Enhancing the Flexibility of Storage Integrated Power System by Multi-Stage Robust Dispatch

The ever-increasing integration of variable wind energy requests for a power system with high flexibility. In this paper, we formulate the real-time economic dispatch problem as a multi-stage robust program to leverage flexible resources, especially energy storage systems, in a broader timescale, and also to avoid the risk of high costs in critical scenarios. The multi-stage robust program is decomposed to the dynamic programming form and the fast robust dual dynamic programming (FRDDP) algorithm is developed to solve it efficiently. To tackle the nonconvexities caused by the inter-temporal constraints of ESSs, an estimation-correction method is developed, and measures of the approximation accuracy are presented. Comprehensive case studies comprising units up to 1371 are carried out to verify the effectiveness of the proposed model. Numerical results show that compared with the existing ones, the proposed multi-stage robust model achieves lower cost under the worst-case scenario and shows better scalability in large-scale systems.