Optimal control of energy storage under random operation permissions
Optimal control of energy storage under random operation permissions
复制标题
随机操作权限下的储能优化控制
DOI：
10.1080/24725854.2017.1401756
复制
发表时间：
2018
影响因子：
2.6
通讯作者：
Defourny, Boris
中科院分区：
文献类型：
--
作者：
Moazeni, Somayeh;Defourny, Boris
本文研究了仅允许在随机时间运行的储能系统的最优控制问题。在许可到达时，存储运营商有选择权，但没有义务进行交易。非线性的定价结构激励了到达者之间分散的小交易，而不是单一的计划外的大交易，这可能会给能源输送系统带来压力。在有限时间内优化存储操作以最大化期望累积收益的问题被建模为分段确定性马尔可夫决策过程。值函数和最优存储操作策略的各种属性的建立，首先当许可时间遵循泊松过程，然后作为一个自激点过程到达的许可。研究了价值函数和最优策略对许可到达过程参数的敏感性。一个数值方案来计算最优策略的开发和使用来说明理论结果。当前的分配系统不能支持对相同信号作出反应的大量代理的同时和相同的动作。当他们的交易受到限制时，这会激励交易市场框架。因此，在这种约束下的代理人的最优策略是重要的研究。能够在随机到达的权限和非线性定价结构下采取行动是区别于现有的储能优化工作的显着特点。
This article studies the optimal control of energy storage when operations are permitted only at random times. At the arrival of a permission, the storage operator has the option, but not the obligation, to transact. A nonlinear pricing structure incentivizes small transactions spread out among arrivals, instead of a single unscheduled massive transaction, which could stress the energy delivery system. The problem of optimizing storage operations to maximize the expected cumulated revenue over a finite horizon is modeled as a piecewise deterministic Markov decision process. Various properties of the value function and the optimal storage operation policy are established, first when permission times follow a Poisson process and then for permissions arriving as a self-exciting point process. The sensitivity of the value function and optimal policy to the permission arrival process parameters is studied as well. A numerical scheme to compute the optimal policy is developed and employed to illustrate the theoretical results. Current distribution systems cannot support simultaneous and identical actions of a large number of agents reacting to an identical signal. That motivates transactive market frameworks when their access to transactions is restricted. Therefore, the optimal policy of an agent under this restriction is important to study. Being able to act at random arrival of permissions and to act under a nonlinear pricing structure are salient characteristics differentiating this study from existing work on energy storage optimization.
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