Distributionally-robust Economic Dispatch Considering Uncertain Wind Power Output

被引：0
|
作者：
Yang C. [1 ]
Sun W. [2 ]
Han D. [2 ]
Tian K. [1 ]
机构：
[1] School of Optical-electrical and Computer Engineering, University of Shanghai for Science and Technology, Yangpu District, Shanghai
[2] School of Mechanical Engineering, University of Shanghai for Science and Technology, Yangpu District, Shanghai
来源：
Dianwang Jishu/Power System Technology | 2020年 / 44卷 / 10期
基金：
中国国家自然科学基金;
关键词：
Conditional value-at-risk; Distributionally robust; Energy and reserve dispatch; Stochastic dual dynamic programming;
D O I：
10.13335/j.1000-3673.pst.2020.0367
中图分类号：
学科分类号：
摘要：
With the participation of large-scale renewable energy in power system operation, its volatility and intermittence have increased the difficulty and challenge of power system economic scheduling. Considering the uncertainty of renewable energy generation, a two-stage distributionally-robust economic dispatch model is proposed to minimize the generation cost, the renewable energy curtailment cost and the reserve cost. In this paper, it is firstly assumed that the fluctuation of wind power follows an unknown probability distribution. A distributionally-robust ambiguity set is established to portray the wind power output by using the moment information of the available wind power output history data. Then the theory of conditional value-at-risk is introduced to transform the distributionally robust model into a solvable mathematical optimization model. Based on stochastic dual dynamic programming method, an improved iterative algorithm is further proposed to solve the model, which can obtain the convergence optimum by performing forward pass and backward pass repeatedly. Finally, with the IEEE 6-bus and 118-bus system as simulation systems, the effectiveness of the proposed model and method is verified by analyzing the relationship between the total cost and the three evaluation indexes of convergence, confidence, and sample size. © 2020, Power System Technology Press. All right reserved.
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页码：3649 / 3655
页数：6
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