Journal
IEEE TRANSACTIONS ON POWER SYSTEMS
Volume 31, Issue 1, Pages 821-822Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TPWRS.2015.2394320
Keywords
Distributionally robust; power system optimization; robust optimization; stochastic; unit commitment
Categories
Funding
- Argonne, a U.S. Department of Energy Office of Science laboratory [DE-AC02-06CH11357]
- U.S. Department of Energy, Office of Electricity Delivery and Energy Reliability
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This letter presents a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with different uncertainty sets. A case study of unit commitment shows the effectiveness of the proposed model and algorithms.
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