886
2, APRIL 2016
Self Scheduling of Plug-In Electric Vehicle
Aggregator to Provide Balancing
Services for Wind Power
Marina Gonzlez Vay, Student Member, IEEE, and Gran Andersson, Fellow, IEEE
AbstractThis paper focuses on the self-scheduling problem
of an aggregator of plug-in electric vehicles (PEVs) purchasing
energy in the day-ahead market, and offering balancing services
for a wind power producer, i.e., committing to compensate the
forecast errors of wind power plants. The aggregated charging
and discharging flexibility of the PEV fleet is represented by a
probabilistic virtual battery model, accounting for the uncertainty
in the driving patterns of PEVs. Another source of uncertainty
is related to the balancing requests, which are a function of the
forecasted wind power output. A scenario-based robust approach
is used to tackle both sources of uncertainty in a tractable way.
The interdependency between the day-ahead market prices and
the aggregators bidding decisions is addressed using complemen-
tarity models. A case study analyzes the capability of the PEV
aggregation to provide balancing services, for different settings
of the balancing contract, and both with and without the use of
vehicle-to-grid.
Index TermsPlug-in electric vehicles, demand-side flexibility,
balancing power, distributed storage, stochastic optimization.
I. I NTRODUCTION
T WO recent development trends bring about new chal-
lenges, but also new opportunities for power systems. One
is an increasing penetration of plug-in electric vehicles (PEVs),
which represent at the same time new, mobile loads, and dis-
tributed storage resources. The other is the increasing share of
fluctuating renewable energy sources (RES) in the generation
mix, with a weather-dependent output that cannot be perfectly
forecasted. The synergies between PEVs and RES have been
the subject of some studies [1], [2]. On one hand, RES can
provide electricity for vehicle charging at low marginal costs
and CO2 emissions [1]. On the other hand, PEVs could cover
part of the increasing need for storage to balance intermittent
RES [3]. Some studies [2], [4], [5] conclude that PEVs could
help integrate wind power into power systems. In order to seize
the potential of PEV fleets as renewable energy enablers, vehi-
cle charging needs to be managed, either directly or indirectly
[6]. The entity in charge of coordinating PEV charging is usu-
ally called aggregator. The charging flexibility can be exploited
Manuscript received April 14, 2015; revised August 13, 2015 and October
21, 2015; accepted October 30, 2015. Date of publication December 03,
2015; date of current version March 18, 2016. This work was supported by
the European Union Seventh Framework Programme (FP7/2007-2013) under
negotiation no. 608957. Paper no. TSTE-00284-2015.
The authors are with the Power Systems Laboratory, ETH Zurich, Zurich
8092, Switzerland (e-mail: marina.gonzalezvaya@alumni.ethz.ch; andersson@
eeh.ee.ethz.ch).
Color versions of one or more of the figures in this paper are available online
at http://ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TSTE.2015.2498521
1949-3029 2015 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.
IEEE TRANSACTIONS ON SUSTAINABLE ENERGY, VOL. 7, NO.
by shifting charging in time, using unidirectional charging only
[7], or by additionally discharging energy to the grid, which is
referred to as vehicle-to-grid (V2G).
In this paper, we approach the self-scheduling problem of a
PEV aggregator who bids in the day-ahead market to purchase
energy on behalf of a PEV fleet, and, at the same time, enters a
bilateral contract with a wind power producer to balance a frac-
tion of the producers wind power forecasting errors (respect
to the day-ahead forecast) during the next day. Therefore, the
aggregator, when deciding on its positions in the day-ahead
market, should leave enough charging flexibility to compen-
sate prediction errors in the wind power output throughout the
next day. A co-optimization trades off between the costs in
the day-ahead market and the revenues from providing bal-
ancing services, i.e. in order to provide balancing services the
aggregator may incur higher costs in the day-ahead market.
The clearing of the day-ahead market is modeled explicitly
using complementarity models [8]. The aggregator must ensure
that the end-use constraints of the PEVs under its management
are not violated. These individual constraints are integrated
into an aggregated virtual battery representation, character-
ized by a set of time-varying power and energy constraints.
These constraints are parameterized using individual driving
patterns (arrival and departure times, trip energy consump-
tion) obtained from a transport simulation [9]. A scenario-based
robust approach [10] ensures that the aggregator is able to com-
ply with the balancing contract without impacting the PEVs
end-use, given uncertainty a) in driving patterns [11], affecting
the availability and charging flexibility of the PEVs, and b) in
the wind power production [12], and therefore in the balancing
requests to be serviced.
A number of papers focus on the provision of ancillary ser-
vices by PEVs, such as primary [13], secondary [14], [15] and
tertiary frequency control [16]. In this paper, we specifically
consider the problem of balancing wind with aggregations of
PEVs, which has been addressed in [17][20]. These papers
focus on the balancing process [17][19] or determine poten-
tials [20], but do not address how to define the charging
baseline, i.e. there is no co-optimization of the goals of energy
cost minimization and wind balancing revenue maximization.
This type of co-optimization is found in [21], [22]. A three-level
controller is proposed in [21], scheduling power plants, includ-
ing wind, (1st level), PEV demand (2nd level), and real-time
PEV charging (3rd level). In [22], a common bidding strategy
for a PEV aggregator and a wind power producer in day-ahead
and regulation markets is proposed.
GONZLEZ VAY AND ANDERSSON: SELF SCHEDULING OF PLUG-IN ELECTRIC VEHICLE AGGREGATOR 887

