{"title":"具有市场影响的两种储能单元控制:拉格朗日方法与视野","authors":"M. Anjos, J. Cruise, A. Vilalta","doi":"10.1109/PMAPS47429.2020.9183690","DOIUrl":null,"url":null,"abstract":"Energy storage and demand-side response will play an increasingly important role in the future electricity system. We extend previous results on a single energy storage unit to the management of two energy storage units cooperating for the purpose of price arbitrage. We consider a deterministic dynamic programming model for the cooperative problem, which accounts for market impact. We develop the Lagrangian theory and present a new algorithm to identify pairs of strategies. While we are not able to prove that the algorithm provides optimal strategies, we give strong numerical evidence in favour of it. Furthermore, the Lagrangian approach makes it possible to identify decision and forecast horizons, the latter being a time beyond which it is not necessary to look in order to determine the present optimal action. In practice, this allows for real-time reoptimization, with both horizons being of the order of days.","PeriodicalId":126918,"journal":{"name":"2020 International Conference on Probabilistic Methods Applied to Power Systems (PMAPS)","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2020-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Control of Two Energy Storage Units with Market Impact: Lagrangian Approach and Horizons\",\"authors\":\"M. Anjos, J. Cruise, A. Vilalta\",\"doi\":\"10.1109/PMAPS47429.2020.9183690\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Energy storage and demand-side response will play an increasingly important role in the future electricity system. We extend previous results on a single energy storage unit to the management of two energy storage units cooperating for the purpose of price arbitrage. We consider a deterministic dynamic programming model for the cooperative problem, which accounts for market impact. We develop the Lagrangian theory and present a new algorithm to identify pairs of strategies. While we are not able to prove that the algorithm provides optimal strategies, we give strong numerical evidence in favour of it. Furthermore, the Lagrangian approach makes it possible to identify decision and forecast horizons, the latter being a time beyond which it is not necessary to look in order to determine the present optimal action. In practice, this allows for real-time reoptimization, with both horizons being of the order of days.\",\"PeriodicalId\":126918,\"journal\":{\"name\":\"2020 International Conference on Probabilistic Methods Applied to Power Systems (PMAPS)\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-03-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2020 International Conference on Probabilistic Methods Applied to Power Systems (PMAPS)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/PMAPS47429.2020.9183690\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2020 International Conference on Probabilistic Methods Applied to Power Systems (PMAPS)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/PMAPS47429.2020.9183690","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Control of Two Energy Storage Units with Market Impact: Lagrangian Approach and Horizons
Energy storage and demand-side response will play an increasingly important role in the future electricity system. We extend previous results on a single energy storage unit to the management of two energy storage units cooperating for the purpose of price arbitrage. We consider a deterministic dynamic programming model for the cooperative problem, which accounts for market impact. We develop the Lagrangian theory and present a new algorithm to identify pairs of strategies. While we are not able to prove that the algorithm provides optimal strategies, we give strong numerical evidence in favour of it. Furthermore, the Lagrangian approach makes it possible to identify decision and forecast horizons, the latter being a time beyond which it is not necessary to look in order to determine the present optimal action. In practice, this allows for real-time reoptimization, with both horizons being of the order of days.