Research on Robust Stochastic Dynamic Economic Dispatch Model Considering the Uncertainty of Wind Power

Abstract

The increasing penetration rates of wind power in power systems bring challenges to the dynamic economic dispatching. This paper proposes a Robust Stochastic Optimization (RSO) model to handle the uncertainty of wind power in dynamic economic dispatch. Based on the event-wise ambiguity set and event-wise recourse adaptation, the RSO model has generality and enables the ambiguity set to be constructed irrelatively to the specific problem. Furthermore, by introducing the detail-variables, the adjustment of event-wise ambiguity set of the RSO model can reduce the conservativeness. To the dynamic economic dispatch problem, simulations studies on the IEEE 118-bus system and IEEE 300-bus system verify that 1) RSO model is flexible and adjustable; 2) RSO model has excellent performance under different penetration rates of wind power; 3) Compared with the results of Robust Optimization (RO) and Stochastic Optimization (SO), RSO model can balance the economy and robustness effectively; 4) The RSO model has better performance in dealing with the small sample volume of wind power data.

Keywords

• Optimization methods
• power generation dispatch
• wind power generation