Security management under uncertainty: From day-ahead planning to intraday operation

In this paper, we propose to analyse the practical task of dealing with uncertainty for security management by Transmission System Operators in the context of day-ahead planning and intraday operation. We propose a general but very abstract formalization of this task in the form of a three-stage decision making problem under uncertainties in the min-max framework, where the three stages of decision making correspond respectively to operation planning, preventive control in operation, and post-contingency emergency control. We then consider algorithmic solutions for addressing this problem in the practical context of large scale power systems by proposing a bi-level linear programming formulation adapted to the case where security is constrained by power flow limits. This formulation is illustrated on two case studies corresponding respectively to a synthetic 7-bus system and the IEEE 30-bus system.