Application of Stochastic Dual Dynamic Programming to the Real-Time Dispatch of Storage under Renewable Supply Uncertainty

This paper presents a multi-stage stochastic programming formulation of transmission-constrained economic dispatch subject to multi-area renewable production uncertainty, with a focus on optimizing the dispatch of storage in real-time operations. This problem is resolved using stochastic dual dynami...

Full description

Saved in:
Bibliographic Details
Published in:IEEE Power & Energy Society General Meeting p. 1
Main Authors: Papavasiliou, Anthony, Mou, Yuting, Cambier, Leopold, Scieur, Damien
Format: Conference Proceeding
Language:English
Published: IEEE 01.08.2018
Subjects:
Dynamic programming
Econometrics
Operations research
Programming
Real-time systems
Uncertainty
ISSN:1944-9933
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Abstract This paper presents a multi-stage stochastic programming formulation of transmission-constrained economic dispatch subject to multi-area renewable production uncertainty, with a focus on optimizing the dispatch of storage in real-time operations. This problem is resolved using stochastic dual dynamic programming. The applicability of the proposed approach is demonstrated on a realistic case study of the German power system calibrated against the solar and wind power integration levels of 2013-2014, with a 24-hour horizon and 15-minute time step. The value of the stochastic solution relative to the cost of a deterministic policy amounts to 1.1%, while the value of perfect foresight relative to the cost of the stochastic programming policy amounts to 0.8%. The relative performance of various alternative real-time dispatch policies is analyzed, and the sensitivity of the results is explored.
AbstractList This paper presents a multi-stage stochastic programming formulation of transmission-constrained economic dispatch subject to multi-area renewable production uncertainty, with a focus on optimizing the dispatch of storage in real-time operations. This problem is resolved using stochastic dual dynamic programming. The applicability of the proposed approach is demonstrated on a realistic case study of the German power system calibrated against the solar and wind power integration levels of 2013-2014, with a 24-hour horizon and 15-minute time step. The value of the stochastic solution relative to the cost of a deterministic policy amounts to 1.1%, while the value of perfect foresight relative to the cost of the stochastic programming policy amounts to 0.8%. The relative performance of various alternative real-time dispatch policies is analyzed, and the sensitivity of the results is explored.
Author Papavasiliou, Anthony
Cambier, Leopold
Mou, Yuting
Scieur, Damien
Author_xml – sequence: 1
  givenname: Anthony
  surname: Papavasiliou
  fullname: Papavasiliou, Anthony
  organization: Center for Operations Research and Econometrics, Université catholique de Louvain
– sequence: 2
  givenname: Yuting
  surname: Mou
  fullname: Mou, Yuting
  organization: Center for Operations Research and Econometrics, Université catholique de Louvain
– sequence: 3
  givenname: Leopold
  surname: Cambier
  fullname: Cambier, Leopold
  organization: Institute for Computational and Mathematical Engineering, Stanford University
– sequence: 4
  givenname: Damien
  surname: Scieur
  fullname: Scieur, Damien
  organization: the Computer Science Department, Ecole normale Sup´erieure d'Ulm
BookMark eNotUN1KwzAYjaKgzr2A3uQFOpM0v5djm1OYONx2PZLu6xZp05JmSH16C-7cHA6cHzgP6CY0ARB6omRCKTEv68Vm-TFhhOqJFlpyJq_Q2ChNRa6lUiRn1-ieGs4zY_L8Do277psMEFxJye7R77RtK1_Y5JuAmxJvUlOcbJd8gednW-F5H2w9iHVsjtHWtQ9HnBqcToC_wFbZ1teA575rbSpOl4Joj4DP4QBx8AT4sa4CvDkPQz3ehQJisj6k_hHdlrbqYHzhEdq9Lrazt2z1uXyfTVeZp0SkzDGnygKUBCfEQTOwOeeS8VIZTg6MGi0pp6ZwzpVEl9pIJgQbEpaCokrmI_T83-sBYN9GX9vY7y9v5X9jSGF3
ContentType Conference Proceeding
DBID 6IE
6IH
CBEJK
RIE
RIO
DOI 10.1109/PESGM.2018.8586426
