IDEAS home Printed from https://ideas.repec.org/a/eee/appene/v187y2017icp291-309.html
   My bibliography  Save this article

A copula-based fuzzy chance-constrained programming model and its application to electric power generation systems planning

Author

Listed:
  • Chen, F.
  • Huang, G.H.
  • Fan, Y.R.
  • Chen, J.P.

Abstract

This study developed a copula-based fuzzy chance-constrained programming (CFCCP) model and applied it to electric power generation systems planning under multiple uncertainties. The CFCCP model was formulated by incorporating existing joint-probabilistic constrained programming and generalized fuzzy linear programming techniques within a general mixed-integer linear programming framework. The CFCCP model can not only effectively reflect uncertain interactions among random variables even when the random variables follow different probability distributions and have previously unknown correlations, but can also provide information about the membership grades for the decision variables and objective-function values. Thus, it would have a wider application scope than existing optimization models for power generation systems planning. Its applicability has been demonstrated through a case study of electric power generation planning within a region of North China. As a result, fuzzy interval solutions related to power generation and capacity expansion patterns of electricity-generation facilities, and primary energy supply structures were generated within six scenarios of constraint-violation levels under different α-cut levels. The results are helpful to investigate dynamic features of the regional power generation system, identify desired decision alternatives, and analyze the influences of interactions among multiple uncertainties on system outputs.

