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

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.