Distributionally Robust Multistage Dispatch With Discrete Recourse of Energy Storage Systems

Energy storage systems (ESS) are indispensable building blocks of power systems with a high share of variable renewable energy. As energy-limited resources, ESS should be carefully modeled in uncertainty-aware multistage dispatch. On the modeling side, we develop a two-stage model for ESS that respects the nonanticipativity of multistage dispatch, and implement it into a distributionally robust model predictive control scheme. The ESS model features multiple selective operational modes, which enable its power interval to be scheduled in chronological dispatch. On the algorithm side, we propose to evaluate the future worst-case cost expectation over a convex relaxation of the non-convex and discrete value function of the recourse. This gives rise to a novel algorithm that efficiently solves a typical class of two-stage distributionally robust optimization problems, which are equipped with discrete recourse and infinite support. The advantage of the algorithm over the state-of-the-art nested column-and-constraint generation method is theoretically interpreted. Simulation is performed on the modified IEEE 118-bus system and 300-bus system. Results show that ESS function well on the basis of the proposed model and control scheme, and also demonstrate the superiority of the novel algorithm.