TY - JOUR
T1 - Coordinated Multi-area Economic Dispatch via Critical Region Projection
JF - IEEE Transactions on Power Systems
Y1 - 2017/01//
SP - 1
EP - 1
A1 - Guo, Ye
A1 - Lang Tong
A1 - Wu, Wenchuan
A1 - Zhang, Boming
A1 - Sun, Hongbin
KW - RM13-002
AB - A coordinated economic dispatch method for multi-area power systems is proposed. Choosing boundary phase angles as coupling variables, the proposed method exploits the structure of critical regions in local problems defined by active and inactive constraints. For a fixed boundary state given by the coordinator, local operators compute the coefficients of critical regions containing the boundary state and the optimal value functions then communicate them to the coordinator who in turn optimizes the boundary state to minimize the overall cost. By iterating between local operators and the coordinator, the proposed algorithm converges to the global optimal solution in finite steps, and it requires limited information sharing.
JO - IEEE Trans. Power Syst.
DO - 10.1109/TPWRS.2017.2655442
ER -
TY - CONF
T1 - Probabilistic Forecasting and Simulation of Electricity Markets via Online Dictionary Learning
T2 - Hawaii International Conference on Systems Science (HICSS)
Y1 - 2017/01//
A1 - Weisi Deng
A1 - Yuting Ji
A1 - Lang Tong
AB - The problem of probabilistic forecasting and online simulation of real-time electricity market with stochastic generation and demand is considered. By exploiting the parametric structure of the direct current optimal power flow, a new technique based on online dictionary learning (ODL) is proposed. The ODL approach incorporates real-time measurements and historical traces to produce forecasts of joint and marginal probability distributions of future locational marginal prices, power flows, and dispatch levels, conditional on the system state at the time of forecasting. Compared with standard Monte Carlo simulation techniques, the ODL approach offers several orders of magnitude improvement in computation time, making it feasible for online forecasting of market operations. Numerical simulations on large and moderate size power systems illustrate its performance and complexity features and its potential as a tool for system operators.
JF - Hawaii International Conference on Systems Science (HICSS)
SN - 978-0-9981331-0-2
UR - http://aisel.aisnet.org/hicss-50/es/markets/10/
ER -
TY - CONF
T1 - Multi-proxy interchange scheduling under uncertainty
T2 - 2016 IEEE Power and Energy Society General Meeting (PESGM)
Y1 - 2016/07//
SP - 1
EP - 5
A1 - Yuting Ji
A1 - Lang Tong
KW - RM13-002
AB - The problem of inter-regional interchange scheduling using a multiple proxy bus representation is considered. A new scheduling technique is proposed for the multi-proxy bus system based on a stochastic optimization that captures uncertainty in renewable generation and stochastic load. In particular, the proposed algorithm iteratively optimizes the interchange across multiple proxy buses using a vectorized notion of demand and supply functions. The proposed technique leverages the operator's capability of forecasting locational marginal prices (LMPs) and obtains the optimal interchange schedule directly without iterations between operators.
JF - 2016 IEEE Power and Energy Society General Meeting (PESGM)
PB - IEEE
CY - Boston, MA, USA
DO - 10.1109/PESGM.2016.7741106
ER -
TY - JOUR
T1 - Probabilistic Forecasting of Real-Time LMP and Network Congestion
JF - IEEE Transactions on Power Systems
Y1 - 2016/07//
A1 - Yuting Ji
A1 - Robert J. Thomas
A1 - Lang Tong
KW - RM13-002
AB - The short-term forecasting of real-time locational marginal price (LMP) and network congestion is considered from a system operator perspective. A new probabilistic forecasting technique is proposed based on a multiparametric programming formulation that partitions the uncertainty parameter space into critical regions from which the conditional probability distribution of the real-time LMP/congestion is obtained. The proposed method incorporates load/generation forecast, time varying operation constraints, and contingency models. By shifting the computation associated with multiparametric programs offline, the online computational cost is significantly reduced. An online simulation technique by generating critical regions dynamically is also proposed, which results in several orders of magnitude improvement in the computational cost over standard Monte Carlo methods.