The uncertainty in the flexibility of the fleet is not considered tced cumulative energy deviation due to balancing
in [21]. In [22], PEVs are modeled individually in a centralized tced,V2G cumulative energy deviation due to balancing
optimization problem, which may not be a tractable approach when discharging
for large fleets. Moreover, none of the mentioned approaches
provides (probabilistic) guarantees on the ability of the aggre-
Individual vehicle parameters:
gator to fulfill the balancing service given the uncertainty in V,low
Evt lower energy trajectory
driving patterns and balancing requests. V,low,free
The novel contributions of this paper, which extends our pre- Evt free lower energy trajectory
V,up
vious work in [11], [12], are the following: 1) We propose Evt upper energy trajectory
an aggregated, stochastic representation of the fleets charging V,low
Pvt lower power trajectory
(and discharging) flexibility, and a robust formulation of the V,up
Pvt upper power trajectory
fleets capability to respond to stochastic balancing requests.
uV
vt connection status
2) We assess the impact of the availability of vehicle-to-grid,
and of the characteristics of the balancing contract, on the
ability of a PEV aggregator to offer balancing services. Exogenous inputs:
The paper is structured as follows: II Methodology, III t time step duration
Case study, IV Conclusion. chance constraint confidence parameter
 chance constraint violation parameter
virtual battery efficiency
II. M ETHODOLOGY
et normalized expected down reserve request
After introducing the notation in II-A, the aggregators co- e+t normalized expected up reserve request
optimization problem is described in II-B. Thereafter, the D
cdt market demand bid price
stochastic model representing charging and discharging flex-
cSst market supply bid price
ibility (virtual battery model) is introduced in II-C. Finally, bid,max
II-D describes how to generate scenarios of balancing requests c maximum bid price
deg
(wind power forecast errors) and driving patterns. c degradation costs per unit of processed energy
EtA,ad virtual battery energy contribution of arriving and
departing vehicles
A. List of Symbols A,max
Et virtual battery energy upper bound
Indices: EtA,min virtual battery energy lower bound
t time steps {1 . . . T } A,min,free
d demand bids Et virtual battery free energy lower bound
s supply bids ft normalized wind power forecast
v vehicles g cap, down reserve capacity price
k scenarios {1 . . . K} g cap,+
up reserve capacity price
g en, down reserve energy price
Variables: en,+
g up reserve energy price
E virtual battery energy shift D,max
t day-ahead market clearing price Pdt demand bid volume
S,max
cA
t aggregators demand bid price Pst supply bid volume
Ct down reserve capacity PtA,max virtual battery power upper bound
Ct+ up reserve capacity PtA,max,free virtual battery free power upper bound
E0A virtual battery initial energy content PtA,min virtual battery power lower bound
EtA virtual battery energy content PtA,min,free virtual battery free power lower bound
PdtD
accepted demand bid volume PtA,min,V2G virtual battery power lower bound with V2G
S
Pst accepted supply bid volume
PtA accepted aggregator demand bid volume
B. Co-Optimization Problem
PtA,char expected charging power
The self-scheduling of a PEV aggregator placing demand
PtA,dis expected discharging power
bids in the day-ahead market, and entering a balancing contract
with a wind power producer is formulated as a bilevel optimiza-
Random variables: tion problem [11], see Fig. 1. The upper level represents the
e
t normalized down reserve request co-optimization problem of the aggregator, whereas the lower
e+
t normalized up reserve request level represents the day-ahead market clearing process.The
tx random variable associated with virtual battery day-ahead market modeled here contemplates self-scheduling
parameter x agents submitting independent supply/demand bids for each
888 IEEE TRANSACTIONS ON SUSTAINABLE ENERGY, VOL. 7, NO. 2, APRIL 2016

the capacity revenues from the balancing contract,

  cap,+ 
revcap = gt Ct+ + gtcap, Ct , (3)
t

and the energy revenues and payments linked to the expected

provided balancing energy,
  en,+ en, 
reven = gt e+ +
t Ct g t e t Ct , (4)
t

where e+
t and e
are the absolute values of the expected nor-
t
malized balancing energy requests. Since PEVs are modeled as
Fig. 1. Model overview.
an aggregation, and not individually, degradation costs in (2)
are computed based on the processed energy only, and not on
hour, as is the case in many European day-ahead markets, more complex models considering further parameters such as
such as the Swiss, and German-Austrian day-ahead markets. the depth of discharge [25], [26]. Results in [27] for realistic
Other papers focus on the Unit Commitment problem, includ- V2G utilization suggest that the processed energy is the most
ing PEVs, from the perspective of a system operator [23], [24]. important parameter to quantify battery degradation.The term
When the PEV aggregator is a market player important enough cdeg is computed as in [28, Eq. (13)], as the cost of the battery
to impact market prices, a model with endogenous prices, such divided by the total energy it can process until the end of life.
as the one proposed in this paper, is required. Because charging Since the aggregator groups a number of heterogenous PEVs,
demand is typically very flexible and can be shifted to a few with different battery types, in practice an average value for the
low-price hours, a visible increase in prices during those hours fleet would need to be estimated.
may already occur at modest PEV penetrations [11]. The aggregators minimization problem is subject to the
We assume that the balancing contract can potentially be intertemporal constraints that define the flexibility of the fleet,
separated into up/down balancing reserve components with denoted virtual battery constraints and described in the next
capacity Ct+ /Ct , respectively. Committing Ct+ means that, subsection (II-C). The upper level problem is given by
when the wind power realization at time step t is lower than
the forecasted value, the PEV aggregator has to compensate Min. costDA + costdeg revcap reven (5a)
UL ,LL
the forecast error corresponding to Ct+ installed wind capac- s.t. virtual battery constraints, (5b)
ity. This can be done by reducing the charging demand or by
using V2G. Similarly, down reserves are activated when the PtA + e+ +
t C t e t C t = Pt
A,char
PtA,dis , (5c)
wind outcome exceeds the forecast, and are serviced by increas- 0 PtA,char M uchar
t , (5d)
ing the charging demand. We assume a capacity remuneration,
with capacity prices gtcap,+ /gtcap, for up/down reserves, respec- M (ut 1) PtA,dis 0,
char
(5e)
tively. The energy delivered when providing up reserves is uchar
t {0, 1}, (5f)
remunerated at the price gten,+ and the energy drawn when pro- Ct 0, Ct+ 0, (7),

t, (5g)
viding down reserves is charged at the price gten, . The energy
t c
cA , t,
bid,max
and capacity prices of the balancing contract are considered (5h)
exogenous parameters, i.e. it is assumed that they have been with decision variables for the upper level problem
announced by the wind power producer in advance.1 These   
+
prices would depend in practice on the penalty that the wind UL = cA A,char
t , C t , C t , Pt , PtA,dis , uchar
t t; E0A , (6)
power producer has to pay for the imbalances of the wind power
A,char
plants under its management. where cA t are the prices of the aggregators bids, Pt and
A,dis
In the upper level problem, the aggregator minimizes its net Pt the expected aggregated charging and discharging power
costs, considering the costs of purchasing electricity in the day- values, respectively, defined by the integer variables uchar t
ahead market, through (5d), (5e), and E0A the initial energy content of the
 virtual battery.
costDA = t PtA t, (1) The market clearing price t and the accepted volume of
t the aggregators bid PtA stem from the solution of the market
clearing problem (7) for time step t
the costs from battery degradation when discharging energy  
(PtA,dis t) from the PEV batteries to the grid, Max. dt Pdt + ct Pt
cD D A A
cSst Pst
S
(7a)
LL
t
 
d

s
costdeg = cdeg PtA,dis t, (2) s.t. D
Pdt + PtA = S
Pst : t , (7b)
t s
d
1 Tomodel the energy and capacity prices of the balancing contract as 0 Pdt
D
Pdt
D,max
, d, 0 PtA PtA,max , (7c)
endogenous variables, the competition for the balancing contract could be
modeled by another set of lower level problems. 0 S
Pst S,max
Pst , s, (7d)
GONZLEZ VAY AND ANDERSSON: SELF SCHEDULING OF PLUG-IN ELECTRIC VEHICLE AGGREGATOR 889

with decision variables for the lower level problems 2) Determining the Virtual Battery Parameters: In the fol-

