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Performance bounds for look-ahead power system dispatch using generalized multi-stage policies


P. Beuchat, J. Warrington, T.H. Summers, M. Morari

IEEE Transactions on Power Systems, vol. 31, no. 1, pp. 474-484

We present a combined look-ahead dispatch and reserve optimization formulation, which extends our recent work on time-coupled reserve policies, and employs the recent notion of generalized decision rules from the robust optimization literature. This aims to improve the performance of traditional linear decision rules when applied to short-term electrical reserve operation. We derive a primal problem whose solution is a time-coupled rule for up- and down-regulating the power injections of each controllable device, such as a generator or energy storage unit, in response to discovered values of prediction errors. This rule depends on the ``bin'' into which measured prediction errors fall, so that, for example, up-regulation follows a different rule to down-regulation. We also derive an associated dual problem, whose solution provides a lower-bound on the best possible primal cost. This allows the sub-optimality of a candidate solution based on a particular decision rule parameterization to be bounded. The primal and dual solutions are also compared to the so-called prescient case, in which the values of the uncertainty are known in advance. We demonstrate the method using numerical case studies, including the standard IEEE-118 bus network, in which a minimum possible reserve cost is identified using the dual lower-bounding approach.


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% Autogenerated BibTeX entry
@Article { BeuEtal:2016:IFA_5077,
    author={P. Beuchat and J. Warrington and T.H. Summers and M. Morari},
    title={{Performance bounds for look-ahead power system dispatch
	  using generalized multi-stage policies}},
    journal={IEEE Transactions on Power Systems},
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