Commitment and dispatch with uncertain wind generation by dynamic programming

IEEE Transactions on Sustainable Energy

Volumn 3, Issue 4, 2012, Pages 724-734

  Hargreaves, J J ^a   Hobbs, B F ^b  

^a Energy and Environmental Economics Inc   (United States)

^b JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

Markov chains; Monte Carlo simulation; power market models; renewable energy integration; stochastic dynamic programming (SDP)

Indexed keywords

DETERMINISTIC MODELING; IMPERFECT INFORMATION; OPERATING RESERVE; POWER MARKETS; RENEWABLE ENERGY INTEGRATIONS; STOCHASTIC DYNAMIC PROGRAMMING; THERMAL RAMP RATES; TOTAL PRODUCTION COST;

COMPUTER SIMULATION; MARKOV PROCESSES; MONTE CARLO METHODS; OPERATING COSTS; STOCHASTIC SYSTEMS; WEATHER FORECASTING;

STOCHASTIC MODELS;

EID: 84883222957     PISSN: 19493029     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSTE.2012.2199526     Document Type: Article

References (26)

1. IEA, IEA Wind Energy Annual Report 2008 2009.
2. N.C. Solar Center, State Renewable Incentives 2009 [Online]. Available: www.dsireusa.org, (accessed Oct. 22, 2009)
3. M. B. Lively, "Renewable electric power-Too much of a good thing: Looking At ERCOT," in US Association for Energy Economics Dialogue, 2009, vol. 17, no. 2, pp. 21-27.
4. L. Soder and H. Holttinen, "On methodology for modeling wind power impact on power systems," Int. J. Global Energy Issues, vol. 29, no. 1/2, pp. 181-198, 2008.
5. J. C. Smith, M. R. Milligan, E. A. DeMeo, and B. Parsons, "Utility wind integration and operating impact state of the art," IEEE Trans. Power Syst., vol. 22, no. 3, pp. 900-908, Aug. 2008.
6. NREL, Eastern Wind Integration and Transmission Study 2010 [Online]. Available: www.nrel.gov/wind/systemsintegration/ewits.html
7. NREL, Western Wind and Solar Integration Study 2010 [Online]. Available: www.nrel.gov/wind/systemsintegration/wwsis.html
8. E. Ela, M. Milligan, B. Parsons, D. Lew, and D. Corbus, "The evolution of wind power integration studies: Past, present, and future," in Proc. Power & Energy Society General Meeting, Calgary, Canada, 2009.
9. B. C. Ummels, M. Gibescu, E. Pelgrum, W. L. Kling, and A. J. Brand, "Impacts of wind power on thermal generation unit commitment and dispatch," IEEE Trans. Energy Convers., vol. 22, no. 1, pp. 44-51, Mar. 2007. (Pubitemid 46487475)
10. H. Holttinen et al., "Impacts of large amounts of wind power on design and operation of power systems, results of IEA collaboration," in Proc. 8th Int. Workshop on Large-Scale Integration of Wind Power into Power Systems, Bremen, 2009.
11. H. Holttinen, P. Meibom, A. Orths, M. O'Malley, B. C. Ummels, J. O. Tande, A. Estanqueiro, E. Gomez, J. C. Smith, and E. Ela, "Impacts of large amounts of wind power on design and operation of power systems; results of IEA collaboration," in Proc. Windpower 2008, Houston, TX, 2008.
12. Y. V. Makariv, C. Loutan, J. Ma, and P. de Mello, "Operational impacts of wind generation on california power systems," IEEE Trans. Power Syst., vol. 24, no. 2, pp. 1039-1050, May 2008.
13. B. F. Hobbs, "Optimization methods for electric utility resource planning," Eur. J. Operation. Res., vol. 83, pp. 1-20, 1995.
14. M. Ventosa, A. Baillo, A. Ramos, and M. Rivier, "Electricity market modeling trends," Energy Policy, vol. 33, pp. 897-913, 2005.
15. R. Doherty and M. O'Malley, "New approach to quantify reserve demand in systems with significant installed wind capacity," IEEE Trans. Power Syst., vol. 20, no. 2, pp. 587-595, May 2005. (Pubitemid 40699684)
16. B. F. Hobbs, M. H. Rothkopf, R. P. O'Neill, and H. Chao, The Next Generation of Electric Power Unit Commitment Models. Norwell, MA: Kluwer, 2001.
17. J. Wang, M. Shahidehpour, and Z. Li, "Security constrained unit commitment with volatile wind power generation," IEEE Trans. Power Syst., vol. 23, no. 3, pp. 1319-1327, Aug. 2008.
18. G. Papaefthymiou and B. Klockl, "MCMC for wind power simulation," IEEE Trans. Energy Convers., vol. 23, no. 1, pp. 234-240, Mar. 2008.
19. D. J. Swider and C. Weber, "The costs of wind intermittency in Germany: Application of a stochastic electricity market model," Eur. Trans. Elect. Power, vol. 17, pp. 151-172, 2007. (Pubitemid 46525668)
20. A. Tuohy, P. Meibom, E. Denny, and M. O'Malley, "Unit commitment for systems with significant wind penetration," IEEE Trans. Power Syst., vol. 24, no. 2, pp. 592-601, May 2009.
21. P. Meibom, H. V. Larsen, R. Barth, H. Brand, C. Weber, and O. Voll, Wilmar Joint Market Model Documentation Riso National Laboratory, Denmark, 2006.
22. R. Bellman, Dynamic Programming. Princeton, NJ: Princeton Univ. Press, 1957.
23. C. Wang and S. M. Shahidehpour, "Effects of ramp-rate limits on unit commitment and economic dispatch," IEEE Trans. Power Syst., vol. 8, no. 3, pp. 1341-1350, Aug. 1993.
24. ECN Department of Policy Studies, The Netherlands [Online]. Available: www.ecn.nl/units/ps/
25. A. H. van der Weijde and B. F. Hobbs, "Locational-based coupling of electricity markets: Benefits from coordinating unit commitment and balancing markets," J. Regulatory Econ., vol. 39, no. 3, pp. 223-251, 2011.
26. N. Langrené, W. van Ackooij, and F. Bréant, "Dynamic constraints for aggregated units: Formulation and application," IEEE Trans. Power Syst., vol. 26, no. 3, pp. 1349-1356, Aug. 2011.