Multi-Stage Stochastic Programming With Nonanticipativity Constraints for Expansion of Combined Power and Natural Gas Systems

被引：126

作者：

Ding, Tao ^{[1
]}

Hu, Yuan ^{[1
]}

Bie, Zhaohong ^{[1
]}

机构：

[1] Xi An Jiao Tong Univ, Sch Elect Engn, State Key Lab Elect Insulat & Power Equipment, Xian 710049, Shaanxi, Peoples R China

来源：

IEEE TRANSACTIONS ON POWER SYSTEMS | 2018年 / 33卷 / 01期

基金：

中国博士后科学基金; 中国国家自然科学基金;

关键词：

Multi-stage stochastic programming; nonanticipacivity constraints; natural gas and power network expansion co-planning; scenario tree; sequential decision making; ELECTRICITY NETWORK; SCENARIO REDUCTION; WIND ENERGY; COORDINATION; OPTIMIZATION;

D O I：

10.1109/TPWRS.2017.2701881

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A novel multi-stage stochastic programming model is proposed for the expansion coplanning of gas and power networks considering the uncertainties in net load demand. Meanwhile, the nonanticipativity constraints are taken into account to guarantee the decisions should only depend on the information of realized uncertainties up to the present stage. Compared with the traditional two-stage stochastic programming model, the proposed multi-stage stochastic programming model yields sequential investment decisions with the uncertainties revealed gradually over time, such that the investment decisions are capable of keeping future options open and can shift from "never be changed" decisions to a flexible "wait and see" decisions. The test on three systems shows the effectiveness of the proposed multi-stage stochastic programming model.

引用

页码：317 / 328

页数：12

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