Robust Continuous-Time Generation Scheduling under Power Demand Uncertainty: An Affine Decision Rule Approach

Abstract: Most existing generation scheduling models for power systems under demand uncertainty rely on energy-based formulations with a finite number of time periods, which may fail to ensure that power supply and demand are balanced continuously over time. To address this issue, we propose a robust generation scheduling model in a continuous-time framework, employing a decision rule approach. First, for a given set of demand trajectories, we formulate a general robust generation scheduling problem to determine a decision rule that maps these demand trajectories and time points to the power outputs of generators. Subsequently, we derive a surrogate of it as our model by carefully designing a class of decision rules that are affine in the current demand, with coefficients invariant over time and constant terms that are continuous piecewise affine functions of time. As a result, our model can be recast as a finite-dimensional linear program to determine the coefficients and the function values of the constant terms at each breakpoint, solvable via the cutting-plane method. Our model is non-anticipative unlike most existing continuous-time models, which use Bernstein polynomials, making it more practical. We also provide illustrative numerical examples.