Enhancing the Flexibility of Integrated Heat and Electricity System with Multi-stage Robust Programming Considering Thermal Inertia of Buildings

The ever-increasing penetration of variable wind energy requires a more flexible integrated heat and electricity system (IHES). In this paper, a multi-stage robust programming framework is proposed to leverage the thermal inertia of the IHES to absorb the variable wind energy. Firstly, the virtual heat storage model is established to characterize the thermal inertia of buildings inside the IHES. Then, the economic dispatch of IHES is formulated as a multi-stage robust programming problem, where the uncertainty of the wind power generation and the inter-temporal constraints of IHES are properly considered. An improved robust dual dynamic programming algorithm is developed to efficiently solve the proposed model. Finally, a case study is carried out to verify the effectiveness of the proposed model. Numerical results show that compared with the existing methods, the proposed model further reduces the wind curtailment levels while keeping the indoor temperature within the limit.