Predictive Operation of Multi-Energy Systems in Sequential Markets: A Case Study

We study the dispatching of multi-modal energy systems (MMES) from a sequential market perspective based on hierarchical Model Predictive Control (MPC). In a sequential setting, an upper level determines the purchased electrical power from the day-ahead market, followed by a lower-level MPC responsible for the dispatching of the multi-energy system according to the continuous trading. Our case study consists in an MMES in Hanover, Germany, with electrical and heat demands as well as photovoltaic and wind energy generation, storage and coupling elements. We show that the hierarchical MPC solution can be embedded within the European market and German market area to provide a judicious dispatching of the MMES, also under imperfect uncertainty forecast. In particular, we discuss a reasonable choice for the prediction horizons and the effect of the forecast on the total incurring cost.