Three-Stage Robust Unit Commitment Considering Decreasing Uncertainty in Wind Power Forecasting

Abstract

To ensure powersupply–demand balance under the increasing penetration of wind power, the existing nonanticipative robust unit commitment models (NRUCs) co-optimize the commitment status and the dispatch policy of power sources. Exploiting the fact that the wind power uncertainty reduces over time, this article proposes an NRUC where determining the dispatch policy is delayed until the uncertainty decreases. The proposed NRUC features three decision-making problems sequentially solved under different degrees of uncertainty. The first decision-making problem is formulated as an intractable three-stage robust optimization problem. To solve this problem, a suboptimal approach is developed where a constraint is imposed on the dispatch policy so that the transmission capacity constraint is met regardless of the dispatch level. Results of simulations on a 24-bus and a 300-bus test system show that the proposed NRUC outperforms existing NRUCs regarding feasibility and optimality under currently severe but decreasing wind power uncertainty.