eprintid: 2329
rev_number: 9
eprint_status: archive
userid: 6
dir: disk0/00/00/23/29
datestamp: 2014-10-22 08:30:45
lastmod: 2014-10-22 08:30:45
status_changed: 2014-10-22 08:30:45
type: book_section
metadata_visibility: show
creators_name: Necoara, Ion
creators_name: Clipici, Dragos Nicolae
creators_name: Patrinos, Panagiotis
creators_name: Bemporad, Alberto
creators_id: 
creators_id: 
creators_id: panagiotis.patrinos@imtlucca.it
creators_id: alberto.bemporad@imtlucca.it
title: MPC for power systems dispatch based on stochastic optimization
ispublished: pub
subjects: QA75
subjects: TL
divisions: CSA
full_text_status: public
keywords: Stochastic optimal control problems; Control of constrained systems; Power systems
note: 19th IFAC World Congress, August 24-29, 2014, Cape Town, South Africa
abstract: 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.
date: 2014-08
publisher: IFAC
pagerange: 11147-11152
id_number: 10.3182/20140824-6-ZA-1003.01700
refereed: TRUE
isbn: 978-3-902823-62-5
book_title: Proceedings of the 19th IFAC World Congress
official_url: http://www.ifac-papersonline.net/Detailed/68811.html
citation:   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)  
document_url: http://eprints.imtlucca.it/2329/1/Patrinos_Bemporad_PreprintIFAC14.pdf