Economic Dispatch of Integrated Energy Systems Considering Conditional Value-at-Risk

被引：0
|
作者：
Liu H. [1 ]
Feng Z. [1 ]
Wang J. [1 ]
Fang W. [1 ]
Jiang Y. [1 ]
Qin T. [1 ]
机构：
[1] School of Electrical and Information Engineering, Tianjin University, Nankai District, Tianjin
来源：
Feng, Zhiqiang (fengzhiqiang@tju.edu.cn) | 2018年 / Power System Technology Press卷 / 42期
关键词：
Conditional value-at-risk; Economic dispatch; Energy hub; Integrated energy systems; Monte Carlo sampling approach;
D O I：
10.13335/j.1000-3673.pst.2017.2467
中图分类号：
学科分类号：
摘要：
Based on an energy hub including combined heat and power, gas boiler and energy storage equipment, economic dispatch problem of the integrated energy system (IES) is studied. Monte Carlo sampling approach is used to generate wind power, electricity price and customer demand scenarios. Theory of conditional value at risk (CVaR) is used to depict the risks that operator meets, and CVaR is introduced to objective function of economic dispatch. Giving full consideration to operation constraints of every device in the IES, an IES economic dispatch model including CVaR is established. Using yalmip platform to set up the model in MATLAB. The model is solved with gurobi solver. Case study shows that the model can determine 24-hour scheduling of supply side and operation mode of energy hub, satisfying energy balance between supply and demand. Feasibility and effectiveness of the proposed method is verified. © 2018, Power System Technology Press. All right reserved.
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页码：1385 / 1392
页数：7
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