基于滚动预测的能源受限和随机能源系统风险管理
系统与控制
2024-07-19 v1 系统与控制
摘要
我们研究针对具有随机风力发电、储能和有限燃料的能源系统的最优运行的风险感知线性策略近似。 resulting problem is a sequential decision-making problem with rolling forecasts. In addition to a risk-neutral objective, this paper formulates two risk-aware objectives that control the conditional value-at-risk of system cost and the buffered probability of exceeding a predefined threshold of unserved load. The resulting policy uses a parameter-modified cost function approximation that reduces the computational load compared to the direct inclusion of those risk measures in the problem objective. We demonstrate our method on a numerical case study.
关键词
引用
@article{arxiv.2407.13626,
title = {Managing Risk using Rolling Forecasts in Energy-Limited and Stochastic Energy Systems},
author = {Thomas Mortimer and Robert Mieth},
journal= {arXiv preprint arXiv:2407.13626},
year = {2024}
}