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March 27, 2026Batteries2 citationsOpen Access

Stochastic Robust Trading Strategy for Multiple Virtual Power Plants Led by a Public Energy Storage Station

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YDY DongTLTuo LiJSJuan Su

Key Points

  • This research aims to optimize energy trading strategies among multiple virtual power plants under various uncertainties.
  • Developed a bi-level energy management framework for VPPs
  • Utilized Conditional Value at Risk to assess expected losses
  • Formulated a stochastic robust optimization model addressing renewable generation uncertainty
  • Employed a two-stage solution approach combining particle swarm optimization and KKT reformulation
  • Demonstrated increased social welfare through optimized trading strategies
  • Verified effectiveness of the framework via numerical case studies
  • Improved cooperative energy trading based on VPP contributions

Abstract

With the rapid development of smart cities, coordinating diverse distributed energy resources through storage-centric shared management has become a critical challenge. This paper proposes a bi-level energy management framework to support peer-to-peer energy trading among multiple virtual power plants (VPPs) under multidimensional uncertainties. The interaction is modeled as a Stackelberg–Nash equilibrium framework, in which OK, we will make the necessary revisions as per the requirements.a public energy storage operator and a natural gas company act as leaders to maximize social welfare and design differentiated trading strategies for VPPs. The VPPs act as followers and participate in cooperative energy trading based on a generalized Nash equilibrium scheme, sharing surplus energy and allocating cooperative benefits according to their contributions. To address uncertainty, Conditional Value at Risk (CVaR) is adopted to quantify the expected loss of the upper-level decision makers. The lower-level VPP problem is formulated as a three-stage stochastic robust optimization model considering renewable generation uncertainty. To solve the resulting nonlinear bi-level problem, a two-stage solution approach combining particle swarm optimization and KKT-based reformulation is developed to transform it into a tractable mixed-integer linear programming model. Numerical case studies verify the effectiveness of the proposed framework.

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Cite This Study

Dong et al. (2026) studied this question.

synapsesocial.com/papers/69c620ab15a0a509bde193a0https://doi.org/10.3390/batteries12040112
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