Robust economic dispatch considerring wind uncertainty

The integration of large-scale wind power into power grid has greatly increased the uncertainty of the wind power output, which makes the traditional deterministic economic dispatch into a decision-making problem with uncertainty. In this paper, a new robust economic dispatch model based on Stackelberg game theory is proposed to keep the dispatch results reliable even under extreme scenarios. In the proposed model, a transition method about the unit outputs from the dispatched scenario to the real-case scenario is used to make sure the constraints can be satisfied under all scenarios. The established model based on Stackelberg game theory is formulated as a bi-level programming problem, with leader-follower structure. The problem to be solved is firstly converted into a single level problem by KKT conditions, and then the transformed problem is solved by using optimization toolbox. The simulation results of a Provincial Power Grid in Southern China with 23 thermal power units and one wind farm validate the feasibility and effectiveness of the proposed approach.