A Fully Adaptive DRO Multistage Framework Based on MDR for Generation Scheduling under Uncertainty
Abstract—The growing proliferation of wind power into the power grid achieves a low-cost sustainable electricity supply while introducing technical challenges with associ-ated intermittency. This paper proposes a fully adaptive distributionally robust multistage framework based on mixed decision rules (MDR) for generation scheduling un-der uncertainty to adapt wind power respecting non-anticipativity in quick-start unit status decision and dispatch process. Compared with existing multistage mod-els, the proposed framework introduces improved MDR to handle all decision variables to expand the feasible region. Therefore, our model can find a feasible solution to some problems that are not feasible in the traditional models while finding a better solution to feasible problems, so as to better exploit wind energy and accordingly fall consump-tion of fossil fuels. Besides, the proposed model is refor-mulated with advanced optimization methods and im-proved MDR to the mixed integer linear programming (MILP) to address computational intractability. The effec-tiveness and superiority of the proposed model have been validated with case studies using IEEE benchmark systems.
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