JO - IEEE Trans. Power Syst.
DO - 10.1109/TPWRS.2016.2592380
ER -
TY - JOUR
T1 - Stochastic Interchange Scheduling in the Real-Time Electricity Market
JF - IEEE Transactions on Power Systems
Y1 - 2016/08//
SP - 1
EP - 1
A1 - Yuting Ji
A1 - Zheng, Tongxin
A1 - Lang Tong
KW - RM13-002
AB - The problem of inter-regional interchange schedul- ing in the presence of stochastic generation and load is consid- ered. An interchange scheduling technique based on a two-stage stochastic minimization of expected operating cost is proposed. Because directly solving the stochastic optimization is intractable, an equivalent problem that maximizes the expected social welfare is formulated. The proposed technique leverages the operator’s capability of forecasting locational marginal prices and obtains the optimal interchange schedule without iterations among op- erators. Several extensions of the proposed technique are also discussed.
JO - IEEE Trans. Power Syst.
DO - 10.1109/TPWRS.2016.2600635
ER -
TY - CONF
T1 - Probabilistic Forecast of Real-Time LMP via Multiparametric Programming
T2 - 48th Hawaii International Conference on System Sciences (HICSS)
Y1 - 2015/01//
A1 - Yuting Ji
A1 - Robert J. Thomas
A1 - Lang Tong
KW - CERTS
KW - locational marginal pricing
KW - reliability and markets
KW - RM13-002
AB - The problem of short-term probabilistic forecast of real-time locational marginal price (LMP) is considered. A new forecast technique is proposed based on a multiparametric programming formulation that partitions the uncertainty parameter space into critical regions from which the conditional probability mass function of the real-time LMP is estimated using Monte Carlo techniques. The proposed methodology incorporates uncertainty models such as load and stochastic generation forecasts and system contingency models. With the use of offline computation of multiparametric linear programming, online computation cost is significantly reduced.
JF - 48th Hawaii International Conference on System Sciences (HICSS)
PB - IEEE
CY - Kauai, HI
UR - http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7070121&refinements%3D4260156971%26filter%3DAND%28p_IS_Number%3A7069647%29
DO - 10.1109/HICSS.2015.306
ER -
TY - CONF
T1 - Renewable in distribution networks: Centralized vs. decentralized integration
T2 - 2015 IEEE Power & Energy Society General Meeting
Y1 - 2015/07//
SP - 1
EP - 5
A1 - Liyan Jia
A1 - Lang Tong
KW - RM13-002
AB - The problem of integrating renewable generation in a distribution network is considered under two integration models: a centralized utility-based model in which the utility owns and operates the renewable generation as part of its portfolio of energy resources, and a decentralized consumer-based model in which each consumer owns and operates the renewable generation and is allowed to sell surplus electricity back to the utility in a net-metering setting. Interactions between the utility and its consumers are captured by the retail price of electricity set by the utility. Under the day ahead hourly pricing scheme, the Pareto frontier of the tradeoff between consumer surplus and retail profit is characterized under the two models. It is shown that, depending on the level of regulated utility profit, the consumer-based decentralized integration may lead to lower consumer surplus than that when no renewable is integrated. On the other hand, the utility based centralized integration always improve consumer surplus.
JF - 2015 IEEE Power & Energy Society General Meeting
PB - IEEE
CY - Denver, CO, USA
DO - 10.1109/PESGM.2015.7286620
ER -
TY - CONF
T1 - Stochastic coordinated transaction scheduling via probabilistic forecast
T2 - 2015 IEEE Power & Energy Society General Meeting
Y1 - 2015/07//
SP - 1
EP - 5
A1 - Yuting Ji
A1 - Lang Tong
KW - RM13-002
AB - The problem of real-time interchange scheduling between two independently operated regions is considered. An optimal scheduling scheme is proposed by maximizing the expected economic surplus based on Coordinated Transaction Scheduling (CTS) mechanism. The proposed technique incorporates probabilistic forecasts of renewable generation to optimize the interchange schedule using a parametric programming formulation, from which statistical real-time generation supply offer curves are constructed.
