On Decision-Dependent Uncertainties in Power Systems with High-Share Renewables

The continuously increasing renewable energy sources (RES) and demand response (DR) are becoming important sources of system flexibility. As a consequence, decision-dependent uncertainties (DDUs), interchangeably referred to as endogenous uncertainties, impose new characteristics to power system dispatch. The DDUs faced by system operators originate from uncertain dispatchable resources such as RES units or DR, while reserve providers encounter DDUs arising from the uncertain reserve deployment. This paper presents a systematic framework for addressing robust dispatch problems with DDUs. The main contributions include i) the robust characterization of DDUs with a dependency decomposition structure; ii) a generic DDU coping mechanism, manifested as the bilateral matching between uncertainty and flexibility; iii) analyses of the influence of DDU incorporation on the convexity/non-convexity of robust dispatch problems; and iv) generic solution algorithms adaptive for DDUs. Under this framework, the inherent distinctions and correlations between DDUs and DIUs are revealed, providing a fundamental theoretical basis for the economic and reliable operation of RES-dominated power systems. Applications in the source and demand sides illustrate the importance of considering DDUs and verify the effectiveness of proposed algorithms for robust dispatch with DDUs.