Suggested Citation

  • Chen, F. & Huang, G.H. & Fan, Y.R. & Chen, J.P., 2017. "A copula-based fuzzy chance-constrained programming model and its application to electric power generation systems planning," Applied Energy, Elsevier, vol. 187(C), pages 291-309.
    • Handle: RePEc:eee:appene:v:187:y:2017:i:c:p:291-309
    DOI: 10.1016/j.apenergy.2016.11.065
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0306261916316506
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.apenergy.2016.11.065?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Nie, S. & Huang, Charley Z. & Huang, G.H. & Li, Y.P. & Chen, J.P. & Fan, Y.R. & Cheng, G.H., 2016. "Planning renewable energy in electric power system for sustainable development under uncertainty – A case study of Beijing," Applied Energy, Elsevier, vol. 162(C), pages 772-786.
    2. Gao, Xiaoxia & Yang, Hongxing & Lu, Lin, 2014. "Study on offshore wind power potential and wind farm optimization in Hong Kong," Applied Energy, Elsevier, vol. 130(C), pages 519-531.
    3. Vaz de Melo Mendes, Beatriz & Martins de Souza, Rafael, 2004. "Measuring financial risks with copulas," International Review of Financial Analysis, Elsevier, vol. 13(1), pages 27-45.
    4. Murray D. Smith, 2003. "Modelling sample selection using Archimedean copulas," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 99-123, June.
    5. Weijing Wang, 2003. "Estimating the association parameter for copula models under dependent censoring," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 257-273, February.
    6. Trivedi, Pravin K. & Zimmer, David M., 2007. "Copula Modeling: An Introduction for Practitioners," Foundations and Trends(R) in Econometrics, now publishers, vol. 1(1), pages 1-111, April.
    7. Chen, Fang & Huang, Guohe & Fan, Yurui, 2015. "A linearization and parameterization approach to tri-objective linear programming problems for power generation expansion planning," Energy, Elsevier, vol. 87(C), pages 240-250.
    8. Cai, Y.P. & Huang, G.H. & Yang, Z.F. & Lin, Q.G. & Tan, Q., 2009. "Community-scale renewable energy systems planning under uncertainty--An interval chance-constrained programming approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 13(4), pages 721-735, May.
    9. Unknown, 2016. "Energy for Sustainable Development," Conference Proceedings 253270, Guru Arjan Dev Institute of Development Studies (IDSAsr).
    10. Hu, Qing & Huang, Guohe & Cai, Yanpeng & Huang, Ying, 2011. "Feasibility-based inexact fuzzy programming for electric power generation systems planning under dual uncertainties," Applied Energy, Elsevier, vol. 88(12), pages 4642-4654.
    11. Chen, Yizhong & He, Li & Li, Jing & Cheng, Xi & Lu, Hongwei, 2016. "An inexact bi-level simulation–optimization model for conjunctive regional renewable energy planning and air pollution control for electric power generation systems," Applied Energy, Elsevier, vol. 183(C), pages 969-983.
    12. Muela, E. & Schweickardt, G. & Garces, F., 2007. "Fuzzy possibilistic model for medium-term power generation planning with environmental criteria," Energy Policy, Elsevier, vol. 35(11), pages 5643-5655, November.
    13. Wei, Wei & Liu, Feng & Wang, Jianhui & Chen, Laijun & Mei, Shengwei & Yuan, Tiejiang, 2016. "Robust environmental-economic dispatch incorporating wind power generation and carbon capture plants," Applied Energy, Elsevier, vol. 183(C), pages 674-684.
    14. Verdejo, Humberto & Awerkin, Almendra & Saavedra, Eugenio & Kliemann, Wolfgang & Vargas, Luis, 2016. "Stochastic modeling to represent wind power generation and demand in electric power system based on real data," Applied Energy, Elsevier, vol. 173(C), pages 283-295.
    15. Li, Y.F. & Li, Y.P. & Huang, G.H. & Chen, X., 2010. "Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach," Applied Energy, Elsevier, vol. 87(10), pages 3189-3211, October.
    16. Li, Y.P. & Huang, G.H. & Chen, X., 2011. "Planning regional energy system in association with greenhouse gas mitigation under uncertainty," Applied Energy, Elsevier, vol. 88(3), pages 599-611, March.
    17. Li, Y.F. & Huang, G.H. & Li, Y.P. & Xu, Y. & Chen, W.T., 2010. "Regional-scale electric power system planning under uncertainty--A multistage interval-stochastic integer linear programming approach," Energy Policy, Elsevier, vol. 38(1), pages 475-490, January.
    18. Cai, Y.P. & Huang, G.H. & Yang, Z.F. & Tan, Q., 2009. "Identification of optimal strategies for energy management systems planning under multiple uncertainties," Applied Energy, Elsevier, vol. 86(4), pages 480-495, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lv, J. & Li, Y.P. & Shan, B.G. & Jin, S.W. & Suo, C., 2018. "Planning energy-water nexus system under multiple uncertainties – A case study of Hebei province," Applied Energy, Elsevier, vol. 229(C), pages 389-403.
