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Risk-averse stochastic dual dynamic programming approach for the operation of a hydro-dominated power system in the presence of wind uncertainty

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dc.creatorMorillo, José L.spa
dc.creatorZéphyr, Lucknyspa
dc.creatorPérez, Juan F.spa
dc.creatorAnderson, C. Lindsayspa
dc.creatorCadena, Ángelaspa
dc.date.accessioned2020-05-26T00:11:56Z
dc.date.available2020-05-26T00:11:56Z
dc.date.created2020spa
dc.description.abstractOperation planning models for hydro-dominated power systems usually use low temporal resolutions due to the excessive computational burden, thus ignoring short-term characteristics of such systems. As a result, in systems coupled with wind energy, such models may fail to accurately capture wind variability, and may not appropriately take into account potential consequences of uncertainty on the system operation. This paper addresses this drawback by (i) “controlling” the cost associated with the operation of a hydro-dominated power system equipped with wind power and batteries via a risk-measure and (ii) formulating the short-term load balance as probabilistic constraints in order to hedge against potential extreme wind power scenarios. The risk-averse scheme is embedded in the stochastic dual dynamic programming framework. Simulation results for a case study on a real industrial setting show that hedging the system against the short-term volatility of wind power contributes to mitigating the risk of excessive operations costs or load curtailments, and that the consideration of the decision maker risk profile contributes to decreasing the variability of the solutions. In addition, the results of the application also illustrate the potential of the scheme to assess the energy situation of a country or a region under the penetration of wind energy and batteries deployment. © 2019 Elsevier Ltdeng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1016/j.ijepes.2019.105469
dc.identifier.issn1420615
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/24345
dc.language.isoengspa
dc.publisherElsevier Ltdspa
dc.relation.citationTitleInternational Journal of Electrical Power and Energy Systems
dc.relation.citationVolumeVol. 115
dc.relation.ispartofInternational Journal of Electrical Power and Energy Systems, ISSN:1420615, Vol.115,(2020)spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85070699695&doi=10.1016%2fj.ijepes.2019.105469&partnerID=40&md5=264aba7a5527cc089ab93800ba35d6f0spa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordElectric batteriesspa
dc.subject.keywordRisk analysisspa
dc.subject.keywordRisk assessmentspa
dc.subject.keywordRisk perceptionspa
dc.subject.keywordStochastic systemsspa
dc.subject.keywordWind powerspa
dc.subject.keywordChance constraintspa
dc.subject.keywordHydro-dominated systemsspa
dc.subject.keywordOperation planningspa
dc.subject.keywordRisk aversionspa
dc.subject.keywordStochastic dual dynamic programmingspa
dc.subject.keywordDynamic programmingspa
dc.subject.keywordChance-constraintspa
dc.subject.keywordHydro-dominated systemspa
dc.subject.keywordOperation planningspa
dc.subject.keywordRisk aversionspa
dc.subject.keywordStochastic dual dynamic programmingspa
dc.titleRisk-averse stochastic dual dynamic programming approach for the operation of a hydro-dominated power system in the presence of wind uncertaintyspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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