Optimal Operation of a Wind Farm equipped with a Storage Unit

Paul Charton 1, 2
1 Probabilités et statistiques
IECL - Institut Élie Cartan de Lorraine
2 TOSCA - TO Simulate and CAlibrate stochastic models
CRISAM - Inria Sophia Antipolis - Méditerranée , IECL - Institut Élie Cartan de Lorraine : UMR7502
Abstract : Due to the fluctuations in their production, wind farm owners are subject to financial penalties. To limit these penalties the use of a storage device is studied. We define in this paper a large class of production/storage models in continuous time which verify the physical limits of the facility. In these models, the optimal operation of the storage device becomes an optimal stochastic control problem. We prove that this problem is equivalent to solving an Hamilton-Jacobi-Bellman PDE. Further, this PDE verifies the comparison principle and has thus a unique solution. Using a Semi-Lagrangian approach, we obtain an algorithm for this PDE. As the PDE verify the maximum principle, by using classical tools, we prove that this algorithm is convergent. Finally we present some numerical results.
Type de document :
Pré-publication, Document de travail
2013
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Contributeur : Paul Charton <>
Soumis le : vendredi 14 juin 2013 - 11:53:30
Dernière modification le : samedi 27 janvier 2018 - 01:31:36
Document(s) archivé(s) le : mardi 4 avril 2017 - 21:53:22

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Paul Charton. Optimal Operation of a Wind Farm equipped with a Storage Unit. 2013. 〈hal-00834142〉

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