In this paper,we propose an analytical stochastic dynamic programming(SDP)algorithm to address the optimal management problem of price-maker community energy *** a price-maker,energy storage smooths price differences,...
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In this paper,we propose an analytical stochastic dynamic programming(SDP)algorithm to address the optimal management problem of price-maker community energy *** a price-maker,energy storage smooths price differences,thus decreasing energy arbitrage ***,this price-smoothing effect can result in significant external welfare changes by reduc-ing consumer costs and producer revenues,which is not negligible for the community with energy storage *** such,we formulate community storage management as an SDP that aims to maximize both energy arbitrage and community *** incorporate market interaction into the SDP format,we propose a framework that derives partial but sufficient market information to approximate impact of storage operations on market *** we present an analytical SDP algorithm that does not require state *** from computational efficiency,another advantage of the analytical algorithm is to guide energy storage to charge/discharge by directly comparing its current marginal value with expected future marginal *** studies indicate community-owned energy storage that maximizes both arbitrage and welfare value gains more benefits than storage that maximizes only *** proposed algorithm ensures optimality and largely reduces the computational complexity of the standard *** Terms-analytical stochastic dynamic programming,energy management,energy storage,price-maker,social welfare.
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