Tuesday, 14:15 - 14:40 h, Room: MA 549

 

Boris Defourny
A quantile-based approach to unit commitment with wind

Coauthors: Ethan Fang, Warren B. Powell, Hugo P. Simao

 

Abstract:
Handling higher levels of uncertainty in the unit commitment problem (UC) is an important issue for the independent system operator (ISO) who is dealing with an increasing level of variable energy resources (VERs), and specifically energy from wind. Here, we focus on approximations that plan for uncertainty by adding to the original problem new penalties or constraints, and then view the weights of the new terms as tunable parameters. We investigate methods where the wind energy seen by the UC problem is a certain quantile of the forecasted wind distribution. The quantiles are then tuned based on a simulation of the recourse costs. The work is motivated by an analogy with newsvendor-type problems where the overage and underage costs of wind energy forecasts have to be estimated, given a day-ahead schedule.

 

Talk 3 of the invited session Tue.2.MA 549
"Stochastic programming applications in energy systems" [...]
Cluster 18
"Optimization in energy systems" [...]

 

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