Optimal dispatch of active distribution network considering worst case conditional value at risk
                                                  SHI Wei jie1, JIN Xi2, LI Yu peng1, LIU Yang yang3, GONG Jin xia4

(1.State Grid Shanghai Shinan Electric Power Supply Company, Shanghai 200233, China;2.State Power Economic Research Institute, Changping District, Beijing 102209, China;3.State Grid Shanghai Songjiang Electric Power Supply Company, Shanghai 201600, China;4.College of Electrical Engineering, Shanghai University of Electric Power, Shanghai 200082, China)

Abstract: Aiming at managing the large number of integrated distributed generators and utilizing the dispersed located demand side sources, this paper studied the day ahead dispatch and risk management problem of active distribution network (ADN). Aiming at that ADN contains various random factors and random variables  precious distribution functions are hard to predict, this paper adopted worst case conditional value at risk (WCVaR) to measure the risk suffered by ADN, and proposed a day ahead schedule model considering WCVaR. WCVaR was adopted to estimate ADN s risk by only having the possible sets of random variables  distribution, and ensure the robustness of optimal schedule against distribution uncertainties. The results indicate that the proposed model can estimate and control ADNS risk effectively, and the schedule model can avoid the losses resulted from distribution forecasted errors.

Key words: active distribution network(ADN); optimal dispatch; risk management; worst case value at risk