A Distributionally Robust Optimization Model for Unit Commitment Considering Uncertain Wind Power Generation

• Published in: IEEE transactions on power systems Vol. 32; no. 1; pp. 39 - 49
• Main Authors: Peng Xiong, Jirutitijaroen, Panida, Singh, Chanan
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.01.2017; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Ambiguity; Approximation; Decisions; Distributionally robust optimization; Electric power generation; generalized decision rule; Optimization; Optimization models; Parameter uncertainty; Power dispatch; Random variables; Robustness; Stochastic processes; Uncertainty; Unit commitment; Wind forecasting; Wind power; Wind power generation

This paper proposes a distributionally robust optimization model for solving unit commitment (UC) problems considering volatile wind power generation. The uncertainty of wind power is captured by an ambiguity set that defines a family of wind power distributions, and the expected total cost under th...