Data-Driven Distributionally Robust Stochastic Control of Energy Storage

December 1, 2019

The paper “Data-driven distributionally robust stochastic control of energy storage for wind power ramp management using the Wasserstein metric“, authored by Insoon Yang, has been published in Energies. The proposed storage management solution overcomes the practical issue that historical wind power data do not reflect the future wind power production. Its effectiveness was validated using the wind power data in the Bonneville Power Administration area for the year 2018.

Abstract: The integration of wind energy into the power grid is challenging because of its variability, which causes high ramp events that may threaten the reliability and efficiency of power systems. In this paper, we propose a novel distributionally robust solution to wind power ramp management using energy storage. The proposed storage operation strategy minimizes the expected ramp penalty under the worst-case wind power ramp distribution in the Wasserstein ambiguity set, a statistical ball centered at an empirical distribution obtained from historical data. Thus, the resulting distributionally robust control policy presents a robust ramp management performance even when the future wind power ramp distribution deviates from the empirical distribution, unlike the standard stochastic optimal control method. For a tractable numerical solution, a duality-based dynamic programming algorithm is designed with a piecewise linear approximation of the optimal value function. The performance and utility of the proposed method are demonstrated and analyzed through case studies using the wind power data in the Bonneville Power Administration area for the year 2018.

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