Mean-Variance Optimization-Based Energy Storage Scheduling Considering Day-Ahead and Real-Time LMP Uncertainties

被引：43

作者：

Fang, Xin ^{[1
]}

Hodge, Bri-Mathias ^{[1
]}

Bai, Linquan ^{[2
]}

Cui, Hantao ^{[3
]}

Li, Fangxing ^{[3
]}

机构：

[1] Natl Renewable Energy Lab, Golden, CO 80401 USA

[2] ABB Inc, Raleigh, NC 27606 USA

[3] Univ Tennessee, Dept Elect Engn & Comp Sci, Knoxville, TN 37996 USA

来源：

IEEE TRANSACTIONS ON POWER SYSTEMS | 2018年 / 33卷 / 06期

关键词：

Energy storage; electricity market; second-order cone programming (SOCP); mixed-integer conic programming (MICP); locational marginal price (LMP);

D O I：

10.1109/TPWRS.2018.2852951

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this letter, a new mean-variance optimization-based energy storage scheduling method is proposed with the consideration of both day-ahead (DA) and real-time (RT) energy markets price uncertainties. It considers the locational marginal price (LMP) forecast uncertainties in DA and RT markets. The energy storage arbitrage risk associated with the LMP forecast uncertainty is explicitly modeled through the variance component in the objective function. The quadratic term of this variance is transformed into a second-order cone constraint using the charging and discharging power complementarity of the energy storage system. Finally, the proposed model is formulated as a mixed-integer conic programming problem. Numerical case studies demonstrate the effectiveness of the proposed model for energy storage scheduling considering price uncertainty.

引用

页码：7292 / 7295

页数：4

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