A solution strategy for distributed uncertain economic dispatch problems via scenario theory

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In this paper,an uncertain economic dispatch problem(EDP)is considered for a group of coopertive agents.First,let each agent extract a set of samples(scenarios)from the uncertain set,and then a scenario EDP is obtained using these scenarios.Based on the scenario theory,a prior certification is provided to evaluate the probabilistic feasibility of the scenario solution for uncertain EDP.To facilitate the computational task,a distributed solution strategy is proposed by the alternating direc-tion method of multipliers(ADMM)and a finite-time consensus strategy.Moreover,the distributed strategy can solve the scenario problem over a weight-balanced directed graph.Finally,the proposed solution strategy is applied to an EDP for a power system involving wind power plants.
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