Two-Timescale Dynamic Energy and Reserve Dispatch With Wind Power and Energy Storage

The integration of volatile renewable resources and energy storage entails making dispatch decisions for conventional coal-fired units and fast-response devices in different timescales. This paper studies intraday dynamic energy-reserve dispatch following a two-timescale setting. The coarse timescale determines the hourly reference output and reserve allocation, which offers a sufficient backup for the fine-timescale operation; the fine timescale determines the adjustment of gas-fired units and energy storage system every 15 minutes in response to the actual wind power. A stochastic dynamic programming method is proposed to make decisions at the coarse timescale while guaranteeing the robust feasibility of the fast process via vertex scenarios of uncertainty set and bounding the state-of-charge intervals for energy storage; the fast-response actions at the fine timescale are updated using a truncated rolling-horizon optimization, which incorporates the cost-to-go functions calculated at the coarse timescale to prevent the fast decisions from being myopic. Case studies on the modified IEEE 5-bus system and 118-bus system validate the proposed framework.