A Distributionally Robust Co-Ordinated Reserve Scheduling Model Considering CVaR-Based Wind Power Reserve Requirements

The reserve scheduling problem becomes more difficult to handle when wind power is increasing at a rapid rate in power systems and the complete information on the stochasticity of wind power is hard to be obtained. In this paper, considering the uncertainty on the probability distribution (PD) of the wind power forecast error (WPFE), a distributionally robust co-ordinated reserve scheduling (DRCRS) model is proposed, aiming to minimize the total procurement cost of conventional generation and reserve, while satisfying the security requirement over all possible PDs of WPFE. In this model, a distributionally robust formulation based on the concept of conditional value-at-risk (CVaR) is presented to obtain the reserve requirement of wind power. In addition, to achieve tractability of the scheduling model, the random variable that refers to WPFE in the scheduling model is eliminated, equivalently converting the stochastic model into a deterministic bilinear matrix inequality problem that can be effectively solved. Case studies based on the IEEE-39 bus system are used to verify the effectiveness of the proposed method. The results are compared with the normal distribution based co-ordinated reserve scheduling (NDCRS) method that assumes WPFE is of normal distribution.

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