论文标题
具有性能保证的发电和存储投资的多阶段决策规则
Multi-Stage Decision Rules for Power Generation & Storage Investments with Performance Guarantees
论文作者
论文摘要
我们为不确定性下的动态电力系统产生和能源存储投资计划开发了多阶段线性决策规则(LDRS),并通过性能保证提出其机会约束的优化。首先,优化的LDR可以保证即使计划不确定性分布模棱两可,则由此产生的动态投资计划的运营和碳政策可行性。其次,优化的LDR将系统规划师对不确定投资结果的随机性(差异)的容忍度内化。他们最终可以制定准确定的投资计划,该计划对不确定性不敏感(如确定性计划中),但对其实现(如随机计划)的实现强大。最后,由于其线性功能形式,我们证明了优化的LDR的性能,并在其亚典型性上进行了界限。使用这种约束,我们保证LDR而不是基于方案的优化而不是限制性较低但可扩展性较差的优势不会导致财务损失超过该约束。我们使用美国东南电力系统的测试台来揭示成本,随机性和基于LDR的投资的可行性之间的权衡。我们还得出结论,LDR子优先级取决于不确定性的数量以及对运营,投资和政策变量的机会限制的紧密程度。
We develop multi-stage linear decision rules (LDRs) for dynamic power system generation and energy storage investment planning under uncertainty and propose their chance-constrained optimization with performance guarantees. First, the optimized LDRs guarantee operational and carbon policy feasibility of the resulting dynamic investment plan even when the planning uncertainty distribution is ambiguous. Second, the optimized LDRs internalize the tolerance of the system planner towards the stochasticity (variance) of uncertain investment outcomes. They can eventually produce a quasi-deterministic investment plan, which is insensitive to uncertainty (as in deterministic planning) but robust to its realizations (as in stochastic planning). Last, we certify the performance of the optimized LDRs with the bound on their sub-optimality due to their linear functional form. Using this bound, we guarantee that the preference of LDRs over less restrictive -- yet poorly scalable -- scenario-based optimization does not lead to financial losses exceeding this bound. We use a testbed of the U.S. Southeast power system to reveal the trade-offs between the cost, stochasticity, and feasibility of LDR-based investments. We also conclude that the LDR sub-optimality depends on the amount of uncertainty and the tightness of chance constraints on operational, investment and policy variables.