S
lowing, we briefly sketch how the parameters describing the
LL = LL t , t ; LL
t = Pst , s; Pdt , d; Pt
D A
. (8) virtual battery constraints are determined. For this purpose, a
In the lower level problem, the sum of consumer and pro- bottom-up approach is adopted, building on the driving patterns
ducer surplus is maximized, given the demand, aggregator and characteristics of individual PEVs. For each PEV, we define
V,up V,low
(demand), and supply bid prices cD A S upper and lower trajectories, Evt and Evt , for the energy
dt , ct and cst , respectively.
The market equilibrium is enforced by (7b). The associated dual in the battery of each vehicle v at time step t. These define
variable t is the market clearing price. The lower and upper the envelope of feasible energy trajectories. Since we do not
bounds of demand Pdt D
and aggregator demand bid volumes consider a fixed state of charge (SOC) for each vehicles bat-
S
(7c), as well as supply Pst bid volumes (7d), are also enforced. tery at the beginning of the optimization horizon, we compute
The upper level problem (5) and the lower level problems (7) these extreme trajectories under the assumption that the maxi-
need to be jointly solved. For this purpose, the bilevel problem mum SOC is reached at some point. Later, a possible shift from
is reformulated as an equivalent mixed-integer linear program. this reference is introduced. The upper trajectory of the energy
First, the lower level problems (7), which are convex (linear content is calculated assuming charging starts as soon as the
programming), are replaced by their Karush-Kuhn-Tucker con- vehicle parks. The lower energy trajectory corresponds to the
ditions. Second, linear reformulations are established for the case where charging is deferred as much as possible, under the
complementarity slackness conditions, and for the objective conditions that
function of the upper level problem. For brevity, we refer to (a) the vehicle should depart with enough energy in the
the derivation in [11], [29]. battery for the forthcoming trip,
To be able to compute the bilevel problem, the aggregator (b) the maximum SOC should be reached at some time of the
needs to estimate the supply and demand bids in the market. day (as mentioned above), and
Here, the aggregator uses a simple strategy, where the bids of (c) the total daily charge should be equal to the total daily
the previous week are the estimate of the bids of the current consumption.
week. Then, the aggregator uses the thereby computed accepted Because of conditions (b) and (c), the depth of discharge with
respect to the maximum SOC reference cannot be larger than
bid volumes as bid volumes, and sets cA t =c
bid,max
. To address
the uncertainty in market bids more accurately, bid curves can the normalized daily energy consumption.
be constructed by considering several scenarios of the lower When providing balancing services, it might be beneficial
level market clearing, see our work in [29]. to operate the battery around a lower SOC, i.e. to drop con-
dition (b). Moreover, due to random balancing requests, the
total daily charge can be somewhat higher or lower than the
C. Virtual Battery Constraints total daily consumption (violation of condition (c)). To ensure
1) Basic Equations: The charging/discharging flexibility of that the drivers energy needs are covered, only condition (a) is
the fleet is represented by a set of time-varying aggregated required. If conditions (b) and (c) are dropped, the SOC can
power and energy constraints. The basic equations of the virtual reach lower values than previously assumed. The corresponding
V,low,free
battery model are the following: lower energy profile is denoted Evt , and can be interpreted
as the minimum energy that should be in the battery at a given
energy dynamics EtA = E(t1)
A
+ PtA t + EtA,ad , (9a) time step t in order not to impact the end-use constraints of the
PEV driver.
energy bounds EtA,min EtA EtA,max , t, (9b)
As a next step, the upper and lower power trajectories of
V,up
power bounds PtA,min PtA PtA,max , t. (9c) each vehicle, Pvt V,low
and Pvt , are computed. Instead of sim-
V,max
ply assuming that a PEV can charge at maximum power Pvt
Variable EtA,ad represents the net effect of the increase in energy whenever it is plugged in, the fact that the charging power is
content due to the arrival of PEVs at a given time step, and the also constrained by the batterys energy content is taken into
reduction in energy content due to PEV departures. account, which yields
The aggregated parameters EtA,ad , EtA,min , EtA,max , PtA,min ,
   
and PtA,max are determined out of individual PEV parameters V,up
Pvt = min Pvt
V,max V,up
, Evt Ev(t1)
V,low
/ (v t) , (12)
and driving patterns (II-C2), the latter being subject to uncer-
tainty. For this reason, we introduce random variables, denoted    
V,up
, representing the uncertainty in each of the aggregated param-
V,low
Pvt = max 0, Evt
V,low
Ev(t1) / (v t) . (13)
eters, and replace (9) by the energy constraints
t 
  To determine the power trajectories without the full charge
min ad V,up,free
EtA,min + tE E0A + PA t + EA,ad + E (b) and daily energy recovery (c) conditions, denoted Pvt
V,low,free V,low V,low,free
=1 and Pvt , Ev is replaced by Ev in equations (12)
max
EtA,max + tE , t, (10) (13) above. If V2G is allowed, in addition to this change, the
lower bound of zero in (13) is replaced by Pvt V,max
. The cor-
V,low,V2G
and the power constraints responding lower trajectory is denoted Pvt . Note that
min max inelastic charging could be easily modeled by setting both the
PtA,min + tP PtA PtA,max + tP , t. (11) upper and lower power trajectories equal to a fixed trajectory.
890 IEEE TRANSACTIONS ON SUSTAINABLE ENERGY, VOL. 7, NO. 2, APRIL 2016

The aggregated virtual battery parameters are determined out

of the individual PEV trajectories as follows
  V,up
EtA,min = uV V,low
vt Evt , Et
A,max
= vt Evt , t,
uV (14)
v v

and analogously for the other aggregated power and energy

bounds. Binary parameter uV vt is equal to one when PEV v is
connected at time step t, and zero otherwise. The contributions
of arriving and departing vehicles are computed as [11]
  
V,up
EtA,ad = Evt vt + uv(t1)
uV V
vt uv(t1) .
uV V
(15)

3) Providing Balancing Services: To respond to balancing

requests, the aggregator needs to deviate from the aggregated
power and energy setpoints, PtA and EtA respectively, which are
based on its commitments in the day-ahead market. For this
reason, in addition to the basic equations, further constraints
need to be considered to make sure that the perturbed power
and energy profiles stay within predefined bounds.
The aggregator can provide balancing services with unidirec-
tional charging only, i.e. by reducing charging with respect to a
predefined setpoint, or by additionally using V2G, i.e. allowing
discharging of energy from the PEV batteries to the grid. While Fig. 2. Illustration of the energy shift E and the different energy bounds.
only a limited amount of up balancing reserves can be pro-
vided with unidirectional charging, V2G comes at a cost, due
min,free
to the additional battery cycling and the corresponding battery EtA,min,free + tE
degradation [28]. t 
 
