Multi-Stage Robust Dispatch Considering Demand Response Under Decision-Dependent Uncertainty

Demand response (DR) programs create incentives to effectively exploit the hidden operational flexibility of loads for better supporting power system operations. However, DR programs must consider the increasing demand-side uncertainty due to proliferative devices like electric vehicles and rooftop photovoltaics. Shifting power consumption by DR programs may change the realizations of future uncertainties of loads, leading to decision-dependent uncertainties (DDUs). This paper first proposes a novel multi-stage robust energy and reserve dispatch model with the DR program, where DDUs of deferrable loads and decision-independent uncertainties (DIUs) of curtailable loads are considered simultaneously. Then we develop an improved constraint generation (CG) algorithm with an embedded scenario mapping approach to solve the model effectively. Numerical experiments illustrate the influence of DDUs on the multi-stage robust dispatch problem and verify the effectiveness of the proposed method to cope with DDUs and DIUs in DR programs.