風險值在機組維修排程上之應用

The VaR Applications for Unit Maintenance Scheduling

張振松(Chen-Sung Chang)

《管理與系統》 12卷1期 (2005/01) Pp. 75-92

摘要

風險管理(Risk Management, RM)是專案管理九大知識領域中最受到學界和業界之青睞，並成功應用於不同產業的方法。風險值(Value at Risk, VaR)是風險管理之重要量化基礎，為商業界和工業界風險管理之新標竿；透過風險值使得決策和管理都能清楚掌握風險。電力供應事業是攸關國計民生的產業，須加強風險管理；尤其會影響電力供應之機組維修排程(unit maintenance scheduling, UMS)決策，更須做全方位的風險分析。所以，本文特經由數理推演，發展出應用於機組維修排程之風險值(VaR)評估模式，並將其應用到機組維修排程決策上以確保電力供應之安全性。最後，本文將提出的方法，透過IEEE-RTS之實際測試，以證實其發展潛力與實用價值。

關鍵字

風險管理 ； 風險值 ； 等風險模式 ； 機組維修排程

並列摘要

The risk management (RM) is the most favorite topic of nine project management domains in the academic and business societies. It has been successfully applied in various topics of business and industry management. Value at Risk (VaR) is the most important quantifiable base for risk management. Namely, it becomes a new benchmark on risk management in business and industry societies. We can use VaR to master risk for decision and management domains. The Power Provider Enterprise (PPE) is a special enterprise that is relationship to the national economy and livelihood of the masses, it is must be to reinforce the risk management. Specially, the unit maintenance scheduling (UMS) of Power Provider Enterprise could be influence on the power supply, must be used the overall risk analysis in it. In this paper, the VaR application for unit maintenance scheduling is presented, by mathematical deduce that risk analysis of UMS, and a risk assessment model be developed to keep the security of power systems. Finally, the method of the paper has been tested on IEEE Reliability Test System (RTS), to indicate its high potential and practical values.

並列關鍵字

risk management ； value at risk ； levelized risk model ； unit maintenance scheduling

參考文獻

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