This letter presents a multi-stage distributionally robust unit commitment (DRUC) optimization method for integrated electricity-heat systems (IEHSs) considering wind power uncertainty. To respect the non-anticipativity of uncertain optimization, a multi-stage framework for DRUC is developed. Then, a novel decision rule for continuous and binary variables to fill the limitations of typical continuous recourse is proposed, namely, piecewise mixed decision rules, which leverages the flexibility and scalability of nonlinear and binary decision rules. On this basis, the multi-stage DRUC problem is reformulated into a tractable form using dual theory. The proposed method can significantly reduce the total cost of IEHSs under wind uncertainty.

中文翻译：

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基于分段混合决策规则的电热一体化系统多级分布鲁棒机组承诺


这封信提出了一种考虑风电不确定性的电热综合系统（IEHS）的多级分布式鲁棒机组组合（DRUC）优化方法。为了尊重不确定优化的非预期性，开发了 DRUC 的多阶段框架。然后，提出了一种新的连续和二元变量决策规则，以填补典型连续资源的局限性，即分段混合决策规则，它利用了非线性和二元决策规则的灵活性和可扩展性。在此基础上，利用对偶理论将多阶段 DRUC 问题重新表述为易于处理的形式。所提出的方法可以显着降低风不确定性下 IEHS 的总成本。