DatabaseName IEEE Electronic Library (IEL) Conference Proceedings
IEEE Proceedings Order Plan (POP) 1998-present by volume
IEEE Xplore All Conference Proceedings
IEEE Xplore Digital Library
IEEE Proceedings Order Plans (POP) 1998-present
DatabaseTitleList
Database_xml – sequence: 1
  dbid: RIE
  name: IEEE Xplore Digital Library
  url: https://ieeexplore.ieee.org/
  sourceTypes: Publisher
DeliveryMethod fulltext_linktorsrc
Discipline Engineering
EISBN 9781538677032
1538677032
EISSN 1944-9933
EndPage 1
ExternalDocumentID 8586426
Genre orig-research
GroupedDBID 29O
6IE
6IF
6IH
6IL
6IM
6IN
AAJGR
AAWTH
ABLEC
ACGFS
ADZIZ
ALMA_UNASSIGNED_HOLDINGS
BEFXN
BFFAM
BGNUA
BKEBE
BPEOZ
CBEJK
CHZPO
IEGSK
IJVOP
M43
OCL
RIE
RIL
RIO
ID FETCH-LOGICAL-i105t-b2b7fce76eb55d82ea344624f7940d219861419cbbbf08f8962552fcea1e71763
IEDL.DBID RIE
ISICitedReferencesCount 0
ISICitedReferencesURI http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000457893902152&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
IngestDate Wed Aug 27 02:52:45 EDT 2025
IsPeerReviewed false
IsScholarly true
Language English
LinkModel DirectLink
MergedId FETCHMERGED-LOGICAL-i105t-b2b7fce76eb55d82ea344624f7940d219861419cbbbf08f8962552fcea1e71763
PageCount 1
ParticipantIDs ieee_primary_8586426
PublicationCentury 2000
PublicationDate 2018-Aug.
PublicationDateYYYYMMDD 2018-08-01
PublicationDate_xml – month: 08
  year: 2018
  text: 2018-Aug.
PublicationDecade 2010
PublicationTitle IEEE Power & Energy Society General Meeting
PublicationTitleAbbrev PESGM
PublicationYear 2018
Publisher IEEE
Publisher_xml – name: IEEE
SSID ssj0000547662
Score 2.0348592
Snippet This paper presents a multi-stage stochastic programming formulation of transmission-constrained economic dispatch subject to multi-area renewable production...
SourceID ieee
SourceType Publisher
StartPage 1
SubjectTerms Dynamic programming
Econometrics
Operations research
Programming
Real-time systems
Uncertainty
Title Application of Stochastic Dual Dynamic Programming to the Real-Time Dispatch of Storage under Renewable Supply Uncertainty
URI https://ieeexplore.ieee.org/document/8586426
WOSCitedRecordID wos000457893902152&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
link http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwlV1LT8JAEN4A8aAXH2B8Zw8eLZTtY7dHI6AHJUQk4Ub2MRtJlJpaTPDXO9tW0MSLt6bpbJuddOabnflmCLkMwDBpgtCLpB94oZKBJ9xpU1f7YBIThVIWTVzv-XAoptNkVCNXay4MABTFZ9B2l0Uu36R66Y7KOiISCJfjOqlzzkuu1vo8BaEHj2P2zYvxk86oP759cMVbol0J_pqgUjiQwe7_Xr1HWhsmHh2tfcw-qcHigOz8aCLYJJ_Xmxw0TS0d56l-lq79Mu0t5QvtlTPn3TKuEusVhWieUgR-9BFRoudIILQ3R8uCCqwWyNDKUEcvy_AZBN6OX0WLAaArOsFvKsoI8lWLTAb9p5s7r5qo4M0RR-WeYopbDTwGFUVGMJABhoMstPhX-gaNl0Bv3U20Usr6wooEo6OIoYTsAsZ9cXBIGot0AUeEJirSDCwCMu0ylzwBbZW2wirOLBg4Jk23i7O3smnGrNrAk79vn5Jtp6iysu6MNPJsCedkS3_k8_fsotD0F4j4rVU
linkProvider IEEE
linkToHtml http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwlV1LT8JAEN4gmqgXH2B8uwePFtrta3s0AmIEQgQSbmR3OxtJlJpaTPDXO1sqaOLFW9N0ts1OOvPNznwzhFy7EDMRu57lC9u1PClci5vTJkfZEEex7wmRN3HthL0eH4-jfoncrLgwAJAXn0HNXOa5_DhRc3NUVuc-R7gcbJBN3_OYs2RrrU5UEHyEQcC-mTF2VO83B_ddU77Fa4XorxkquQtp7f3v5fukuubi0f7KyxyQEswOye6PNoIV8nm7zkLTRNNBlqhnYRow08ZcvNDGcuq8WcbUYr2iEM0SitCPPiFOtAwNhDamaFtQhcUCKdoZaghmKT6D0NswrGg-AnRBR_hNeSFBtqiSUas5vGtbxUwFa4pIKrMkk6FWEAYgfT_mDISLASHzNP6Xdozmi6O_diIlpdQ21zzC-MhnKCEcwMgvcI9IeZbM4JjQSPqKgUZIpkzuMoxAaak01zJkGmI4IRWzi5O3ZduMSbGBp3_fviLb7WG3M-k89B7PyI5R2rLO7pyUs3QOF2RLfWTT9_Qy1_oXtbuwnA
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=proceeding&rft.title=IEEE+Power+%26+Energy+Society+General+Meeting&rft.atitle=Application+of+Stochastic+Dual+Dynamic+Programming+to+the+Real-Time+Dispatch+of+Storage+under+Renewable+Supply+Uncertainty&rft.au=Papavasiliou%2C+Anthony&rft.au=Mou%2C+Yuting&rft.au=Cambier%2C+Leopold&rft.au=Scieur%2C+Damien&rft.date=2018-08-01&rft.pub=IEEE&rft.eissn=1944-9933&rft.spage=1&rft.epage=1&rft_id=info:doi/10.1109%2FPESGM.2018.8586426&rft.externalDocID=8586426