    2. Tianyu Lu & Hongyu Li, 2024. "Can China’s Regional Industrial Chain Innovation and Reform Policy Make the Impossible Triangle of Energy Attainable? A Causal Inference Study on the Effect of Improving Industrial Chain Resilience," Energies, MDPI, vol. 17(10), pages 1-33, May.
    3. Zhang, Shenxi & Cheng, Haozhong & Li, Ke & Tai, Nengling & Wang, Dan & Li, Furong, 2018. "Multi-objective distributed generation planning in distribution network considering correlations among uncertainties," Applied Energy, Elsevier, vol. 226(C), pages 743-755.
    4. Sellak, Hamza & Ouhbi, Brahim & Frikh, Bouchra & Palomares, Iván, 2017. "Towards next-generation energy planning decision-making: An expert-based framework for intelligent decision support," Renewable and Sustainable Energy Reviews, Elsevier, vol. 80(C), pages 1544-1577.
    5. Tang, Chenghui & Wang, Yishen & Xu, Jian & Sun, Yuanzhang & Zhang, Baosen, 2018. "Efficient scenario generation of multiple renewable power plants considering spatial and temporal correlations," Applied Energy, Elsevier, vol. 221(C), pages 348-357.
    6. Pizarro-Alonso, Amalia & Ravn, Hans & Münster, Marie, 2019. "Uncertainties towards a fossil-free system with high integration of wind energy in long-term planning," Applied Energy, Elsevier, vol. 253(C), pages 1-1.
    7. Zhang, Chenglong & Guo, Ping & Huo, Zailin, 2021. "Irrigation water resources management under uncertainty: An interval nonlinear double-sided fuzzy chance-constrained programming approach," Agricultural Water Management, Elsevier, vol. 245(C).
    8. Wang, Zhiwen & Shen, Chen & Liu, Feng, 2018. "A conditional model of wind power forecast errors and its application in scenario generation," Applied Energy, Elsevier, vol. 212(C), pages 771-785.
    9. Einolander, Johannes & Lahdelma, Risto, 2022. "Multivariate copula procedure for electric vehicle charging event simulation," Energy, Elsevier, vol. 238(PA).
    10. Yu, L. & Li, Y.P. & Huang, G.H. & Fan, Y.R. & Nie, S., 2018. "A copula-based flexible-stochastic programming method for planning regional energy system under multiple uncertainties: A case study of the urban agglomeration of Beijing and Tianjin," Applied Energy, Elsevier, vol. 210(C), pages 60-74.
    11. Zhang, Tianyuan & Tan, Qian & Wang, Shuping & Zhang, Tong & Hu, Kejia & Zhang, Shan, 2022. "Assessment and management of composite risk in irrigated agriculture under water-food-energy nexus and uncertainty," Agricultural Water Management, Elsevier, vol. 262(C).
    12. Zhou, Bo & Chen, Guo & Song, Qiankun & Dong, Zhao Yang, 2020. "Robust chance-constrained programming approach for the planning of fast-charging stations in electrified transportation networks," Applied Energy, Elsevier, vol. 262(C).
    13. Yin, J.N. & Huang, G.H. & Xie, Y.L. & An, Y.K., 2021. "Carbon-subsidized inter-regional electric power system planning under cost-risk tradeoff and uncertainty: A case study of Inner Mongolia, China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 135(C).
    14. Khishtandar, Soheila, 2019. "Simulation based evolutionary algorithms for fuzzy chance-constrained biogas supply chain design," Applied Energy, Elsevier, vol. 236(C), pages 183-195.
    15. Jin, Hongyang & Li, Zhengshuo & Sun, Hongbin & Guo, Qinglai & Chen, Runze & Wang, Bin, 2017. "A robust aggregate model and the two-stage solution method to incorporate energy intensive enterprises in power system unit commitment," Applied Energy, Elsevier, vol. 206(C), pages 1364-1378.
    16. Samal, Rajat Kanti & Tripathy, M., 2019. "A novel distance metric for evaluating impact of wind integration on power systems," Renewable Energy, Elsevier, vol. 140(C), pages 722-736.
    17. Yu, L. & Xiao, Y. & Jiang, S. & Li, Y.P. & Fan, Y.R. & Huang, G.H. & Lv, J. & Zuo, Q.T. & Wang, F.Q., 2020. "A copula-based fuzzy interval-random programming approach for planning water-energy nexus system under uncertainty," Energy, Elsevier, vol. 196(C).
    18. Andrzej Wędzik & Tomasz Siewierski & Michał Szypowski, 2019. "The Use of Black-Box Optimization Method for Determination of the Bus Connection Capacity in Electric Power Grid," Energies, MDPI, vol. 13(1), pages 1-21, December.
    19. Yu, L. & Li, Y.P. & Huang, G.H. & Fan, Y.R. & Yin, S., 2018. "Planning regional-scale electric power systems under uncertainty: A case study of Jing-Jin-Ji region, China," Applied Energy, Elsevier, vol. 212(C), pages 834-849.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Xie, Y.L. & Huang, G.H. & Li, W. & Ji, L., 2014. "Carbon and air pollutants constrained energy planning for clean power generation with a robust optimization model—A case study of Jining City, China," Applied Energy, Elsevier, vol. 136(C), pages 150-167.
