Distributionally Robust Chance-Constrained Flexibility Planning for Integrated Energy System

Abstract

Inflexible combined heat and power (CHP) plants and uncertain wind power production result in excess power in distribution networks, which leads to inverse power flow challenging grid operations. Power-to-X facilities such as electrolysers and electric boilers can offer extra flexibility to the integrated energy system. In this regard, we aim to jointly determine the optimal Power-to-X facility sizing and integrated energy system operations in this study. To account for wind power uncertainties, a distributionally robust chance-constrained model is developed to characterize wind power uncertainties using ambiguity sets. Linear decision rules are applied to analytically express real-time recourse actions when uncertainties are exposed, which allows the propagation of wind power uncertainties to gas and heat systems. Accordingly, the developed three-stage distributionally robust chance-constrained model is converted into a computationally tractable single-stage mixed-integer conic model. A case study validates the effectiveness of introducing the electrolyser and electric boiler into the integrated energy system, with respect to the decreased system cost, expanded CHP plant flexibility and reduced inverse power flow. The developed distributionally robust optimization model exhibits better effectiveness and robustness compared to a chance-constrained optimization model assuming wind forecast errors follow Gaussian distribution. Detailed profit analysis reveals that although the overall system cost is minimized, the profit is distributed unevenly across various stakeholders in the system. The profit mainly falls with the wind power plants, which therefore are most motivated to make investments in the flexibility resources. Other parties rely on additional policies such as bilateral contracts with the wind power plants to gain incentives to invest. The findings from this study can be used to motivate policy-makers to make proper regulations to incentivize investments in flexibility resources and establish a more reliable power grid.