When balancing services are to be provided, it makes sense E0A + PA t + EA,ad + E
ad
+ tced E
to drop conditions (b) and (c) in II-C2, and introduce a shift =1
from the full-charge reference, denoted E. Therefore, for the max

perturbed energy profiles, we use an aggregated lower energy A,max

bound EtA,min,free associated with the lower energy trajectories
that hold when assumptions (b) and (c) are dropped,
 event, which occurs when the wind power plants produce at
EtA,min,free = uV V,low,free
vt Evt , t. (16)
v
Fig. 2 illustrates the different energy bounds and the role of
the energy shift. Without offering balancing services (Fig. 2a),
only the region between EtA,min and EtA,max is utilized. When
balancing is to be provided (Fig. 2b), the batteries are operated
around a lower SOC thanks to the shift E. The scheduled
energy EtA should still stay within the bounds EtA,min and
EtA,max , represented by the area shaded with the lighter grey
color. When balancing requests are serviced, the energy profile
will deviate from the scheduled one. These deviations should
stay within the limits EtA,min,free and EtA,max , represented by the
area shaded with the darker grey color.
Therefore, constraints (10)(11) still remain valid (unper-
Et + tE , t. (19)
Constraint (17) ensures that the aggregator can increase the
charging power to compensate the worst-case down-request
their maximum output instead of producing at the forecasted
value ft (normalized). Similarly, the aggregator should be able
to reduce the scheduled charging power - the worst-case being
when no wind power is produced instead of the forecasted
value - without violating its power lower bound (18). Since
this lower bound is nonnegative (no V2G), this means that
the scheduled charging power cannot be lower than the con-
tracted up-reserve capacity times ft . Note that in (17)(18) the
power bounds derived using the free lower energy trajectories
are used. Concerning the energy profile, it should stay within
the energy bounds, see (19), coping with possible cumulative
energy deviations tced due to providing balancing services,

t 
t

turbed schedule). Additional constraints are described in the tced = C e

t C+ e+
t, (20)
following, to be satisfied by the perturbed energy and power =1 =1

profiles.
where e+
t /et is the absolute value of the normalized up/down
4) Constraints to Provide Balancing Services with
balancing energy requested at a given time step, and is a random
Unidirectional Charging: The following constraints are
variable.
added to constraints (10)(11):
Note that a probabilistic approach is chosen for the cumula-
PtA + Ct (1 ft ) PtA,max,free + tP
max,free
, t, (17) tive energy deviations, whereas a worst-case approach is used
for the power deviations. The idea is that, for a very short
Ct+ ft ,
min,free
PtA,min,free + tP PtA t, (18) period of time, the PEV aggregator might have to deal with
GONZLEZ VAY AND ANDERSSON: SELF SCHEDULING OF PLUG-IN ELECTRIC VEHICLE AGGREGATOR 891


the worst possible situation. It would also be possible to adopt a
P , | max a j px + j (y)
probabilistic approach for the power deviations, but only hourly j=1,...,J
wind data was available for this work. 
5) Constraints to Provide Balancing Services with V2G: + j bj 0 1 , (26)
The following constraints are added to constraints (10)(11):
where is the vector of uncertainties related to the
PtA + Ct (1 ft ) PtA,max,free + tP
max,free
, t, (21) -variables, the vector of uncertainties related to the -
PtA,min,V2G + tP PtA Ct+ ft ,
min,V2G
t, (22) variables, and  the violation parameter. The function j (y) :
t   R2T R is linear.
 ad
E0A + PA t + EA,ad + E Because the constraints included in the joint chance con-
=1 straint are linear with respect to the uncertainty3 , one way to
max approach the problem is to enumerate all the vertices of the
+ tced E EtA,max + tE , t, (23)
min,free
hyper-rectangle B in which the uncertainty is confined [10],
EtA,min,free + tE E0A + tced,V2G E and enforce the original constraints at all the vertices. This
hr
 t 
ad
 would results in J2n constraints, where J is the number of
+ PA t + EA,ad + E , t. (24) constraints affected by the uncertainty (J = 8T ) and nhr is the
=1 dimension of the hyper-rectangle (specified below). Because of
Constraints (21)(24) are slightly modified compared with the structure of the constraints, and the fact that y is nonneg-
(17)(19). First, the lower bound PtA,min,V2G now allows for ative, it is possible to determine a-priori at which vertex each
negative power values.2 Second, since the up-reserve requests constraint can be potentially binding. Therefore, it is enough
could be (but not necessarily are) provided by discharging to enforce each of the J constraints at a particular vertex, as
batteries, the discharging efficiency is used in (24), i.e. explained in the following. Hence, the adopted robust approach
does not impact the number of constraints of the problem, it just

t 
t affects their specific parameters.
tced,V2G = C e
t C+ e+
t/ (25) 7) Reformulation of Joint Chance Constraint: Considering
=1 =1 a finite number of samples k = {1, . . . , K} of the uncertain
instead of the charging efficiency as in (19) (worst-case). variables, constraints (10)(11), (17)(19) can be reformulated
6) Addressing Uncertainty: The constraints above are as:
affected by two sources of uncertainty: the uncertainty in driv- 
t
E min E ad
ing patterns, represented by the -variables, and the uncertainty Et A,min
+ max kt k
k
related to the balancing requests, represented by the -variables. =1
Due to these uncertainties, we formulate the virtual battery con- 
t
 
straints as a joint chance constraint, that we reformulate into E0A + PA t + EA,ad
a tractable set of constraints based on a scenario-based robust =1

approach [10]. The joint chance constraint includes the basic max 
t
ad
constraints (10)(11), and also EtA,max + min kt
E
E
k , t, (27)
k
(17)(19) in the unidirectional case, or  min 
=1

(21)(24) in the V2G case. PtA,min + max ktP

PtA
k
Reformulating a joint chance constraint is typically compu-  max 
tationally intractable, except under some specific assumptions, PtA,max + min ktP
, t, (28)
k
e.g. for a multivariate normal distribution of the random vari- 
ables [30], [31]. To reformulate the joint chance constraint, the min,free 
t
ad
EtA,min,free + max kt
E
E
k
approach proposed in [10], offering probabilistic guarantees k
=1
on the constraint violation, is applied: A robust optimiza-
tion problem with bounded uncertainty is solved, where the 
t
   ced 
E0A + PA t + EA,ad + min kt E, t,
uncertainty bounds are obtained from a random scenario-based =1
k
program. The bounded uncertainty set is defined by a hyper- (29)
rectangle. This approach is similar to other robust optimization

t
   ced 
approaches, such as the one used in the Unit Commitment prob- E0A + PA t + EA,ad + max kt E
lem in [32], but offers the advantage that the uncertainty bounds =1
k
are computed by means of sampling scenarios. 

