A Genco self-scheduling problem with correlated prices using a new robust optimization approach
研究发电公司在日前电力市场中的自调度问题，提出一种新的鲁棒优化方法处理市场电价的相关不确定性，避免过于保守的决策。
In this research, a self-scheduling problem for a power generation company (Genco), participating in a day-ahead power market is studied. A robust optimisation approach is followed to tackle uncertainty on the market prices. Due to the existing correlations among hourly market prices and in order to enhance the value of the objective function in an uncertain environment, a new robust optimisation approach is developed and presented to prevent over-conservative solutions. A couple of polyhedral uncertainty sets are applied to protect the optimal solution solely against any correlated perturbation. In addition two robust self-scheduling models are formulated under these uncertainty sets. The results of this study justify the performance of the proposed models compared to those of the existing robust self-scheduling model applied for conventional polyhedral uncertainty set.