Journal
IEEE TRANSACTIONS ON POWER SYSTEMS
Volume 30, Issue 5, Pages 2822-2823Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TPWRS.2014.2364534
Keywords
Distributionally robust optimization; reserve schedule; uncertainty; wind power
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Funding
- State Grid Corporation of China (Off-shore wind farm plan in Zhejiang province)
- Australia Endeavour Research Fellowship
- University of Western Australia
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A distributionally robust optimization (DRO) model is presented for the reserve schedule decision-making problem with partial information of wind power, aiming to find a robust solution to the uncertainty of wind power probability distribution. The stochastic problem can be converted into an equivalent deterministic bilinear matrix inequality (BMI) problem. Numerical results verify the effectiveness of the proposed method.
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