Stochastic Economic Dispatch Model

for Smart Grids

Miguel Andrés Velásquez Motta

Nicanor Quijano
Ángela Cadena

Octubre 2014
Universidad de los Andes
 Introducción

Transición a redes inteligentes

• Generación distribuida
• Vehículos eléctricos
• Respuesta de la demanda
• Automatización de la red
• Microredes
• Redes inteligentes

Fig. 1. transición a redes inteligentes. Tomado de: IEEE Vision of smart

grids.
 Revisión de literatura

• Morales et al. [1]

Fig. 2 Costo de energía vs Penetración de energía eólica. Fig. 3 Despacho de energía eólica vs Oferta de energía eólica.

• Zhou et al. [2]: An interval optimization combined with point estimate for unit commitment.
• Kargarian et al. [3] [4]: Multi-objective optimization for coupled active and reactive power dispatch.
• Lee et al. [5]: Economic dispatch problem as a frequency-constrained optimization with a
decomposition algorithm.
• Hargreaves et al. [6]: Unit commitment as well as generation dispatch with dynamic programming.
• Zhu et al. [7]: Stochastic model predictive control to optimally dispatch energy storage and power
plants.
• Zakariazadeh et al. [8] and Murillo-Sánchez et al.[9]: These papers include the uncertainty of
demand associated to demand response programs or load shedding for security.

[1] Morales, J.M.; Zugno, M.; Pineda, S.; Pinson, P., "Redefining the Merit Order of Stochastic Generation in Forward Markets," Power Systems, IEEE
Transactions on , vol.29, no.2, pp.992,993, March 2014.
 Primera propuesta

• Primera etapa • Segunda etapa

Frequency constraint
Voltage margin
Reserves market
Unit Security
Stochasticity Demand response
Commitment
Renewable generation
Economic
dispatch

Renewable generation
• Relación de RD y reservas Demand fluctuation

𝑛
 
𝑀𝑖𝑛 ∑ 𝑃𝑔𝑖 𝜋 𝑔𝑖 +𝐶 𝑠𝑢
𝑖
𝑖=1
Despacho Mercado de
óptimo reservas y RD
𝑛
 
𝑀𝑖𝑛 ∑ 𝑃𝑟𝑖 𝜋 𝑟𝑖 +𝑄 𝑟𝑖 𝛽 𝑟𝑖
𝑖=1
 Referencias

[1] Morales, J.M.; Zugno, M.; Pineda, S.; Pinson, P., "Redefining the Merit Order of Stochastic Generation in Forward
Markets," Power Systems, IEEE Transactions on , vol.29, no.2, pp.992,993, March 2014.
[2] Ming Zhou, Shu Xia, Gengyin Li, Xiao Han, Interval optimization combined with point estimate method for stochastic
security-constrained unit commitment, International Journal of Electrical Power & Energy Systems, Volume 63, December 2014.
[3] Kargarian, A.; Yong Fu, "Spider area-based multi-objective stochastic energy and ancillary services dispatch," Innovative
Smart Grid Technologies Conference (ISGT), 2014 IEEE PES , 19-22 Feb. 2014.
[4] Kargarian, A.; Falahati, B.; Yong Fu, "Stochastic active and reactive power dispatch in electricity markets with wind power
volatility," Power and Energy Society General Meeting, 2012 IEEE, 22-26 July 2012
[5] Yen-Yu Lee; Baldick, R., "A Frequency-Constrained Stochastic Economic Dispatch Model," Power Systems, IEEE
Transactions on , vol.28, no.3, pp.2301,2312, Aug. 2013
[6] Hargreaves, J.J.; Hobbs, B.F., "Commitment and Dispatch With Uncertain Wind Generation by Dynamic Programming,"
Sustainable Energy, IEEE Transactions on , vol.3, no.4, pp.724,734, Oct. 2012.
[7] Dinghuan Zhu; Hug, G., "Decomposed Stochastic Model Predictive Control for Optimal Dispatch of Storage and
Generation," Smart Grid, IEEE Transactions on , vol.5, no.4, pp.2044,2053, July 2014
[8] Alireza Zakariazadeh, Shahram Jadid, Pierluigi Siano, Smart microgrid energy and reserve scheduling with demand
response using stochastic optimization, International Journal of Electrical Power & Energy Systems, Volume 63, December 2014
[9] Murillo-Sanchez, C.E.; Zimmerman, R.D.; Lindsay Anderson, C.; Thomas, R.J., "Secure Planning and Operations of
Systems With Stochastic Sources, Energy Storage, and Active Demand," Smart Grid, IEEE Transactions on , vol.4, no.4,
pp.2220,2229, Dec. 2013