Intervenant : John Lygeros, ETH (Zurich, Suisse)
Lieu : Salle des séminaires B 208, Département Automatique , Gipsa-Lab
Résumé :
Increasing concerns about energy security and sustainability have fueled a worldwide research effort
into renewable energy sources. The introduction of renewable energy into the existing power grid
offers a wealth of challenges for control engineers, arising in energy production (e.g. optimization
of wind turbines and wind farms), energy transmission, and energy distribution (e.g. for distributed
photovoltaic generation or demand response schemes). On the energy transmission level, a central
concern is the uncertainty inherent in many forms of renewable generation, currently addressed
through the procurement of reserves. In this talk we will discuss a stochastic programming problem
to minimize the amount of reserves purchased subject to probabilistic constraints on meeting energy
demand despite uncertainty in wind power in-feed. Motivated by the structure of the resulting
optimization problem we develop a novel randomized optimization approach, which provides an
interesting bridge between standard robust optimization and the scenario approach for chance
constrained stochastic programs.