JF - 2015 IEEE Power & Energy Society General Meeting
PB - IEEE
CY - Denver, CO, USA
DO - 10.1109/PESGM.2015.7286497
ER -
TY - JOUR
T1 - Impact of Data Quality on Real-Time Locational Marginal Price
JF - IEEE Transactions on Power Systems
Y1 - 2014/03//
SP - 627
EP - 636
A1 - Liyan Jia
A1 - Kim, Jinsub
A1 - Robert J. Thomas
A1 - Lang Tong
KW - electricity markets
KW - locational marginal pricing
KW - reliability and markets
KW - RM11-003
AB - The problem of characterizing impacts of data quality on real-time locational marginal price (LMP) is considered. Because the real-time LMP is computed from the estimated network topology and system state, bad data that cause errors in topology processing and state estimation affect real-time LMP. It is shown that the power system state space is partitioned into price regions of convex polytopes. Under different bad data models, the worst case impacts of bad data on real-time LMP are analyzed. Numerical simulations are used to illustrate worst case performance for IEEE-14 and IEEE-118 networks.
VL - 29
IS - 2
JO - IEEE Trans. Power Syst.
DO - 10.1109/TPWRS.2013.2286992
ER -
TY - CONF
T1 - Piecewise affine dispatch policies for economic dispatch under uncertainty
T2 - 2014 IEEE Power & Energy Society (PES) General Meeting
Y1 - 2014/07//
SP - 1
EP - 5
A1 - Munoz-Alvarez, Daniel
A1 - Eilyan Bitar
A1 - Lang Tong
A1 - Wang, Jianhui
KW - CERTS
KW - economic dispatch
KW - Power system modeling
KW - reliability and markets
KW - stochastic optimization
AB - Stochastic optimization has become one of the fundamental mathematical frameworks for modeling power systems with important sources of uncertainty in the demand and supply sides. In this framework, a main challenge is to find optimal dispatch policies and settlement schemes that support a market equilibrium. In this paper, the economic dispatch under linear network constraints and resource uncertainty is revisited. Piece-wise affine continuous dispatch policies and locational prices that support a market equilibrium using a two-settlement scheme are derived. We find that the ex-post locational prices are piecewise affine continuous functions of the system uncertainties.
JF - 2014 IEEE Power & Energy Society (PES) General Meeting
PB - IEEE
CY - National Harbor, MD, USA
DO - 10.1109/PESGM.2014.6939369
ER -
TY - CONF
T1 - Forecasting real-time locational marginal price: A state space approach
T2 - 2013 Asilomar Conference on Signals, Systems and Computers
Y1 - 2013/11//
SP - 379
EP - 383
A1 - Yuting Ji
A1 - Kim, Jinsub
A1 - Robert J. Thomas
A1 - Lang Tong
KW - CERTS
KW - locational marginal pricing
KW - reliability and markets
KW - RM13-002
AB - The problem of forecasting the real-time locational marginal price (LMP) by a system operator is considered. A new probabilistic forecasting framework is developed based on a time in-homogeneous Markov chain representation of the realtime LMP calculation. By incorporating real-time measurements and forecasts, the proposed forecasting algorithm generates the posterior probability distribution of future locational marginal prices with forecast horizons of 6-8 hours. Such a short-term forecast provides actionable information for market participants and system operators. A Monte Carlo technique is used to estimate the posterior transition probabilities of the Markov chain, and the real-time LMP forecast is computed by the product of the estimated transition matrices. The proposed forecasting algorithm is tested on the PJM 5-bus system. Simulations show marked improvements over benchmark techniques.
