Two‐Stage Robust Security‐Constrained Unit Commitment for Wind Power Reserve Provision Optimisation Under Decision‐Dependent Uncertainty

ABSTRACT To address the challenge brought by the wind power uncertainty to power system scheduling, this paper proposes a two‐stage robust security‐constrained unit commitment (RSCUC) model for wind power reserve provision, considering the impact of optimal decisions on the uncertainty set. In the first stage (pre‐scheduling stage), the curtailment plan of wind power is made and the wind power reserve is optimised, where the curtailment plan will influence the wind power uncertainty, giving rise to a decision‐dependent uncertainty (DDU) set. In the second stage (re‐scheduling stage), the thermal unit redispatch and the wind power reserve are allowed to keep the system balanced. The two‐stage RSCUC model with DDU can be solved by reformulating DDU into decision‐independent uncertainty, and the column‐and‐constraint generation algorithm is employed. Numerical results verify the effectiveness of the proposed model.