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arXiv 2603.02404math.OC
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考虑存储和可再生能源的容量市场随机优化

Stochastic Optimization for Resource Adequacy in Capacity Markets with Storage and Renewables

Operations Research Center, MIT(麻省理工学院操作研究中心);ISO-New England(新英格兰独立系统运营商)

Baptiste Rabecq, Andy Sun, Feng Zhao, Tongxin Zheng, Xiaochu Wang, Yufan Zhang

AI总结:

本文提出了一种考虑存储和可再生能源的容量市场随机优化方法,通过两阶段随机规划模型和随机分解算法,实现对容量采购问题的高效求解,提升可靠性评估的精度和计算效率。

摘要:

存储和可再生能源的整合从根本上改变了资源充足性分析。由于存储在时间上耦合决策,它使基于时间无关容量需求曲线的传统可靠性模型失效。此外,可再生能源引入了时间相关性的间歇性。为此,我们将容量采购问题作为两阶段随机规划问题来制定,其中容量决策在第一阶段做出,而预期未满足的能量通过第二阶段调度问题进行评估,该问题考虑了诸如发电机故障等不确定性,通过马尔可夫链、时间相关可再生能源输出和随机负荷。我们将在包含305台发电机的新英格兰系统上实现所得到的随机容量采购(SCP)模型,包括传统、可再生能源和存储单元。使用随机分解(SD)算法,我们用多达20,000个蒙特卡洛样本解决SCP问题,每个样本代表超过4,300小时的不确定性轨迹。我们分析了SD的收敛行为,并显示随机规划的收敛速度比可靠估计可靠性指标更快,而可靠性指标需要比典型随机规划中使用的样本更多的样本。这些结果表明,时间详细程度的蒙特卡洛采样可以以计算上可行的方式整合到容量采购优化中,使在现实系统规模上能够以受控的统计精度进行可靠性评估。

英文摘要:

The integration of storage and renewable resources fundamentally alters resource-adequacy analysis. Because storage couples decisions across time, it invalidates the traditional reliability models that are based on time-independent capacity demand curves. Moreover, renewables introduce temporally correlated intermittency. To address this, we formulate the capacity procurement problem as a two-stage stochastic program, where the capacity decision is made in the first stage, while the expected unserved energy is evaluated by a second-stage dispatch problem that considers uncertainties such as generator failures via Markov chains, temporally correlated renewable output, and stochastic load. We implement the resulting stochastic capacity procurement (SCP) model on a New England system with 305 generators, including conventional, renewable, and storage units. Using the stochastic decomposition (SD) algorithm, we solve the SCP with up to 20,000 Monte Carlo samples, each representing a six-month trajectory of more than 4,300 hours of uncertainty across all units. We analyze the convergence behavior of SD and show that convergence for the stochastic program happens faster than reliable estimation of the reliability metrics, which require more samples than are used in typical stochastic programs. These results show that chronologically detailed Monte Carlo sampling can be integrated into capacity procurement optimization in a computationally tractable manner, enabling reliability evaluation with controlled statistical accuracy at realistic system scales.

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。

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