Distributionally Robust Solution to the Reserve Scheduling Problem with Partial Information of Wind Power

Q. Bian; H. Xin; Z. Wang; D. Gan; Kitpo Wong

doi:10.1109/TPWRS.2014.2364534

Distributionally Robust Solution to the Reserve Scheduling Problem with Partial Information of Wind Power

Q. Bian, H. Xin, Z. Wang, D. Gan, Kitpo Wong

Research output: Contribution to journal › Article › peer-review

88 Citations (Scopus)

Abstract

© 1969-2012 IEEE. A distributionally robust optimization (DRO) model is presented for the reserve schedule decision-making problem with partial information of wind power, aiming to find a robust solution to the uncertainty of wind power probability distribution. The stochastic problem can be converted into an equivalent deterministic bilinear matrix inequality (BMI) problem. Numerical results verify the effectiveness of the proposed method.

Original language	English
Pages (from-to)	2822-2823
Journal	IEEE Transactions on Power Systems
Volume	30
Issue number	5
DOIs	https://doi.org/10.1109/TPWRS.2014.2364534
Publication status	Published - 2015

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10.1109/TPWRS.2014.2364534

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title = "Distributionally Robust Solution to the Reserve Scheduling Problem with Partial Information of Wind Power",

abstract = "{\textcopyright} 1969-2012 IEEE. A distributionally robust optimization (DRO) model is presented for the reserve schedule decision-making problem with partial information of wind power, aiming to find a robust solution to the uncertainty of wind power probability distribution. The stochastic problem can be converted into an equivalent deterministic bilinear matrix inequality (BMI) problem. Numerical results verify the effectiveness of the proposed method.",

author = "Q. Bian and H. Xin and Z. Wang and D. Gan and Kitpo Wong",

year = "2015",

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AU - Wang, Z.

AU - Gan, D.

AU - Wong, Kitpo

PY - 2015

Y1 - 2015

N2 - © 1969-2012 IEEE. A distributionally robust optimization (DRO) model is presented for the reserve schedule decision-making problem with partial information of wind power, aiming to find a robust solution to the uncertainty of wind power probability distribution. The stochastic problem can be converted into an equivalent deterministic bilinear matrix inequality (BMI) problem. Numerical results verify the effectiveness of the proposed method.

AB - © 1969-2012 IEEE. A distributionally robust optimization (DRO) model is presented for the reserve schedule decision-making problem with partial information of wind power, aiming to find a robust solution to the uncertainty of wind power probability distribution. The stochastic problem can be converted into an equivalent deterministic bilinear matrix inequality (BMI) problem. Numerical results verify the effectiveness of the proposed method.

U2 - 10.1109/TPWRS.2014.2364534

DO - 10.1109/TPWRS.2014.2364534

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SN - 0885-8950

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EP - 2823

JO - IEEE Transactions on Power Systems

JF - IEEE Transactions on Power Systems

IS - 5

ER -

Distributionally Robust Solution to the Reserve Scheduling Problem with Partial Information of Wind Power

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