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Application of stochastic dual dynamic programming to the real-time dispatch of storage under renewable supply uncertainty

Author

Listed:
  • Anthony Papavasiliou
  • Yuting Mou
  • Léopold Cambier
  • Damien Scieur

Abstract

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Suggested Citation

  • Anthony Papavasiliou & Yuting Mou & Léopold Cambier & Damien Scieur, 2018. "Application of stochastic dual dynamic programming to the real-time dispatch of storage under renewable supply uncertainty," LIDAM Reprints CORE 3044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:3044
    Note: In : IEEE Transactions on Sustainable Energy, 9(2), 547-558, 2018
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    Cited by:

    1. Xiong, Houbo & Zhou, Yue & Guo, Chuangxin & Ding, Yi & Luo, Fengji, 2023. "Multi-stage risk-based assessment for wind energy accommodation capability: A robust and non-anticipative method," Applied Energy, Elsevier, vol. 350(C).
    2. Felipe Nazare & Alexandre Street, 2021. "Solving Multistage Stochastic Linear Programming via Regularized Linear Decision Rules: An Application to Hydrothermal Dispatch Planning," Papers 2110.03146, arXiv.org, revised Jan 2023.
    3. Luyu Wang & Houbo Xiong & Yunhui Shi & Chuangxin Guo, 2023. "Rolling Horizon Robust Real-Time Economic Dispatch with Multi-Stage Dynamic Modeling," Mathematics, MDPI, vol. 11(11), pages 1-20, June.
    4. Psarros, Georgios N. & Papathanassiou, Stavros A., 2020. "Internal dispatch for RES-storage hybrid power stations in isolated grids," Renewable Energy, Elsevier, vol. 147(P1), pages 2141-2150.
    5. Yin, S. & Wang, J. & Li, Z. & Fang, X., 2021. "State-of-the-art short-term electricity market operation with solar generation: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 138(C).
    6. De Vivero-Serrano, Gustavo & Bruninx, Kenneth & Delarue, Erik, 2019. "Implications of bid structures on the offering strategies of merchant energy storage systems," Applied Energy, Elsevier, vol. 251(C), pages 1-1.
    7. Yang, Jun & Su, Changqi, 2021. "Robust optimization of microgrid based on renewable distributed power generation and load demand uncertainty," Energy, Elsevier, vol. 223(C).
    8. Hlalele, Thabo G. & Naidoo, Raj M. & Bansal, Ramesh C. & Zhang, Jiangfeng, 2020. "Multi-objective stochastic economic dispatch with maximal renewable penetration under renewable obligation," Applied Energy, Elsevier, vol. 270(C).
    9. Yıldıran, Uğur, 2023. "Robust multi-stage economic dispatch with renewable generation and storage," European Journal of Operational Research, Elsevier, vol. 309(2), pages 890-909.
    10. Erfan Mohagheghi & Mansour Alramlawi & Aouss Gabash & Pu Li, 2018. "A Survey of Real-Time Optimal Power Flow," Energies, MDPI, vol. 11(11), pages 1-20, November.
    11. Street, Alexandre & Valladão, Davi & Lawson, André & Velloso, Alexandre, 2020. "Assessing the cost of the Hazard-Decision simplification in multistage stochastic hydrothermal scheduling," Applied Energy, Elsevier, vol. 280(C).
    12. Paula Medina Maçaira & Yasmin Monteiro Cyrillo & Fernando Luiz Cyrino Oliveira & Reinaldo Castro Souza, 2019. "Including Wind Power Generation in Brazil’s Long-Term Optimization Model for Energy Planning," Energies, MDPI, vol. 12(5), pages 1-20, March.
    13. Erfan Mohagheghi & Mansour Alramlawi & Aouss Gabash & Frede Blaabjerg & Pu Li, 2020. "Real-Time Active-Reactive Optimal Power Flow with Flexible Operation of Battery Storage Systems," Energies, MDPI, vol. 13(7), pages 1-17, April.
    14. Nazare, Felipe & Street, Alexandre, 2023. "Solving multistage stochastic linear programming via regularized linear decision rules: An application to hydrothermal dispatch planning," European Journal of Operational Research, Elsevier, vol. 309(1), pages 345-358.
    15. Psarros, Georgios N. & Papathanassiou, Stavros A., 2023. "Generation scheduling in island systems with variable renewable energy sources: A literature review," Renewable Energy, Elsevier, vol. 205(C), pages 1105-1124.

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