Title :
Distributionally Robust Solution to the Reserve Scheduling Problem With Partial Information of Wind Power
Author :
Qiaoyan Bian ; Huanhai Xin ; Zhen Wang ; Deqiang Gan ; Kit Po Wong
Author_Institution :
Dept. of Electr. Eng., Zhejiang Univ., Hangzhou, China
Abstract :
A distributionally robust optimization (DRO) model is presented for the reserve schedule decision-making problem with partial information of wind power, aiming to find a robust solution to the uncertainty of wind power probability distribution. The stochastic problem can be converted into an equivalent deterministic bilinear matrix inequality (BMI) problem. Numerical results verify the effectiveness of the proposed method.
Keywords :
decision making; linear matrix inequalities; optimisation; power system simulation; probability; stochastic processes; wind power plants; BMI problem; DRO model; distributionally robust optimization; equivalent deterministic bilinear matrix inequality; reserve schedule decision-making problem; stochastic problem; wind power probability distribution; Optimization; Robustness; Schedules; Uncertainty; Vectors; Wind power generation; Distributionally robust optimization; reserve schedule; uncertainty; wind power;
Journal_Title :
Power Systems, IEEE Transactions on
DOI :
10.1109/TPWRS.2014.2364534
