A Chance-Constrained Two-Stage Stochastic Program for Unit Commitment With Uncertain Wind Power Output
作者： Qianfan Wang , Yongpei Guan , Jianhui Wang , None
DOI: 10.1109/TPWRS.2011.2159522
关键词: Control theory 、 Approximation algorithm 、 Mathematics 、 Electricity generation 、 Stochastic programming 、 Mathematical optimization 、 Optimization problem 、 Power system simulation 、 Process (computing) 、 Wind power 、 Stochastic process
摘要: In this paper, we present a unit commitment problem with uncertain wind power output. The problem is formulated as a chance-constrained two-stage (CCTS) stochastic program. Our model ensures that, with high probability, a large portion of the wind power output at each operating hour will be utilized. The proposed model includes both the two-stage stochastic program and the chance-constrained stochastic program features. These types of problems are challenging and have never been studied together before, even though the algorithms …
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