总量控制和交易环境下考虑随机需求的企业决策分析

doi:10.12005/orms.2015.0192

摘要/Abstract

摘要： 总量控制和交易(Cap-and-Trade, C&T)给排放企业运营决策带来了新的挑战。本文提出一个非线性优化模型分析C&T环境下的企业最优产量,并在绿色改进和碳权交易之间有效权衡。模型不仅考虑了随机需求和碳价波动,还考虑了绿色改进的边际递减效果和实施绿色生产的风险。理论分析证明了最优解的存在性,并给出了排放企业的最优决策及C&T环境下企业新的生产条件。解析分析表明:与非C&T环境相比,新的最优产量更低,实际排放下降;碳配额虽然影响企业利润和碳权交易量,但不影响最优产量和最优改进投资;碳价和绿色改进系数越大,越有利于促进企业实施绿色改进减少排放;企业利润随绿色改进系数和碳配额的增加而上升,随单位产品碳排放的增加而下降。数值分析验证了理论模型及其分析结果;蒙特卡洛模拟揭示利润波动受需求风险、绿色改进风险和碳价波动的影响,但需求风险对利润波动的影响更为显著。

关键词: 总量控制和交易, 随机需求, 绿色改进, 非线性优化, 决策分析

Abstract: Cap-and-trade(C&T)brings new challenges to the operational decisions of generating companies. A nonlinear optimization model is proposed in this paper to analyze the optimal production quantity under C&T environment, and balance between green improvement and carbon trade. Our model captures the marginal decreasing effect and risk of green improvement as well as the stochastic demands and carbon price. The optimal solution and its existence condition for generating companies are given via theoretical analysis. Our researchresults can be summarized as follows. Compared with traditional environment without C&T, the new optimal production quantity and the actual emission under C&T environment are much lower. Emission allowance has an important impact on expected profit and carbon trade, while it has nothing to do with the optimal production quantity and optimal investment of green improvement. The larger the carbon price and green improvement coefficient are, the more the generating companies invest on green improvement to reduce carbon emission. The expected profit increases with the increase of green improvement coefficient and emission allowance, while it decreases with the increase of emission per unit product. Numerical experiments validate our theoretical model and its analytical results. Monte Carlo simulation reveals that demand risk, green improvement risk and carbon price fluctuation have an important impact on expected profit, while demand risk has a more significant impact on the fluctuation of profit.

Key words: cap-and-trade, stochastic demand, green improvement, nonlinear optimization, decision analysis

中图分类号:

F272
X321

熊轶, 陈智民, 霍佳震, 潘燕春, 周明. 总量控制和交易环境下考虑随机需求的企业决策分析[J]. 运筹与管理, 2015, 24(6): 25-33.

XIONG Yi, CHEN Zhi-min, HUO Jia-zhen, PAN Yan-chun, ZHOU Ming. Decision Analysis of Generating Companies with Stochastic Demands under C&T Environment[J]. Operations Research and Management Science, 2015, 24(6): 25-33.

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