Data-Driven Energy and Reserve Management of Prosumers under Multi-Uncertainties

Wenjie Liu1,2; Rong-peng Liu3; Shibo Chen4; Qin Wang1; Zaiyue Yang5

2024

10.1109/TIA.2024.3462667

IEEE Transactions on Industry Applications   影响因子和分区

1939-9367

In this paper, we propose a data-driven approach for prosumers to manage energy and reserves under multi-faceted uncertainties in electricity markets. We account for the uncertainties associated with renewable power generation, market prices, and the deployment ratio of regulation reserves. These uncertainties are rarely addressed simultaneously in prior studies, despite the significant impact they can have. Notably, the uncertainty surrounding the deployment ratio of regulation reserves, which represents the call-up ratio of reserve capacity provided by prosumers, has long been overlooked. In this work, we address these interconnected uncertainties within a unified framework, employing a Wasserstein distance-based distributionally robust optimization (WDRO) approach to hedge against them. The proposed model grapples with a substantial computational burden as it tackles multiple uncertainties concurrently. To enhance computational efficiency, we utilize novel approximation techniques to transform the WDRO model into a more tractable form. Furthermore, we analyze the optimality gaps in the WDRO objective function of the approximation approach. Simulation results demonstrate the efficacy of the proposed model and solution methods.

其他

1.Department of Electrical and Electronic Engineering, The Hong Kong Polytechnic University, Hong Kong SAR, China
2.School of Mechanical and Electrical Engineering, Guangzhou University, Guangzhou, China
3.Department of Electrical and Computer Engineering, McGill University, Montreal, QC, Canada
4.Department of Electronic and Computer Engineering, Hong Kong University of Science and Technology, Hong Kong SAR, China
5.Shenzhen Key Laboratory of Control Theory and Intelligent Systems, School of System Design and Intelligent Manufacturing, Southern University of Science and Technology, Shenzhen, China

Wenjie Liu,Rong-peng Liu,Shibo Chen,et al. Data-Driven Energy and Reserve Management of Prosumers under Multi-Uncertainties[J]. IEEE Transactions on Industry Applications,2024,PP(99).

Wenjie Liu,Rong-peng Liu,Shibo Chen,Qin Wang,&Zaiyue Yang.(2024).Data-Driven Energy and Reserve Management of Prosumers under Multi-Uncertainties.IEEE Transactions on Industry Applications,PP(99).

Wenjie Liu,et al."Data-Driven Energy and Reserve Management of Prosumers under Multi-Uncertainties".IEEE Transactions on Industry Applications PP.99(2024).