    2. Wang, Xingwei & Cai, Yanpeng & Chen, Jiajun & Dai, Chao, 2013. "A grey-forecasting interval-parameter mixed-integer programming approach for integrated electric-environmental management–A case study of Beijing," Energy, Elsevier, vol. 63(C), pages 334-344.
    3. Jin, L. & Huang, G.H. & Fan, Y.R. & Wang, L. & Wu, T., 2015. "A pseudo-optimal inexact stochastic interval T2 fuzzy sets approach for energy and environmental systems planning under uncertainty: A case study for Xiamen City of China," Applied Energy, Elsevier, vol. 138(C), pages 71-90.
    4. Changyu Zhou & Guohe Huang & Jiapei Chen, 2019. "A Type-2 Fuzzy Chance-Constrained Fractional Integrated Modeling Method for Energy System Management of Uncertainties and Risks," Energies, MDPI, vol. 12(13), pages 1-21, June.
    5. Yu, L. & Li, Y.P. & Huang, G.H., 2016. "A fuzzy-stochastic simulation-optimization model for planning electric power systems with considering peak-electricity demand: A case study of Qingdao, China," Energy, Elsevier, vol. 98(C), pages 190-203.
    6. Jin, S.W. & Li, Y.P. & Huang, G.H. & Nie, S., 2018. "Analyzing the performance of clean development mechanism for electric power systems under uncertain environment," Renewable Energy, Elsevier, vol. 123(C), pages 382-397.
    7. Li, Y.F. & Li, Y.P. & Huang, G.H. & Chen, X., 2010. "Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach," Applied Energy, Elsevier, vol. 87(10), pages 3189-3211, October.
    8. Wu, Zhibin & Xu, Jiuping, 2013. "Predicting and optimization of energy consumption using system dynamics-fuzzy multiple objective programming in world heritage areas," Energy, Elsevier, vol. 49(C), pages 19-31.
    9. Dong, C. & Huang, G.H. & Cai, Y.P. & Xu, Y., 2011. "An interval-parameter minimax regret programming approach for power management systems planning under uncertainty," Applied Energy, Elsevier, vol. 88(8), pages 2835-2845, August.
    10. Piao, M.J. & Li, Y.P. & Huang, G.H. & Nie, S., 2015. "Risk analysis for Shanghai's electric power system under multiple uncertainties," Energy, Elsevier, vol. 87(C), pages 104-119.
    11. Jin, S.W. & Li, Y.P. & Nie, S. & Sun, J., 2017. "The potential role of carbon capture and storage technology in sustainable electric-power systems under multiple uncertainties," Renewable and Sustainable Energy Reviews, Elsevier, vol. 80(C), pages 467-480.
    12. Li, Y.P. & Huang, G.H. & Chen, X., 2011. "An interval-valued minimax-regret analysis approach for the identification of optimal greenhouse-gas abatement strategies under uncertainty," Energy Policy, Elsevier, vol. 39(7), pages 4313-4324, July.
    13. Yulei Xie & Linrui Wang & Guohe Huang & Dehong Xia & Ling Ji, 2018. "A Stochastic Inexact Robust Model for Regional Energy System Management and Emission Reduction Potential Analysis—A Case Study of Zibo City, China," Energies, MDPI, vol. 11(8), pages 1-24, August.
    14. Cao, M.F. & Huang, G.H. & Lin, Q.G., 2010. "Integer programming with random-boundary intervals for planning municipal power systems," Applied Energy, Elsevier, vol. 87(8), pages 2506-2516, August.
    15. Song, Tangnyu & Huang, Guohe & Zhou, Xiong & Wang, Xiuquan, 2018. "An inexact two-stage fractional energy systems planning model," Energy, Elsevier, vol. 160(C), pages 275-289.
    16. Chen, C. & Li, Y.P. & Huang, G.H., 2016. "Interval-fuzzy municipal-scale energy model for identification of optimal strategies for energy management – A case study of Tianjin, China," Renewable Energy, Elsevier, vol. 86(C), pages 1161-1177.
    17. Chen, J.P. & Huang, G. & Baetz, B.W. & Lin, Q.G. & Dong, C. & Cai, Y.P., 2018. "Integrated inexact energy systems planning under climate change: A case study of Yukon Territory, Canada," Applied Energy, Elsevier, vol. 229(C), pages 493-504.
    18. Shin, Hansol & Kim, Tae Hyun & Kim, Hyoungtae & Lee, Sungwoo & Kim, Wook, 2019. "Environmental shutdown of coal-fired generators for greenhouse gas reduction: A case study of South Korea," Applied Energy, Elsevier, vol. 252(C), pages 1-1.
    19. Guan, Panbo & Huang, Guohe & Wu, Chuanbao & Wang, Linrui & Li, Chaoci & Wang, Yuanyi, 2019. "Analysis of emission taxes levying on regional electric power structure adjustment with an inexact optimization model - A case study of Zibo, China," Energy Economics, Elsevier, vol. 84(C).
    20. Zhai, Mengyu & Huang, Guohe & Liu, Lirong & Zheng, Boyue & Guan, Yuru, 2020. "Inter-regional carbon flows embodied in electricity transmission: network simulation for energy-carbon nexus," Renewable and Sustainable Energy Reviews, Elsevier, vol. 118(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:appene:v:187:y:2017:i:c:p:291-309. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/405891/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.