t
Defining x RT++1 as x = (E0A ; PtA , t), and y R2T + EtA,max + min kt
E max
E
k
ad
, t, (30)
as y = (Ct+ , t; Ct , t) the joint chance constraint can be k
=1
described generically as 3 Note that the inequality in (26) is linear in and (y), and that (y) is
j j j
2 To establish the added value of V2G for balancing purposes only, the power a linear function of the uncertain inputs e+
t and et .However, unlike in [11],
lower bound in the basic constraint (11) remains unchanged, i.e. discharging there is a product of optimization variables and random variables in the chance
is not used for price-arbitrage. This could be easily included by redefining the constraint, represented by j (y), which makes the reformulation of the joint
lower bounds in the basic constraints. chance constraint more complex.
892 IEEE TRANSACTIONS ON SUSTAINABLE ENERGY, VOL. 7, NO. 2, APRIL 2016

 max,free 
PtA + Ct (1 ft ) PtA,max,free + min ktP
, t, (31) uncertainty.
 ced  This works similarly for the replacement of
 min,free 
k maxk kt by its upper bound.
PtA,min,free + max kt
P
PtA Ct+ ft , t. (32) The uncertain inputs whose upper and lower bounds define
k the hyper-rectangle are those corresponding to the variables
related to driving pattern uncertainty (-variables) and the
Note that tced is a function of optimization variables C
upper and lower bounds of et for all t. Therefore, the dimension
and C for = {1, . . . , t}, see (20),
 cedso
 a further step is of the hyper-rectangle is nhr = 8T and the number of bounds to
needed in the reformulation: mink kt is replaced by its
be computed is reduced to 9T , which imposes the condition
lower bound, i.e.
  
 1 e 1
 ced  t
  K 9T 1 + ln (36)
min kt + C min e
k t
e1
k k
=1
on the number of samples that needs to be extracted.
 t
 
C+ max e+
k t. (33) 10) Reformulation of Joint Chance Constraint - Constant
k Capacities: In the case of capacities
=1  ced  that are constant through-
out the time horizon, mink kt is replaced by the lower
This lower bound can be easily determined ced  since C+ and C bound
are nonnegative. Similarly, maxk kt is replaced by its upper t 
bound, which yields an analogous expression.  ced  
min kt + C min e
k t
Therefore, the uncertain inputs whose upper and lower k k
=1
bounds define the uncertainty hyper-rectangle are: 
Variables related to driving pattern uncertainty: Lower  t

max max,free min t ad min,free

+
C max e+
k t. (37)
bound of tP , tP , tE =1 E , tE k
=1
t E ad
P min
P min,free
=1 for all t. Upper bound of t , t ,
t The fact that the worst-case energy
max ad
tE =1 E for all t. t requests donot necessarily
come consecutively, e.g. maxk ( =1 e
t
) =1 maxk ek
Variables related to balancing request uncertainty: Upper k
is exploited
 ced  here. This works similarly for the replacement of
and lower bounds of e+
t , et for all t. maxk kt by its upper bound.
Therefore, the dimension of the hyper-rectangle is nhr = 9T
The uncertain inputs whose upper and lower bounds define
and the number of bounds to be computed is 11T . According
the hyper-rectangle are those corresponding to the variables
to [10], the number of samples K that needs to be extracted in
related to driving pattern uncertainty
t (-variables)
t and the
order to ensure that the joint chance constraint is violated with
upper and lower bounds of =1 e+ k and

=1 ek for all
probability lower than , with confidence 1 , is
t. Therefore, the dimension of the hyper-rectangle is nhr =
   9T and the number of bounds to be computed is 11T , as in
1 e 1
K 11T 1 + ln . (34) the original case without constraints on the reserve capacities,
e1
see (34).
With V2G, the constraints can be reformulated analogously, 11) Reformulation of Joint Chance Constraint - Symmetric
leading to the same number of samples to be extracted. and Constant Capacities: For constant and symmetric capac-
8) Constraints on Reserve Capacities: Further, it is inter- ities C, both of the simplifications above apply. The uncer-
esting to explore restrictions that possibly apply to the tain inputs whose upper and lower bounds define the hyper-
offered reserve capacities. Two such restrictions are typically: rectangle are those corresponding to the variables related to
Symmetric capacities : Ct := Ct = Ct+ , t. driving pattern uncertainty
t (-variables) and the upper and
/+ /+ .
Constant capacities : C /+ := C(t=1) = = C(t=T ) lower bounds of =1 ek for all t. Therefore, the dimension
Constraints (10)(11) and (17)(19) are reformulated in the of the hyper-rectangle is nhr = 8T and the number of bounds
following for these special cases, reducing the conservativeness to be computed is 9T , as in the case with symmetric reserve
of the adopted robust approach. The same procedure can be capacities, see (36).
followed for the constraints with V2G. 12) Constraint on the Final Energy Content: It is desirable
9) Reformulation of Joint Chance Constraint - Symmetric that the energy at the beginning of the optimization horizon
Capacities: In the case of symmetric capacities, only the nor- differs from that at the end of the horizon as little as possi-
malized energy requests ekt = e+
kt ekt need to be considered,
ble. Considering the expected deviations due to the balancing
which can take positive or negativevalues. requests, e+
t and et yields,
 In this case, a less   
conservative lower bound for mink kt ced
is 
PtA t Ct+ e+
t + C
e
t t + E A,ad
t
t
 ced  
t
 
