruction scheme based on advanced AHP[J].Automation of Electric Power System,2011,35(4):92-95(in Chinese).
[22]Kahneman D,Tversky A.Prospect theory:an analysis of decision under risk[J].Econometrica,1979,47(2):263.
[23]王坚强,孙腾,陈晓红.基于前景理论的信息不完全的模糊多准则决策方法[J].控制与决策,2009,24(8):1198-1202.Wang Jianqiang,Sun Teng,Chen Xiaohong.Multi-criteria fuzzy decision-making method based on prospect theory within complete information[J].Control and Decision,2009,24(8):1198-1202(in Chinese).
[24]张晓,樊治平.基于前景理论的风险型混合多属性决策方法[J].系统工程学报,2012,27(6):772-781.Zhang Xiao,Fan Zhiping.Method for risky hybrid multiple attribute decision making based on prospect theory[J].Journal of Systems Engineering,2012,27(6):772-781(in Chinese).
[25]Tversky A,Kahneman D.Advances in prospect theory:cumulative representation of uncertainty[J].Journal of risk and Uncertainty,1992,5(4):297-323.
[26]李如琦,唐林权,凌武能,等.基于云理论和前景理论的变压器状态维修风险决策[J].电力自动化设备,2013,33(2):104-108.Li Ruqi,Tang Linquan,Ling Wuneng,et al.Risk decision-making based on cloud theory and prospect theory for conditional maintenance of power transformer[J].Electric Power Automation Equipment,2013,33(2):104-108(in Chinese).
[27]The Reliability Test System Task Force of the Application of Probability Methods Subcommittee.IEEE reliability test system[J].IEEE Transactions on Power Apparatus and Systems,1979,98(6):2047-2054.
[28]边慎,蔡志杰.期望效用理论与前景理论的一致性[J].经济学,2005,5(1):265-276.Bian Shen,Cai Zhijie.Consistency of the prospect theory and the expected utility theory[J].China Economic Quarterly,2005,5(1):265-276(in Chinese).