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MPC for power systems dispatch based on stochastic optimization

Necoara, Ion and Clipici, Dragos Nicolae and Patrinos, Panagiotis and Bemporad, Alberto MPC for power systems dispatch based on stochastic optimization. In: Proceedings of the 19th IFAC World Congress. IFAC, pp. 11147-11152. ISBN 978-3-902823-62-5 (2014)

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In this paper we investigate the problem of optimal real-time power dispatch of an interconnection of conventional power generation plants, renewable resources and energy storage systems. The objective of the problem is to minimize imbalance costs and maximize the profit of the company managing the system whilst satisfying user demand. The managing company is able to trade energy on an electricity market. Energy prices on the market, user demand and intermittent generation from the renewable plants are considered stochastic processes. We show that under certain assumptions, the stochastic power dispatch problem over a finite horizon can be recast, under a proper choice for the feedback policies and for the disturbance set, into a stochastic optimization formulation but with deterministic constraints. We carry out a systematic study of stochastic optimization methods to solve this problem, in particular we analyze the stochastic gradient method. We also show that this problem can be approximated by a proper deterministic optimization problem using the sample average approximation method, which can then be solved by standard means.

Item Type: Book Section
Identification Number: 10.3182/20140824-6-ZA-1003.01700
Additional Information: 19th IFAC World Congress, August 24-29, 2014, Cape Town, South Africa
Uncontrolled Keywords: Stochastic optimal control problems; Control of constrained systems; Power systems
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
T Technology > TL Motor vehicles. Aeronautics. Astronautics
Research Area: Computer Science and Applications
Depositing User: Ms T. Iannizzi
Date Deposited: 22 Oct 2014 08:30
Last Modified: 22 Oct 2014 08:30
URI: http://eprints.imtlucca.it/id/eprint/2329

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