min kt C max (ek ) t.
ad

k k
(35) = med tE . (38)
=1 t

Because maxk (e+ +

kt ekt ) maxk (ekt ) mink (ekt ) holds, If the balancing requests are biased, or if the aggregator tends to
the approach becomes less conservative with respect to the offer reserves asymmetrically, then this is to be compensated by
GONZLEZ VAY AND ANDERSSON: SELF SCHEDULING OF PLUG-IN ELECTRIC VEHICLE AGGREGATOR
TABLE I
V IRTUAL BATTERY C ONSTRAINTS W ITHOUT V2G
1 unconstrained, i.e. no constraints apply on the reserved capacities;
2 symmetric capacities;
3 constant capacities;
4 symmetric and constant capacities.
scheduling either more or less regular charging PtA . The aver-
age energy requests e+ t and et 
can be computed out of the
K extracted samples, i.e. et = k e+
+
kt /K, et =
k ekt /K.
Due to the random nature of the balancing requests, the energy
drawn by the vehicles to charge the batteries will not exactly
match their daily energy consumption. However, the energy
needs of the drivers are not affected by this mismatch, since
enforcing the lower energy bound EtA,min,free ensures that there
is enough energy in the batteries at all times.
13) Summary: An overview of the virtual battery con-
straints for the different balancing contract settings is given in
Table I, for the case without V2G. Note that all constraints are
linear and that (27), (28), (31), (32), (38) apply in all cases.
The corresponding constraints with V2G can be easily
obtained by
replacing PtA,min,free by PtA,min,V2G in (32),
weighting e+ kt with 1/ instead of when considering the
energy lower bound.
D. Generating Scenarios of the Uncertain Inputs
1) Wind Forecast Error Scenarios: To obtain samples of
the wind energy prediction error, the method in [33], capable
of generating stochastic samples of short-term wind genera-
tion, is used. This method takes the interdependence structure
of the prediction errors and the predictive distribution of the
wind power production into account. The goal is to generate
K scenarios of possible wind power outputs given a day-ahead
wind power output forecast. The following steps are followed
893
to obtain the scenarios: 1) The probability distributions of the
wind power output for each hour of the next day are estimated.
A non-parametric distribution is obtained from quantile regres-
sions using the wind forecast as explanatory variable. Past pairs
of data of the forecasted and realized power output are used in
the regression. 2) The series of wind power outputs is trans-
formed into a multivariate Gaussian random variable using the
distributions determined in the first step. The corresponding
covariance matrix is calculated. 3) K samples of multivariate
Gaussian random variables are extracted and converted back to
the original wind power output distribution. Out of the K wind
power realizations, the corresponding values of the forecast
error (balancing requests) are derived.
2) Driving Pattern Scenarios: We obtain one driving pat-
tern per vehicle from a transport simulation. To generate K
samples from this reference sample, we assume that the order of
performed activities (e.g., home-work-shop-home) given by the
transport simulation is deterministic, but model departure times,
trip durations and trip energy as stochastic variables, see details
in [11]. With these assumptions, different realizations of driv-
ing patterns are generated for each individual vehicle, which are
then used to obtain different samples of the aggregated virtual
battery parameters. Note that the method used to reformulate
the chance constraints (II-C7) can be applied independently of
the assumed probabilistic distribution. However, the results, in
particular the revenues obtained by the aggregation, are sen-
sitive to the assumed distribution: The higher the variability
in driving pattern behavior, the more conservative the aggre-
gator needs to be when placing bids in the day-ahead market
894
Fig. 3. Wind power profiles used in the case study.
and offering balancing reserves to the wind power producer.
However, when aggregating a large amount of PEVs, as it is the
case in this paper, a very high predictability can be achieved
in the aggregated behaviour, even when individual behavior is
quite variable [34].
III. C ASE S TUDY
A. Case Study Setup
To define the markets bids, aggregated bid curves of the
Swiss day-ahead power market, commercially available from
the European Energy Exchange (EEX), are used. In particular,
a week in 2013 is simulated (21-27.10.13). Each day is divided
into hourly time steps, i.e. t corresponds to one hour.
A relatively high PEV penetration is assumed, 10%, which
would correspond to about 430000 PEVs in Switzerland.
The driving patterns used in the case study, obtained from
the agent-based transport simulation MATSim [9], are spe-
cific to Switzerland and represent typical mobility behavior
on weekdays. The transport simulation only provides data on
trip distances; the corresponding energy consumption is derived
from these with the factor 0.2 kWh/km. The assumed maximum
charging power for vehicles is 3.5kW4 and the charging effi-
ciency 90%. Each vehicle is assigned a battery with the capacity
of 24kWh, operated between 20% and 80% SOC.
Wind output and day-ahead forecast data for one year was
obtained from NREL. The analyzed wind power forecast pro-
files are displayed in Fig. 3, together with the actual realization,
and 1000 scenarios generated with the method described in II-
D1. Seven different daily profiles (corresponding to one week)
are considered. Each of the profiles is combined with each of
the days of the simulated week (7x7 combinations).The balanc-
ing request scenarios e+
kt /ekt result from the difference between
the wind power output scenarios and the forecast.
For the joint chance constraint described in II-C7, the vio-
lation parameter  was set to 0.1 and the confidence parameter
to 1e7 . The number of samples of driving patterns and bal-
ancing requests that need to be extracted are 4416 (or 3657 in
the case of symmetric bids).
If not stated otherwise, the following values are used for the
capacity and energy payments gtcap,+ = gtcap, = 10 C/MW/h,
gten,+ = gten, = 10 C/MWh, and for the battery degradation
cdeg = 50 C/MWh. Sensitivity analysis on these variables are
carried out.
4 Here
a low charging rate is assumed for all PEVs. It is however possible
V,up
to assign different rated power values Pvt to the different vehicles. It is also
possible to define different rated power values for a given vehicle at different
time steps, depending on the parking location.
IEEE TRANSACTIONS ON SUSTAINABLE ENERGY, VOL. 7, NO. 2, APRIL 2016
TABLE II
AVERAGE H OURLY C APACITY P OTENTIAL [MW]
1 unconstrained, i.e. no constraints apply on the reserved
capacities;
2 symmetric capacities;
3 constant capacities;
4 symmetric and constant capacities.
Fig. 4. Average hourly offered capacity as a function of the capacity price.
B. Results
1) Wind Forecast Error Balancing Capacity Potential:
First, the wind balancing capacity potentials are analyzed, i.e.
the wind power capacity whose forecast errors the PEV aggre-
gation is able to compensate independently of the costs. The
average hourly capacities, computed as
T  

