Dynamic Risk-Averse Optimization of Distributed Energy Resource Aggregators

灵活的分布式能源(DER)，如储能设备，可以为国家电网提供多样化的服务，有助于缓解变化性和提高电网的弹性。DER聚合器充当电力市场和消费者之间的调解人，寻求激励DER向电网提供多种服务，同时向市场做出承诺。然而，目前管理与批发电力市场互动的规则是为大型发电机设计的。这些规则不鼓励或不允许充分利用小规模能源储存和DER聚集的技术能力。联邦能源管理委员会最近宣布，独立的系统运营商将很快被要求更新他们的市场规则，以“消除电力储存资源和分布式能源资源集合参与容量、能源和辅助市场的障碍……”这样的规则变化将为聚合器提供机会，以便以一种对消费者和电网互惠的方式有效地管理DER资产。这项研究将创建分析和计算方法，为寻求激励DER提供多种网格服务的DER聚合者设计最优或接近最优的战略，同时在规避风险的环境下向市场做出承诺。考虑的是多个DER和多个网格服务，与DER和市场的不确定交互，以及对未来规则实施的激励和承诺的可扩展概念。它还将评估聚合DER和共同优化多个网格服务的价值，并设计有效的技术来计算缺乏结构的问题的风险规避策略。采用动态风险度量的风险厌恶马尔可夫决策过程(MDP)模型来解决集合者的序贯决策问题，并为大规模的风险厌恶MDP模型设计了一套相关的求解技术。对多种用途的DER进行智能管理，通过使清洁能源更深入地渗透到美国电网中，同时提高电网的弹性，促进可持续能源生产和减少对环境的影响。此外，风险规避控制技术广泛适用于其他涉及多个实体联合管理的大型运营问题，包括多个来源的供应链问题。该奖项反映了NSF的法定使命，并通过使用基金会的智力优势和更广泛的影响审查标准进行评估，被认为值得支持。

Flexible distributed energy resources (DERs), such as energy storage devices, can provide diverse services to the nation's power grid that help mitigate variability and improve grid resilience. DER aggregators serve as mediators between electricity markets and consumers, seeking to incentivize DERs to provide multiple services to the grid while concurrently making commitments to the markets. However, current rules governing interactions with wholesale electricity markets are designed for large generators. These rules either discourage or do not allow for full utilization of the technological capabilities of small-scale energy storage and DER aggregations. The Federal Energy Regulatory Commission recently announced that independent system operators will soon be required to update their market rules in order to "remove barriers to the participation of electric storage resources and distributed energy resource aggregations in the capacity, energy, and ancillary markets..." Such rule changes will present opportunities for aggregators to effectively manage DER assets in a way that mutually benefits consumers and the grid. This research will create analytical and computational methods to devise optimal, or near optimal, strategies for DER aggregators who seek to incentivize DERs to provide multiple grid services, while making commitments to the market, in a risk-averse setting. Considered are multiple DERs and multiple grid services, uncertain interactions with the DERs and the market, and extendable notions of incentives and commitments to future rule implementations. It will also assess the value of aggregating DERs and co-optimizing multiple grid services and devise efficient techniques to compute risk-averse policies for problems that lack structure. A risk-averse Markov decision process (MDP) model with a dynamic risk measure is used to address the aggregator's sequential decision-making problem, and a suite of interrelated solution techniques for large-scale, risk-averse MDP models will be devised. The intelligent management of DERs for multiple uses promotes sustainable energy production and a reduction in environmental impacts by enabling deeper penetration of clean energy sources into the U.S. power grid while improving grid resilience. Furthermore, the techniques for risk-averse control are widely applicable to other large-scale operational problems that involve the joint management of several entities, including supply chain problems with multiple sources.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.