Deriving the Robust Operating Region for Multistage Dispatch of Power Systems: A Decision-Dependent Uncertainties Based Modeling Approach

Abstract

The flexibility of energy storage systems (ESS) is essential for mitigating the uncertainties associated with variable renewable energy (VRE) sources in power system operations. While ESS scheduling for high-renewable systems has been widely studied, accurately coordinating energy-limited ESS with intertemporal coupling under uncertainty and non-anticipative operation remains a challenging robust scheduling task in practice. In this context, a multistage robust scheduling model is developed that captures the energy-limited characteristics of ESS while enforcing non-anticipativity. The model schedules upper and lower boundaries of ESS state of energy (SOE) and generator outputs in the day-ahead timeframe and derives a robust operating region (OR) via decision-dependent uncertainty (DDU). These robust ORs enable temporal decoupling so that the multistage problem admits an equivalent, tractable two-stage formulation. A parallel Nested-C&CG algorithm is employed to compute the optimal robust OR (OR$^{\mathrm{2}}$) efficiently. In addition, an enhanced look-ahead intra-day dispatch is introduced that dynamically updates a window-specific robust OR using ultra–short-term VRE forecasts and their uncertainty, while anchoring the window end to the day-ahead OR$^{\mathrm{2}}$ to preserve recursive feasibility; this mechanism reduces day-ahead conservatism and maintains robustness across the rolling horizon. Numerical experiments conducted on modified IEEE 6-bus and IEEE 118-bus systems demonstrate the model's advantages in robustness, economic efficiency, and tractability.