P 
D 
+
Cpdt
+ Cpdt /(P DT ), (39)
p=1 d=1 t=1
are displayed in Table II for the different configurations
(with/without V2G, and the different settings of the contract).
The variable p indexes the wind profiles, d the days of the week,
and t the time steps.
Given that the sum of individual charging rated powers of
the PEVs in the fleet is 1505MW, the fleet would be capable of
balancing the forecast error of a group of power plants which
represent 47%-72% of this capacity, which is substantial. The
largest potential is obtained for the unconstrained case, both
with and without V2G, followed by the constant, symmetric,
and symmetric and constant cases.
Enabling V2G does not significantly increase the potential
in some cases, but has a clear impact on the costs of providing
balancing, as discussed in the following.
2) Offered Capacity as a Function of Capacity
Remuneration: Fig. 4 shows the average hourly contracted
capacity as a function of g cap,+ = g cap, . As expected, it
is possible to offer higher capacities with V2G. Moreover,
symmetry is a less constraining factor with V2G, since up
reserves can be more flexibly offered.
With V2G, the total capacity offered in the case of sym-
metric and constant capacity bids is higher than the one with
constant bids, when the capacity price is around 10 C/MW/h.
GONZLEZ VAY AND ANDERSSON: SELF SCHEDULING OF PLUG-IN ELECTRIC VEHICLE AGGREGATOR
Fig. 5. Tradeoff between average hourly offered capacity and energy costs. The
energy costs are normalized by the costs without providing balancing services.
Fig. 6. Average hourly offered capacity as a function of the balancing energy
price (unconstrained case).
This result is counter-intuitive: one would expect to obtain
the lowest offered capacity when all constraints are imposed
on the reserve capacities, since it is the most restrictive case.
However, as discussed in II-C, assuming symmetry means that
less scenarios are required for the reformulation of the chance
constraint, i.e. potentially less extreme samples need to be con-
sidered. The intuition is that, by eliminating some degrees of
freedom, the deviations due to balancing requests become more
predictable, and therefore we need to be less conservative about
the uncertainty related to the balancing requests.
The tradeoff between the energy costs (costDA reven ) and
the offered capacity is illustrated in Fig. 5. The energy costs
are normalized by the costs obtained when no balancing ser-
vices are provided. In some cases, the energy costs are actually
reduced compared with that reference (normalized costs lower
than 1). In fact, a substantial amount of capacity can be offered
at no additional cost, specially for asymmetric capacities. This
happens when the aggregator needs to buy less energy in the
day-ahead market, i.e. when additional charging is obtained at
a low cost on average through the provision of down reserves.
Through the additional flexibility provided by V2G, the cor-
responding tradeoff curves tend to be lower (lower costs) and
further to the right (higher capacity) than those without V2G.
The ends of the tradeoff curves represent the capacity that
would be provided if there is no capacity payment (left end),
and the maximum capacity that can be offered (right end).
3) Offered Capacity as a Function of Energy Remuneration:
The offered capacity as a function of g en,+ = g en, for the case
with unconstrained capacity offers is shown in Fig. 6. The aver-
age hourly offered capacity remains approximately the same
independently of the energy price, but the share of up reserve
capacity becomes larger as the price increases.
4) Offered Capacity as a Function of Degradation Costs:
The offered capacity as a function of cdeg for the case with
895
Fig. 7. Average hourly offered capacity as a function of the degradation costs
(unconstrained case).
Fig. 8. Average hourly offered capacity for each of the wind profiles.
unconstrained capacity offers is shown in Fig. 7. The battery
degradation model in [27] predicts that 5300 cycles at a depth-
of-discharge of 95% are possible before end of life, which
means that a battery would be able to process 5035 kWh per
kWh of battery capacity. Using this assumption, the range of
cdeg depicted in Fig. 7 corresponds to battery costs of up to
503.5 C/kWh, which is a reasonable range in the near future
[35]. Both the average hourly offered capacity and the shares
of up and down reserve capacity are almost not affected by the
degradation costs. This is because it is possible to provide a sub-
stantial amount of capacity without typically discharging much
energy.
5) Offered Capacity as a Function of the Wind Profile: The
impact of the shape of the wind profile on the results is ana-
lyzed in Fig. 8. The fourth wind profile seems to be the most
favorable for the provision of balancing reserves. The least
propitious profile is the sixth one. In fact, the ranking of the
average offered capacities (computed with gtcap,+ = gtcap, =
10 C/MW/h) corresponds approximately to the inverse ranking
of the average daily forecasted wind output. This result suggests
that, the lower the forecasted wind output, the more attractive
for the PEV fleet to balance the corresponding forecast error.
The reason is that, if the forecasted wind output is low, the
worst-case up reserve requests (which correspond to the fore-
casted value ft ) are also low. Since PEVs can more easily
provide down reserves than up reserves, their capability to offer
reserves is higher when the forecasted wind output is low. Down
reserves are more attractive because they yield cheap additional
charging energy through the balancing requests. Also, without
V2G, providing up reserves is more costly, since it requires
scheduling a certain amount of charging power that can be
reduced upon request. With V2G, energy deviations due to up
reserves are penalized more strongly, i.e. they are weighted with
the discharging efficiency (1/0.9 instead of 0.9).
6) Typical Profiles: Some typical energy, charge and
reserve capacity profiles are analyzed, for the first day of the
896
Fig. 9. Scheduled power profile (P A ), reference charge profile (P A,ref ) and
worst case deviations when balancing the wind forecast error.
Fig. 10. Scheduled energy profile (E A ), reference energy profile (E A,ref ), worst
case deviations, and initial energy content E0A .
simulated week and wind profile 4, see Figs. 9 and 10. In
general, compared with the reference profile (no balancing)
charging is partially shifted from the night to the afternoon
(Fig. 9), which is what leads to higher energy costs. In the case
without V2G and symmetric and constant capacities, the charge
profile is almost flat (Fig. 9b): The scheduled demand needs to
be at least as high as the offered up reserve capacity times the
normalized forecast.
In the case of symmetric and constant capacities, the flatter
charging schedule leads also to a flatter energy profile (Fig. 10b,
10d), which allows to provide symmetric reserve capacities.
IEEE TRANSACTIONS ON SUSTAINABLE ENERGY, VOL. 7, NO. 2, APRIL 2016
Fig. 11. Impact of uncertainty in balancing requests, computed for the case
where no constraints are imposed on the reserve capacity.
In the cases where no constraints on the offered capacities
apply, the energy profile is shifted downwards almost as much
as possible through E (Fig. 10a, 10c), which allows to pro-
vide a substantial amount of down reserves, while some margin
is left for downward deviations due to up reserves. Only a small
amount of up reserves is provided, since down reserves are
more attractive. Because of this asymmetry, the scheduled final
energy content is lower than the initial one. The gap is expected
to be bridged through balancing requests, see (38).
7) Impact of Uncertainty in Balancing Requests: To estab-
lish the impact of uncertainty in balancing requests, results are
computed over a range of values of the violation parameter
, which are associated with different values of the number
of samples to be extracted, K. To isolate the effect of this
type of uncertainty, perfect information on driving patterns5
and market bids is assumed. Moreover, to make the analysis
