波动环境下存储的可靠性价值
The Reliability Value of Storage in a Volatile Environment
AI总结：
本文研究在供应和需求不确定且存在供应摩擦的系统中，存储对提高可靠性的价值，通过最小化无限时域内停电的期望折现成本，分析了线性与严格凸阶段成本下的最优存储策略及其对停电概率分布的影响。
摘要：
本文研究了在供应和需求不确定且存在供应摩擦的系统中，存储对确保可靠性的价值。存储作为供应源是无摩擦的，但一旦使用，无法立即充满。重点应用是电力供应网络，其中基础供应和需求被假设为完美匹配，而偏离基础的部分被建模为具有随机到达的随机冲击。由于摩擦，主要供应源无法跟踪随机的激增冲击。当存储可用时，可以用于完全或部分补偿需求激增或供应损失。以最大化系统可靠性为目标的最优存储利用问题被表述为最小化无限时域内停电的期望折现成本。结果表明，当阶段成本与停电规模成线性关系时，最优策略是短视的，即所有冲击都由存储补偿，直至存储的可用水平。然而，当阶段成本严格凸时，可能最优的做法是削减部分需求并允许当前小规模停电，以维持更高的储备水平，从而避免未来大规模停电。本文还研究了存储容量在提高系统可靠性方面的价值，以及不同阶段成本下相关最优策略对停电概率分布的影响。
英文摘要：
This paper examines the value of storage in securing reliability of a system with uncertain supply and demand, and supply friction. The storage is frictionless as a supply source, but once used, it cannot be filled up instantaneously. The focus application is a power supply network in which the base supply and demand are assumed to match perfectly, while deviations from the base are modeled as random shocks with stochastic arrivals. Due to friction, the random surge shocks cannot be tracked by the main supply sources. Storage, when available, can be used to compensate, fully or partially, for the surge in demand or loss of supply. The problem of optimal utilization of storage with the objective of maximizing system reliability is formulated as minimization of the expected discounted cost of blackouts over an infinite horizon. It is shown that when the stage cost is linear in the size of the blackout, the optimal policy is myopic in the sense that all shocks are compensated by storage up to the available level of storage. However, when the stage cost is strictly convex, it may be optimal to curtail some of the demand and allow a small current blackout in the interest of maintaining a higher level of reserve to avoid a large blackout in the future. The value of storage capacity in improving system's reliability, as well as the effects of the associated optimal policies under different stage costs on the probability distribution of blackouts are examined.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
