Distributionally Robust Energy Management for Islanded Microgrids With Variable Moment Information: An MISOCP Approach

The ever-increasing penetration of renewable energy sources (RESs) has brought tremendous challenges to power system energy management problems. In this paper, we develop a distributionally robust (DR) joint chance-constrained microgrid energy management model while the uncertainties stemming from RESs are embedded. The proposed framework minimizes the expected cost function and ensures that the DR joint chance constraints (CCs) will satisfy for any distribution over a promising ambiguity set, which is designed based on the variable moments. The employed ambiguity set can describe the uncertainties more accurately compared with the commonly-used moment metric (i.e., fixed moments). By deriving equivalent second-order cone programming (SOCP) reformulations of the expected objective function and introducing effective approximation methods such as the optimized Bonferroni approximation to deal with the DR joint CCs, the proposed model is finally reduced to a tractable mixed-integer SOCP problem that can readily be solved. Case studies are conducted on a representative test system to corroborate the effectiveness of the suggested approach.