more interesting very high capacity remuneration prices are
used gtcap,+ = gtcap, = 1000 C/MW/h, which pushes the aggre-
gator to offer as much capacity as possible and therefore makes
more of the virtual battery constraints binding. A fully robust
approach ( = 0) is introduced for comparison, by considering
the worst possible wind forecast errors, i.e. those corresponding
to no wind or maximum wind power production. The effective
violation probability is validated on a set of 100000 samples,
different to the set used in the optimization (out of sample
test). Fig. 11b shows that the effective violation probability is
several orders of magnitude lower than the nominal one, i.e.
the used scenario-based robust approach is quite conservative
in this context. The impact of the violation parameter on the
offered balancing capacity is displayed in Figure 11a. The curve
is quite steep for low  values, and becomes flatter when higher
violation probabilities are allowed.
8) Impact of Uncertainty in Driving Patterns: The aggre-
gated driving behaviour can be very accurately predicted here:
As shown in Fig. 12, the values of the different virtual bat-
tery bounds are almost identical across samples. This is due
to the large size of the fleet, since predictability increases with
the fleet size [34]. Therefore, we would not expect driving pat-
tern uncertainty to play a major role on its own in this case.
However, driving pattern uncertainty has theoretically an indi-
rect impact on results, because it affects the number of samples
of balancing requests that need to be extracted, see II-C7. The
revenues are reduced by 46% in the worst case due to this. Since
5 Since there is no uncertainty in the variables related to driv-
ing
 pattern the number of samples is computed as K =
 uncertainty, 
1 e 1
 e1
4T 1 + ln
when capacity bids are allowed to be asymmetric.
GONZLEZ VAY AND ANDERSSON: SELF SCHEDULING OF PLUG-IN ELECTRIC VEHICLE AGGREGATOR
Fig. 12. Energy and power bounds and their related uncertainty. The highest
and lowest values of the bounds (among 4450 samples) are almost identical.
TABLE III
AVERAGE N ET R EVENUES PER V EHICLE AND DAY [ C]
1 unconstrained, i.e. no constraints apply on the reserved
capacities;
2 symmetric capacities;
3 constant capacities;
4 symmetric and constant capacities.
5 perfect information;
6 market uncertainty.
the robust scenario-based approach used here is very conserva-
tive, as discussed above, from a practical perspective it could
make sense to neglect the uncertainty in driving patterns for
aggregations of large fleets.
9) Impact of Uncertainty in Market Bids: In the realistic
case that the aggregator does not know the market bids of
other participants perfectly, it makes suboptimal bid choices
that lead to lower revenues, see Table III. With the simple bid
estimation strategy used here, the revenues can drop by up to
18%. However, this result could be improved by using a more
elaborate forecasting technique and/or including several market
bids scenarios [29]. Note that net revenues are positive, which
means the costs of purchasing energy in the day-ahead market
(and those of battery degradation when using V2G) are more
than compensated by the revenues from providing balancing
services.
10) Exogenous Price Model Benchmark: In this paper, a
model with endogenous day-ahead market prices is used, based
on complementarity modeling. An alternative would be to con-
sider the aggregator as a price taker, i.e. assume exogenous
prices. The revenues that the aggregator would obtain using
such a strategy are displayed in Table IV, assuming the aggrega-
tor could perfectly forecast the market prices (more specifically
the prices before its impact on prices is taken into account).
Comparing these results with the results in Table III also
under perfect information shows that the assumption of exoge-
nous prices is clearly not justified in this case because of the
high PEV penetration. Even when we compare the results of
897
TABLE IV
AVERAGE N ET R EVENUES PER V EHICLE AND DAY A SSUMING
P ERFECTLY F ORECASTED E XOGENOUS P RICES [ C]
1 unconstrained, i.e. no constraints apply on the reserved
capacities;
2 symmetric capacities;
3 constant capacities;
4 symmetric and constant capacities.
TABLE V
P ROBLEM S IZE AND E XECUTION T IME
Table IV with those of Table III under market bid uncertainty,
the aggregator does not do better with the exogenous price
model. Note that a very simple model was used to estimate
market bids in the bilevel model (using the bids of the previ-
ous week), so the benefit of using a bilevel model could be
larger. Similar results were obtained in a study considering a
more moderate PEV penetration of 2%, see [11]. However, the
simple model with exogenous prices could be more appropriate
at low PEV penetrations.
11) Computation: The simulations were run with
MATLAB R2014b on a 2.20GHz Intel Xeon processor.
The optimization problems were solved using CPLEX v12.6.
The size of the problem changes with the day being simulated,
since the number of supply and demand bids to be considered
changes. An overview of the problem size and execution times
is given in Table V.
IV. C ONCLUSION
A self-scheduling approach for a PEV aggregator purchas-
ing energy in the day-ahead market and offering balancing
services for a wind power producer was proposed. Results
show that an aggregation of PEVs can compensate the forecast
errors of wind power plants of a comparable capacity. Because
balancing reserves need to be provided with high reliability,
a scenario-based robust approach is proposed to address the
uncertainty related to balancing requests and driving patterns.
Because this type of conservative approach is needed, in some
cases, restraining from using all available degrees of freedom in
the reserve offers can actually be beneficial, since thereby the
predictability of the balancing requests is increased.
The proposed method yields aggregated charging profiles
only. The aggregator would need a further tool to schedule indi-
vidual vehicles, tracking the aggregated profile as accurately as
possible. To do this in a tractable way, decentralized algorithms,
such as the one we propose in [36], could be used.
898
The presented framework only considers the bidding strategy
of an aggregator, taking the strategies of other market partic-
ipants as fixed. To model several strategic market participants
requires extending the formulation in the paper to a more com-
plex EPEC (equilibrium problem with equilibrium constraints)
framework [37], [38]. With several strategic agents, each agent
faces a bilevel model analog to the one described in the paper,
and equilibrium constraints couple the individual problems.
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Marina Gonzlez Vay (SM11) received the
Diploma degree in electrical engineering and infor-
mation technology from the Technische Universitt
Mnchen, Munich, Germany, and the Ecole
Suprieure dElectricit (Suplec), Gif-sur-Yvette,
France, in 2010. She is currently pursuing the Ph.D.
degree at Power Systems Laboratory, ETH Zurich,
Zurich, Switzerland. Her research focuses on the role
of electric vehicles in smart grids and power markets.
GONZLEZ VAY AND ANDERSSON: SELF SCHEDULING OF PLUG-IN ELECTRIC VEHICLE AGGREGATOR 899

Gran Andersson (M86SM91F97) received the

M.S. and Ph.D. degrees from the University of Lund,
Lund, Sweden, in 1975 and 1980, respectively. In
1980, he joined ASEAs, now ABBs, HVDC divi-
sion in Ludvika, Sweden, and in 1986, he was a Full
Professor with Electric Power Systems, KTH (Royal
Institute of Technology), Stockholm, Sweden. Since
2000, he has been a Full Professor in electric power
systems with ETH Zrich (Swiss Federal Institute of
Technology), Zurich, Switzerland, where he also the
Head of the Powers System Laboratory. His research
interests include power systems dynamics and control, power markets, and
future energy systems. He is a Fellow of the Royal Swedish Academy of
Sciences, and of the Royal Swedish Academy of Engineering Sciences. He was
the recipient of the IEEE PES Outstanding Power Educator Award 2007, and
the George Montefiore International Award 2010.