Risk-Averse Two-Stage Distributionally Robust Economic Dispatch Model Under Uncertain Renewable Energy

Ce Yang; Weiqing Sun; Jiannan Yang; Dong Han

doi:10.17775/CSEEJPES.2020.03430

欢迎来到能源电力期刊网！

English Version 期刊登录

您当前的位置：

首页 >

文章列表页 >

Risk-Averse Two-Stage Distributionally Robust Economic Dispatch Model Under Uncertain Renewable Energy

Regular Papers | 更新时间：2026-10-15

- Risk-Averse Two-Stage Distributionally Robust Economic Dispatch Model Under Uncertain Renewable Energy
- Risk-Averse Two-Stage Distributionally Robust Economic Dispatch Model Under Uncertain Renewable Energy
- 中国电机工程学会电力与能源系统学报(英文) 2024年10卷第4期页码：1514-1524
- 作者机构：
  
  1. Department of Control Science and Engineering, University of Shanghai for Science and Technology,Shanghai,China
  2. Department of Electrical Engineering, University of Shanghai for Science and Technology,Shanghai,China
  3. School of Economics and Business Administration, Chongqing University,Chongqing,China
- 作者简介：
- 基金信息：
- DOI：10.17775/CSEEJPES.2020.03430
  中图分类号：
- 纸质出版：2024-07-01
- 稿件说明：
移动端阅览
Ce Yang, Weiqing Sun, Jiannan Yang, 等. Risk-Averse Two-Stage Distributionally Robust Economic Dispatch Model Under Uncertain Renewable Energy[J]. 中国电机工程学会电力与能源系统学报(英文), 2024,10(4):1514-1524.

Ce Yang, Weiqing Sun, Jiannan Yang, et al. Risk-Averse Two-Stage Distributionally Robust Economic Dispatch Model Under Uncertain Renewable Energy[J]. CSEE Journal of Power and Energy Systems, 2024, 10(4): 1514-1524.
Ce Yang, Weiqing Sun, Jiannan Yang, 等. Risk-Averse Two-Stage Distributionally Robust Economic Dispatch Model Under Uncertain Renewable Energy[J]. 中国电机工程学会电力与能源系统学报(英文), 2024,10(4):1514-1524. DOI： 10.17775/CSEEJPES.2020.03430.

Ce Yang, Weiqing Sun, Jiannan Yang, et al. Risk-Averse Two-Stage Distributionally Robust Economic Dispatch Model Under Uncertain Renewable Energy[J]. CSEE Journal of Power and Energy Systems, 2024, 10(4): 1514-1524. DOI： 10.17775/CSEEJPES.2020.03430.

摘要

Abstract

With the participation of large quantities of renewable energy in power system operations

their volatility and intermittence increases the difficulties and challenges of power system economic scheduling. Considering the uncertainty of renewable energy generation

based on the distributionally robust optimization method

a two-stage economic dispatch model is proposed to minimize the total operation costs. In this paper

it is assumed that the fluctuating of renewable power generation follows the unknown probability distribution that is restricted in an ambiguity set

which is established by utilizing the first-order moment information of available historical data. Furthermore

the theory of conditional value-at-risk is introduced to transform the model into a tractable model

which we call robust counterpart formulation. Based on the stochastic dual dynamic programming method

an improved iterative algorithm is proposed to solve the robust counterpart problem. Specifically

the convergence optimum can be obtained by the improved iterative algorithm

which performs a forward pass and backward pass repeatedly in each iterative process. Finally

by comparing with other methods

the results on the modified IEEE 6-bus

118-bus

and 300-bus system show the effectiveness and advantages of the proposed model and method.

关键词

Keywords

references

浏览量

下载量

CSCD

文章被引用时，请邮件提醒。

提交

工具集

关联资源

A mixed-integer SDP solution to distributionally robust unit commitment with second order moment constraints

Low-Carbon Economic Dispatch Considering Wind Curtailment: A Distributionally Robust Chance-Constrained Approach

Reconciling Energy Trilemma in Power Systems: A Perspective from Engineering Game Theory

Learning to Optimize Joint Chance-Constrained Power Dispatch Problems

Distributed Tracking-ADMM Approach for Chance-Constrained Energy Management with Stochastic Wind Power