An Auto-Tuned Robust Dispatch Strategy for Virtual Power Plants to Provide Multi-Stage Real-Time Balancing Service

To fully exploit the flexible potential of distributed energy resources (DERs) in providing balancing service to the power system, Virtual Power Plants (VPPs) act as control centers to conduct the optimal real-time dispatch of their managed DERs. This study investigates a VPP's auto-tuned robust policy based on a multi-stage distributionally robust optimization model (DRO) in response to the uncertainties from both the setpoint of the top-level system operator (SO) and the outputs of renewable DERs. We propose a concise paradigm to reduce the complexity of the original large-scale optimization task. Specifically, we first cast the multi-stage DRO problem into a dynamic programming (DP) formulation and further simplify it to derive a single-stage convex optimization control policy (COCP) at each time stage. Further, an automatic update method based on implicit differentiation is employed to tune the parameters of COCP. Case studies show that this method ensures higher solution quality and faster convergence during training than conventional tuning methods. The proposed COCP outperforms other stochastic optimization techniques in terms of robustness, efficiency, and computational speed.