Stochastic Optimization Method for Energy Storage System Configuration Considering Self-Regulation of the State of Charge

Photovoltaic (PV) power generation has developed rapidly in recent years. Owing to its volatility and intermittency, PV power generation has an impact on the power quality and operation of the power system. To mitigate the impact caused by the PV generation, an energy storage (ES) system is applied to the PV plants. The capacity configuration and control strategy based on the stochastic optimization method have become an important research topic. However, the accuracy of the probability distribution model is insufficient and a stochastic optimization method is rarely used in a control strategy. In this paper, a stochastic optimization method for the energy storage system (ESS) configuration considering the self-regulation of the battery state of charge (SoC) is proposed. Firstly, to reduce the sampling error when typical scenarios of PV power are generated, a time-divided probability distribution model of the ultra-short-term predicted error of PV power is established. On this basis, to solve the problem that SoC reaches the threshold frequently, a self-regulation model of the SoC based on multiple scenarios is established, which can regulate the SoC according to rolling PV power prediction. A stochastic optimization configuration model of the energy storage system is constructed, which can reduce the impact of PV uncertainty on the configuration result. Finally, the proposed stochastic optimization method is validated. The fitting error of the time-divided probability distribution model is 15.61% lower than that of the t-distribution. The expected revenue of the optimal configuration in this paper is 8.86% higher than the scheme with a fixed probability distribution model, and 16.87% higher than without considering the stochastic optimization method.

Emergent Intelligence and Distributed Stochastic Optimization

Emergent intelligence is a property of a system of elements that is not inherent in each element individually. This behavior is based on local communications. This behavior helps to adapt to emerging uncertainties and achieve a global goal. This behavior exists in the natural world. A simplified example of emergent intelligence from the natural world is given. The repetition of natural behavior with the help of simple technical devices, which are limited in resources and cheap in construction, and the use of multi-agent approaches is considered. Distributed algorithms using local communications are considered. Such algorithms are more robust to noise.

Improving Sample Average Approximation Using Distributional Robustness

Sample average approximation is a popular approach to solving stochastic optimization problems. It has been widely observed that some form of robustification of these problems often improves the out-of-sample performance of the solution estimators. In estimation problems, this improvement boils down to a trade-off between the opposing effects of bias and shrinkage. This paper aims to characterize the features of more general optimization problems that exhibit this behaviour when a distributionally robust version of the sample average approximation problem is used. The paper restricts attention to quadratic problems for which sample average approximation solutions are unbiased and shows that expected out-of-sample performance can be calculated for small amounts of robustification and depends on the type of distributionally robust model used and properties of the underlying ground-truth probability distribution of random variables. The paper was written as part of a New Zealand funded research project that aimed to improve stochastic optimization methods in the electric power industry. The authors of the paper have worked together in this domain for the past 25 years.