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Risk-averse real-time dispatch of integrated electricity and heat system using a modified approximate dynamic programming approach

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  • Pan, Zhenning
  • Yu, Tao
  • Li, Jie
  • Qu, Kaiping
  • Yang, Bo

Abstract

Coordinated operation of integrated electricity and heat system can improve operation flexibility and reduce cost. However, multiple uncertainties challenge its optimal operation. This paper aims at developing a risk-averse and computationally efficient policy for real-time stochastic dispatch of integrated electricity and heat system, which improves the economy as well as avoiding the risk of high costs in critical scenarios. First, real-time dispatch of integrated electricity and heat system is formulated as a multistage risk-averse stochastic sequential optimization problem with dynamic risk measure, where combined heat and power unit, energy storage, flexible electricity and heat load are jointly utilized to minimize the risk-adjusted total costs. Next, a risk-averse dynamic programming formulation of the original problem is presented, upon which a data-driven risk-averse approximate dynamic programming is employed to address computational challenge, and develop almost optimal and computationally efficient policy. By exploiting information from training samples in off-line learning, the proposed algorithm can efficiently responses to the stochastic exogenous information. Comparative simulations with different risk-aversion preferences and different methods verify the effectiveness of the proposed algorithm.

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  • Pan, Zhenning & Yu, Tao & Li, Jie & Qu, Kaiping & Yang, Bo, 2020. "Risk-averse real-time dispatch of integrated electricity and heat system using a modified approximate dynamic programming approach," Energy, Elsevier, vol. 198(C).
    • Handle: RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304540
    DOI: 10.1016/j.energy.2020.117347
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    3. Zheng, Lingwei & Wu, Hao & Guo, Siqi & Sun, Xinyu, 2023. "Real-time dispatch of an integrated energy system based on multi-stage reinforcement learning with an improved action-choosing strategy," Energy, Elsevier, vol. 277(C).

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