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Distributionally robust optimal bidding of controllable load aggregators in the electricity market

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成果类型:
期刊论文
作者:
Yang, Hongming;Zhang, Shiming;Qiu, Duo;Zhao, Junhua*;Lai, Mingyong;...
通讯作者:
Zhao, Junhua
作者机构:
[Yang, Hongming; Zhang, Shiming; Qiu, Duo; Lai, Mingyong] Changsha Univ Sci & Technol, Hunan Prov Engn Res Ctr Elect Transportat & Smart, Changsha 410114, Hunan, Peoples R China.
[Yang, Hongming; Zhang, Shiming; Qiu, Duo; Lai, Mingyong] Hunan Univ, Sch Econ & Trade, Changsha 410082, Hunan, Peoples R China.
[Zhao, Junhua] Chinese Univ Hong Kong Shenzhen, Shenzhen, Peoples R China.
[Zhao, Junhua] Changsha Univ Sci & Technol, Changsha 410114, Hunan, Peoples R China.
[Dong, Zhao Hui; Dong, Zhao Yang] Univ Sydney, Sch Elect & Informat Engn, Sydney, NSW 2006, Australia.
通讯机构:
[Zhao, Junhua] C
Chinese Univ Hong Kong Shenzhen, Shenzhen, Peoples R China.
语种:
英文
关键词:
Controllable load bidding;Day-ahead and real-time electricity markets;Distributionally robust optimization
期刊:
IEEE Transactions on Power Systems
ISSN:
0885-8950
年:
2018
卷:
33
期:
1
页码:
1089-1091
基金类别:
Manuscript received November 17, 2016; revised January 21, 2017; accepted February 19, 2017. Date of publication May 10, 2017; date of current version December 20, 2017. This work was supported in part by the National Natural Science Foundation of China under Grants 71331001, 71420107027, and 91547113, in part by the Science and Technology Projects of Hunan Province and Changsha City under Grants 2016WK2015 and kh1601186, and in part by the Shenzhen Municipal Science and Technology Innovation Committee under Grant GJHZ20160301165723718. Paper no. PESL-00210-2016. (Corresponding author: Junhua Zhao.) H. Yang, S. Zhang, D. Qiu, and M. Lai are with the Hunan Provincial Engineering Research Center of Electric Transportation and Smart Distribution Network, Changsha University of Science and Technology, Changsha 410114, China, and also with the School of Economics and Trade, Hunan University, Changsha 410082, China (e-mail: yhm5218@hotmail.com; zsm1016@ 126.com; qiuduoduo13@hnu.edu.cn; laimingyong@126.com).
机构署名:
本校为第一机构
院系归属:
电气与信息工程学院
摘要:
An optimal bidding model of controllable loads is proposed to minimize the worst-case conditional expectation of electricity purchase cost simultaneously in day-ahead and real-time markets. By reformulating the worst-case conditional value-at-risk (CVaR) constraints, a solvable semidefinite program (SDP) is presented to relax the moment uncertainty of electricity price and simultaneously determine the optimal day-ahead bid an...

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