| 引用本文: | 郑义,白晓清,苏向阳.考虑风电不确定性的ɸ-散度下基于条件风险价值的鲁棒动态经济调度[J].电力自动化设备,2021,41(2): |
| ZHENG Yi,BAI Xiaoqing,SU Xiangyang.Robust dynamic economic dispatch considering uncertainty of wind power based on conditional value-at-risk under ɸ-divergence[J].Electric Power Automation Equipment,2021,41(2): |
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| 摘要: |
| 针对风电功率预测误差不确定背景下动态经济调度的发电风险费用，建立基于条件风险价值的动态经济调度风险费用鲁棒优化模型。在仅知风电功率预测误差情景的条件下，结合统计学理论，采用?-散度构建较高置信水平下的风电功率预测误差不确定概率的置信域；采用拉格朗日对偶理论，将动态经济调度风险费用鲁棒优化模型转化为可求解的数学模型。采用IEEE 30、IEEE 118节点和S-1047节点系统进行数值仿真，结果表明，所建模型能够有效地抑制风电功率预测误差不确定性对风险费用的影响。 |
| 关键词: 风电 风险费用 条件风险价值 ɸ-散度 鲁棒优化 |
| DOI：10.16081/j.epae.202101004 |
| 分类号:TM73;TM614 |
| 基金项目:国家自然科学基金资助项目(51967001) |
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| Robust dynamic economic dispatch considering uncertainty of wind power based on conditional value-at-risk under ɸ-divergence |
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ZHENG Yi, BAI Xiaoqing, SU Xiangyang
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Guangxi Key Laboratory of Power System Optimization and Energy Technology, Guangxi University, Nanning 530004, China
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| Abstract: |
| Aiming at the power generation risk cost of dynamic economic dispatch under the background of uncertainty of wind power forecast error, a risk cost robust optimization model for dynamic economic dispatch based on conditional value-at-risk is established. Combining statistical theory,?-divergence is adopted to construct the confidence region of uncertainty probability of wind power forecast error with a higher confidence level under the condition that only the wind power forecast error scenario is known. The Lagrange dual theory is used to transform the risk cost robust optimization model for dynamic economic dispatch into a tractable mathematical model. IEEE 30-,IEEE 118-and S1047-bus systems are used for numerical simulation, and results show that the proposed model can effectively restrain the impact of uncertainty of wind power forecast error on risk cost. |
| Key words: wind power risk cost CVaR ɸ-divergence robust optimization |
