Stochastic Optimal Control of the Storage System to Limit Ramp Rates of Wind Power Output

Abstract

The purpose of this paper is to reduce the required amounts of ancillary services, by limiting ramp rates of wind power through control of a storage system. Storage operation policies to limit the ramp rate of net production (wind + storage output) are optimized in a two-stage stochastic linear program with fixed recourse. Operation policies decide the storage operation based on the probability density function of one step ahead wind power, which is forecasted by a Gaussian process. In this optimization problem, it is assumed that a financial penalty is incurred when violating the ramp rate limit (RRL), and that the penalty is linearly proportional to the number of MW per period above or below the RRLs. The L-shaped method is used to reduce the number of constraints caused by various wind power scenarios. Then, the storage specification is determined based on minimizing the sum of the penalty costs and the investment costs of the storage system. The ultimate goal of this paper is to find the relationship between the financial penalties and the RRL.