Let u ∈ R ,for any ω 〉 0, the processes X^ε = {X^ε（t）; 0 ≤ t≤ 1} are governed by the following random evolution equations dX^ε（t）= b（X^ε（t）,v（t））dt-εdSt/ε, where S={St; 0≤t≤1} is a compound Pois...Let u ∈ R ,for any ω 〉 0, the processes X^ε = {X^ε（t）; 0 ≤ t≤ 1} are governed by the following random evolution equations dX^ε（t）= b（X^ε（t）,v（t））dt-εdSt/ε, where S={St; 0≤t≤1} is a compound Poisson process, the process v={v（t）; 0≤t≤1} is independent of S and takes values in R^m. We derive the large deviation principle for{（X^ε,v（.））; ε〉0} when ε↓0 by approximation method and contraction principle, which will be meaningful for us to find out the path property for the risk process of this type.展开更多
Due to the growing penetration of renewable energies(REs)in integrated energy system(IES),it is imperative to assess and reduce the negative impacts caused by the uncertain REs.In this paper,an unscented transformatio...Due to the growing penetration of renewable energies(REs)in integrated energy system(IES),it is imperative to assess and reduce the negative impacts caused by the uncertain REs.In this paper,an unscented transformation-based mean-standard(UT-MS)deviation model is proposed for the stochastic optimization of cost-risk for IES operation considering wind and solar power correlated.The unscented transformation(UT)sampling method is adopted to characterize the uncertainties of wind and solar power considering the correlated relationship between them.Based on the UT,a mean-standard(MS)deviation model is formulated to depict the trade-off between the cost and risk of stochastic optimization for the IES optimal operation problem.Then the UT-MS model is tackled by a multi-objective group search optimizer with adaptive covariance and Levy flights embedded with a multiple constraints handling technique(MGSO-ACL-CHT)to ensure the feasibility of Peratooptimal solutions.Furthermore,a decision-making method,improved entropy weight(IEW),is developed to select a final operation point from the set of Perato-optimal solutions.In order to verify the feasibility and efficiency of the proposed UT-MS model in dealing with the uncertainties of correlative wind and solar power,simulation studies are conducted on a test IES.Simulation results show that the UT-MS model is capable of handling the uncertainties of correlative wind and solar power within much less samples and less computational burden.Moreover,the MGSOACL-CHT and IEW are also demonstrated to be effective in solving the multi-objective UT-MS model of the IES optimal operation problem.展开更多
基金Supported by the National Natural Science Foundation of China (70273029)
文摘Let u ∈ R ,for any ω 〉 0, the processes X^ε = {X^ε（t）; 0 ≤ t≤ 1} are governed by the following random evolution equations dX^ε（t）= b（X^ε（t）,v（t））dt-εdSt/ε, where S={St; 0≤t≤1} is a compound Poisson process, the process v={v（t）; 0≤t≤1} is independent of S and takes values in R^m. We derive the large deviation principle for{（X^ε,v（.））; ε〉0} when ε↓0 by approximation method and contraction principle, which will be meaningful for us to find out the path property for the risk process of this type.
基金supported by the State Key Program of National Natural Science Foundation of China(No.51437006)the Fundamental Research Funds for the Central Universities and the China Postdoctoral Science Foundation(No.2017M622690).
文摘Due to the growing penetration of renewable energies(REs)in integrated energy system(IES),it is imperative to assess and reduce the negative impacts caused by the uncertain REs.In this paper,an unscented transformation-based mean-standard(UT-MS)deviation model is proposed for the stochastic optimization of cost-risk for IES operation considering wind and solar power correlated.The unscented transformation(UT)sampling method is adopted to characterize the uncertainties of wind and solar power considering the correlated relationship between them.Based on the UT,a mean-standard(MS)deviation model is formulated to depict the trade-off between the cost and risk of stochastic optimization for the IES optimal operation problem.Then the UT-MS model is tackled by a multi-objective group search optimizer with adaptive covariance and Levy flights embedded with a multiple constraints handling technique(MGSO-ACL-CHT)to ensure the feasibility of Peratooptimal solutions.Furthermore,a decision-making method,improved entropy weight(IEW),is developed to select a final operation point from the set of Perato-optimal solutions.In order to verify the feasibility and efficiency of the proposed UT-MS model in dealing with the uncertainties of correlative wind and solar power,simulation studies are conducted on a test IES.Simulation results show that the UT-MS model is capable of handling the uncertainties of correlative wind and solar power within much less samples and less computational burden.Moreover,the MGSOACL-CHT and IEW are also demonstrated to be effective in solving the multi-objective UT-MS model of the IES optimal operation problem.
基金This work was supported by the National Natural Science Foundation of China (Grand Nos. 10071003 and 19831020) and the Education Foundation of Yunnan Province, China.
文摘This paper proves the strong consistence and the central limit theorems for empirical right tail deviations.
