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A robust reserve scheduling technique for power systems with high wind penetration


K. Margellos, T. Haring, P. Hokayem, M. Schubiger, J. Lygeros, G. Andersson

Probabilistic Methods Applied to Power Systems (PMAPS), Istanbul, Turkey

In this paper a novel algorithm to determine the minimum cost reserves for power systems with high wind penetration, is presented. We first determine the status and schedule of each generating unit by solving a deterministic unit commitment problem, where only the wind power forecast is taken into account. Having then computed the generation schedule, we formulate a linear stochastic program with chance constraints, whose solution provides the level of reserves to achieve production-demand balance with a certain probability. To solve the resulting optimization program, a Markov chain based model for the wind power error is constructed, and the “scenario approach” is employed, leading to a tractable optimization problem with probabilistic performance guarantees. The efficiency of the proposed approach is compared with benchmark techniques via Monte Carlo simulations. Two different market implementations are considered; a day-ahead and an intra-day market. The improvement afforded by the additional information that the intra-day market provides, is quantified in terms of reserve cost, load shedding and wind generation spillage.


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% Autogenerated BibTeX entry
@Article { MarEtal:2012:IFA_4029,
    author={K. Margellos and T. Haring and P. Hokayem and M. Schubiger and J.
	  Lygeros and G. Andersson},
    title={{A robust reserve scheduling technique for power systems
	  with high wind penetration}},
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