Models and applications of stochastic programming with decision-dependent uncertainty in power systems: A review

IF 2.6 4区工程技术 Q3 ENERGY & FUELS

IET Renewable Power Generation Pub Date : 2024-10-22 DOI:10.1049/rpg2.13082

Wenqian Yin, Yunhe Hou

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Abstract

Stochastic programming is a competitive tool in power system uncertainty management. Traditionally, stochastic programming assumes uncertainties to be exogenous and independent of decisions. However, there are situations where statistical features of uncertain parameters are not constant but dependent on decisions, classifying such uncertainties as decision-dependent uncertainty (DDU). This is particularly the case with future power systems highly penetrated by multi-source uncertainties, where planning or operation decisions might exert unneglectable impacts on uncertainty features. This paper reviews the stochastic programming with DDU, especially those applied in the field of power systems. Mathematical properties of diversified types of DDU in stochastic programming are introduced, and a comprehensive review on sources and applications of DDU in power systems is presented. Then, focusing on a specific type of DDU, that is, decision-dependent probability distributions, a taxonomy of available modelling techniques and solution approaches for stochastic programming with this type of DDU and different structural features are presented and discussed. Eventually, the outlook of two-stage stochastic programming with DDU for future power system uncertainty management is explored, including both exploring the applications and developing efficient modelling and solution tools.

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电力系统中与决策相关的不确定性随机编程的模型和应用：综述

随机程序设计是电力系统不确定性管理的一种有效工具。传统上，随机编程假定不确定性是外生的，与决策无关。然而，在某些情况下，不确定参数的统计特征并非恒定不变，而是取决于决策，这种不确定性被归类为决策相关不确定性（DDU）。这种情况在多源不确定性高度渗透的未来电力系统中尤为突出，规划或运行决策可能会对不确定性特征产生不可忽视的影响。本文综述了 DDU 随机编程，尤其是在电力系统领域的应用。本文介绍了随机程序设计中不同类型 DDU 的数学特性，并对电力系统中 DDU 的来源和应用进行了全面评述。然后，重点介绍了一种特定类型的 DDU，即依赖决策的概率分布，并对具有这种类型的 DDU 和不同结构特征的随机程序设计的可用建模技术和求解方法进行了分类和讨论。最后，探讨了带有 DDU 的两阶段随机程序设计在未来电力系统不确定性管理中的应用前景，包括探索应用和开发高效的建模和求解工具。

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来源期刊

IET Renewable Power Generation 工程技术-工程：电子与电气

CiteScore

6.80

自引率

11.50%

发文量

268

审稿时长

6.6 months

期刊介绍： IET Renewable Power Generation (RPG) brings together the topics of renewable energy technology, power generation and systems integration, with techno-economic issues. All renewable energy generation technologies are within the scope of the journal. Specific technology areas covered by the journal include: Wind power technology and systems Photovoltaics Solar thermal power generation Geothermal energy Fuel cells Wave power Marine current energy Biomass conversion and power generation What differentiates RPG from technology specific journals is a concern with power generation and how the characteristics of the different renewable sources affect electrical power conversion, including power electronic design, integration in to power systems, and techno-economic issues. Other technologies that have a direct role in sustainable power generation such as fuel cells and energy storage are also covered, as are system control approaches such as demand side management, which facilitate the integration of renewable sources into power systems, both large and small. The journal provides a forum for the presentation of new research, development and applications of renewable power generation. Demonstrations and experimentally based research are particularly valued, and modelling studies should as far as possible be validated so as to give confidence that the models are representative of real-world behavior. Research that explores issues where the characteristics of the renewable energy source and their control impact on the power conversion is welcome. Papers covering the wider areas of power system control and operation, including scheduling and protection that are central to the challenge of renewable power integration are particularly encouraged. The journal is technology focused covering design, demonstration, modelling and analysis, but papers covering techno-economic issues are also of interest. Papers presenting new modelling and theory are welcome but this must be relevant to real power systems and power generation. Most papers are expected to include significant novelty of approach or application that has general applicability, and where appropriate include experimental results. Critical reviews of relevant topics are also invited and these would be expected to be comprehensive and fully referenced. Current Special Issue. Call for papers: Power Quality and Protection in Renewable Energy Systems and Microgrids - https://digital-library.theiet.org/files/IET_RPG_CFP_PQPRESM.pdf Energy and Rail/Road Transportation Integrated Development - https://digital-library.theiet.org/files/IET_RPG_CFP_ERTID.pdf