JF - 2013 Asilomar Conference on Signals, Systems and Computers
PB - IEEE
CY - Pacific Grove, CA, USA
DO - 10.1109/ACSSC.2013.6810300
ER -
TY - CONF
T1 - Mitigating risk of random resources within a two-settlement electricity market
T2 - 2013 IEEE Power & Energy Society (PES) General Meeting
Y1 - 2013/07//
SP - 1
EP - 5
A1 - Munoz-Alvarez, Daniel
A1 - Lang Tong
KW - reliability and markets
KW - RM11-003
AB - Based on a two-settlement electricity market model built within a stochastic programming framework, this paper proposes a market-clearing mechanism that allows flexible random participants - such as variable renewable energy resources and price-sensitive load-serving entities - to mitigate their risks of facing economic losses in the market. More precisely, the mechanism extends to flexible random participants the risk-mitigating capabilities that reserve capacity offers enable for firm generators (i.e., conventional generators). The proposed mechanism is based on the premise that flexible random participants should be remunerated for the partial control capabilities they may have over their resources in spite of their randomness.
JF - 2013 IEEE Power & Energy Society (PES) General Meeting
PB - IEEE
CY - Vancouver, BC
DO - 10.1109/PESMG.2013.6673044
ER -
TY - JOUR
T1 - On Topology Attack of a Smart Grid: Undetectable Attacks and Countermeasures
JF - IEEE Journal on Selected Areas in Communications
Y1 - 2013/07//
SP - 1294
EP - 1305
A1 - Kim, Jinsub
A1 - Lang Tong
KW - power system economics
KW - power system security
KW - pricing
KW - reliability and markets
KW - RM11-003
KW - smart grid
AB - Covert data attacks on the network topology of a smart grid is considered. In a so-called man-in-the-middle attack, an adversary alters data from certain meters and network switches to mislead the control center with an incorrect network topology while avoiding detections by the control center. A necessary and sufficient condition for the existence of an undetectable attack is obtained for strong adversaries who can observe all meter and network data. For weak adversaries with only local information, a heuristic method of undetectable attack is proposed. Countermeasures to prevent undetectable attacks are also considered. It is shown that undetectable attacks do not exist if a set of meters satisfying a certain branch covering property are protected. The proposed attacks are tested with IEEE 14-bus and IEEE 118-bus system, and their effect on real-time locational marginal pricing is examined.
VL - 31
IS - 7
JO - IEEE J. Select. Areas Commun.
DO - 10.1109/JSAC.2013.130712
ER -
TY - CONF
T1 - Impacts of Malicious Data on Real-Time Price of Electricity Market Operations
T2 - 2012 45th Hawaii International Conference on System Sciences (HICSS)
Y1 - 2012/01//
SP - 1907
EP - 1914
A1 - Liyan Jia
A1 - Robert J. Thomas
A1 - Lang Tong
KW - electricity markets
KW - real-time pricing
KW - reliability and markets
KW - RM11-003
KW - smart grid security
AB - Impacts of malicious data data attack on the real-time electricity market are studied. It is assumed that an adversary has access to a limited number of meters and has the ability to construct data attack based on what it observes. Different observation models are considered. A geometric framework is introduced based on which upper and lower bounds on the optimal data attack are obtained and evaluated in simulations.
JF - 2012 45th Hawaii International Conference on System Sciences (HICSS)
PB - IEEE
CY - Maui, HI, USA
SN - 978-1-4577-1925-7
DO - 10.1109/HICSS.2012.313
ER -
TY - CONF
T1 - On the nonlinearity effects on malicious data attack on power system
T2 - 2012 IEEE Power & Energy Society (PES) General Meeting
Y1 - 2012/07//
SP - 1
EP - 8
A1 - Liyan Jia
A1 - Robert J. Thomas
A1 - Lang Tong
KW - reliability and markets
KW - RM11-003
AB - There has been a growing literature on the malicious data attack (or data injection attack) on power systems. Most existing work focuses on the DC (linear) model with linear state estimators. This paper examines the effects of nonlinearity in the power systems on the effectiveness of malicious data attack on state estimation and real-time market. It is demonstrated that attack algorithms designed for the DC model may not be effective when they are applied to nonlinear system with nonlinear state estimators. Discussion and experiments results about nonlinearity are provided.
JF - 2012 IEEE Power & Energy Society (PES) General Meeting
PB - IEEE
CY - San Diego, CA
SN - 978-1-4673-2727-5
DO - 10.1109/PESGM.2012.6345685
ER -